E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	929.25	958.00	28.75	3.1%	860.00
High	966.25	980.75	14.50	1.5%	980.75
Low	926.00	939.75	13.75	1.5%	824.75
Close	960.50	966.25	5.75	0.6%	966.25
Range	40.25	41.00	0.75	1.9%	156.00
ATR	70.72	68.59	-2.12	-3.0%	0.00
Volume	1,708	2,259	551	32.3%	12,088

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,085.25	1,066.75	988.75
R3	1,044.25	1,025.75	977.50
R2	1,003.25	1,003.25	973.75
R1	984.75	984.75	970.00	994.00
PP	962.25	962.25	962.25	967.00
S1	943.75	943.75	962.50	953.00
S2	921.25	921.25	958.75
S3	880.25	902.75	955.00
S4	839.25	861.75	943.75

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,392.00	1,335.00	1,052.00
R3	1,236.00	1,179.00	1,009.25
R2	1,080.00	1,080.00	994.75
R1	1,023.00	1,023.00	980.50	1,051.50
PP	924.00	924.00	924.00	938.00
S1	867.00	867.00	952.00	895.50
S2	768.00	768.00	937.75
S3	612.00	711.00	923.25
S4	456.00	555.00	880.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	980.75	824.75	156.00	16.1%	64.25	6.6%	91%	True	False	2,417
10	992.00	824.75	167.25	17.3%	68.00	7.0%	85%	False	False	3,282
20	1,104.75	824.75	280.00	29.0%	80.50	8.3%	51%	False	False	5,170
40	1,285.50	824.75	460.75	47.7%	63.50	6.6%	31%	False	False	4,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,155.00
2.618	1,088.00
1.618	1,047.00
1.000	1,021.75
0.618	1,006.00
HIGH	980.75
0.618	965.00
0.500	960.25
0.382	955.50
LOW	939.75
0.618	914.50
1.000	898.75
1.618	873.50
2.618	832.50
4.250	765.50

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	964.25	959.75
PP	962.25	953.25
S1	960.25	946.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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