E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 02-Jan-2009

Day Change Summary
	Previous	Current
	31-Dec-2008	02-Jan-2009	Change	Change %	Previous Week
Open	888.00	900.00	12.00	1.4%	869.00
High	908.00	932.75	24.75	2.7%	932.75
Low	886.50	896.50	10.00	1.1%	853.25
Close	900.00	925.50	25.50	2.8%	925.50
Range	21.50	36.25	14.75	68.6%	79.50
ATR	35.87	35.90	0.03	0.1%	0.00
Volume	777,046	920,263	143,217	18.4%	2,513,607

Daily Pivots for day following 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,027.00	1,012.50	945.50
R3	990.75	976.25	935.50
R2	954.50	954.50	932.25
R1	940.00	940.00	928.75	947.25
PP	918.25	918.25	918.25	922.00
S1	903.75	903.75	922.25	911.00
S2	882.00	882.00	918.75
S3	845.75	867.50	915.50
S4	809.50	831.25	905.50

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,142.25	1,113.50	969.25
R3	1,062.75	1,034.00	947.25
R2	983.25	983.25	940.00
R1	954.50	954.50	932.75	969.00
PP	903.75	903.75	903.75	911.00
S1	875.00	875.00	918.25	889.50
S2	824.25	824.25	911.00
S3	744.75	795.50	903.75
S4	665.25	716.00	881.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	932.75	853.25	79.50	8.6%	21.50	2.3%	91%	True	False	550,541
10	932.75	852.75	80.00	8.6%	24.50	2.6%	91%	True	False	1,119,168
20	932.75	816.25	116.50	12.6%	33.25	3.6%	94%	True	False	1,088,750
40	1,006.50	737.25	269.25	29.1%	44.75	4.8%	70%	False	False	549,123
60	1,066.50	737.25	329.25	35.6%	54.75	5.9%	57%	False	False	367,664
80	1,281.75	737.25	544.50	58.8%	53.75	5.8%	35%	False	False	276,680
100	1,309.75	737.25	572.50	61.9%	45.50	4.9%	33%	False	False	221,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.90
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,086.75
2.618	1,027.75
1.618	991.50
1.000	969.00
0.618	955.25
HIGH	932.75
0.618	919.00
0.500	914.50
0.382	910.25
LOW	896.50
0.618	874.00
1.000	860.25
1.618	837.75
2.618	801.50
4.250	742.50

Fisher Pivots for day following 02-Jan-2009
Pivot	1 day	3 day
R1	922.00	917.25
PP	918.25	909.00
S1	914.50	900.75

Download as Excel Spreadsheet

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

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