E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	905.00	862.50	-42.50	-4.7%	937.00
High	916.00	880.00	-36.00	-3.9%	960.25
Low	861.75	845.75	-16.00	-1.9%	810.00
Close	860.00	849.50	-10.50	-1.2%	860.00
Range	54.25	34.25	-20.00	-36.9%	150.25
ATR	62.05	60.06	-1.99	-3.2%	0.00
Volume	9,200	8,422	-778	-8.5%	26,078

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	961.25	939.50	868.25
R3	927.00	905.25	859.00
R2	892.75	892.75	855.75
R1	871.00	871.00	852.75	864.75
PP	858.50	858.50	858.50	855.25
S1	836.75	836.75	846.25	830.50
S2	824.25	824.25	843.25
S3	790.00	802.50	840.00
S4	755.75	768.25	830.75

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,327.50	1,244.00	942.75
R3	1,177.25	1,093.75	901.25
R2	1,027.00	1,027.00	887.50
R1	943.50	943.50	873.75	910.00
PP	876.75	876.75	876.75	860.00
S1	793.25	793.25	846.25	760.00
S2	726.50	726.50	832.50
S3	576.25	643.00	818.75
S4	426.00	492.75	777.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	924.50	810.00	114.50	13.5%	59.00	6.9%	34%	False	False	5,867
10	1,006.50	810.00	196.50	23.1%	54.75	6.4%	20%	False	False	4,811
20	1,006.50	810.00	196.50	23.1%	59.25	7.0%	20%	False	False	4,117
40	1,227.25	810.00	417.25	49.1%	65.50	7.7%	9%	False	False	5,265
60	1,303.75	810.00	493.75	58.1%	54.00	6.3%	8%	False	False	3,570

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	13.88
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,025.50
2.618	969.75
1.618	935.50
1.000	914.25
0.618	901.25
HIGH	880.00
0.618	867.00
0.500	863.00
0.382	858.75
LOW	845.75
0.618	824.50
1.000	811.50
1.618	790.25
2.618	756.00
4.250	700.25

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	863.00	863.00
PP	858.50	858.50
S1	854.00	854.00

Download as Excel Spreadsheet

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

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