E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	962.75	968.00	5.25	0.5%	860.00
High	978.00	1,005.00	27.00	2.8%	980.75
Low	956.25	963.25	7.00	0.7%	824.75
Close	968.25	1,002.00	33.75	3.5%	966.25
Range	21.75	41.75	20.00	92.0%	156.00
ATR	65.25	63.57	-1.68	-2.6%	0.00
Volume	3,387	3,493	106	3.1%	12,088

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,115.25	1,100.50	1,025.00
R3	1,073.50	1,058.75	1,013.50
R2	1,031.75	1,031.75	1,009.75
R1	1,017.00	1,017.00	1,005.75	1,024.50
PP	990.00	990.00	990.00	993.75
S1	975.25	975.25	998.25	982.50
S2	948.25	948.25	994.25
S3	906.50	933.50	990.50
S4	864.75	891.75	979.00

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	1,005.00	912.50	92.50	9.2%	40.50	4.0%	97%	True	False	3,018
10	1,005.00	824.75	180.25	18.0%	64.00	6.4%	98%	True	False	3,518
20	1,066.50	824.75	241.75	24.1%	75.00	7.5%	73%	False	False	4,748
40	1,281.75	824.75	457.00	45.6%	63.00	6.3%	39%	False	False	4,237
60	1,309.75	824.75	485.00	48.4%	46.25	4.6%	37%	False	False	2,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,182.50
2.618	1,114.25
1.618	1,072.50
1.000	1,046.75
0.618	1,030.75
HIGH	1,005.00
0.618	989.00
0.500	984.00
0.382	979.25
LOW	963.25
0.618	937.50
1.000	921.50
1.618	895.75
2.618	854.00
4.250	785.75

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	996.00	992.00
PP	990.00	982.25
S1	984.00	972.50

Download as Excel Spreadsheet

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

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