E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	924.75	927.25	2.50	0.3%	869.00
High	934.25	942.75	8.50	0.9%	932.75
Low	916.50	923.50	7.00	0.8%	853.25
Close	927.50	930.50	3.00	0.3%	925.50
Range	17.75	19.25	1.50	8.5%	79.50
ATR	34.60	33.51	-1.10	-3.2%	0.00
Volume	1,095,813	1,606,235	510,422	46.6%	2,513,607

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	990.00	979.50	941.00
R3	970.75	960.25	935.75
R2	951.50	951.50	934.00
R1	941.00	941.00	932.25	946.25
PP	932.25	932.25	932.25	935.00
S1	921.75	921.75	928.75	927.00
S2	913.00	913.00	927.00
S3	893.75	902.50	925.25
S4	874.50	883.25	920.00

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	942.75	868.75	74.00	8.0%	23.00	2.5%	83%	True	False	1,002,801
10	942.75	852.75	90.00	9.7%	21.50	2.3%	86%	True	False	947,366
20	942.75	828.75	114.00	12.3%	30.00	3.2%	89%	True	False	1,219,453
40	960.25	737.25	223.00	24.0%	42.50	4.6%	87%	False	False	616,539
60	1,066.50	737.25	329.25	35.4%	52.25	5.6%	59%	False	False	412,470
80	1,281.75	737.25	544.50	58.5%	53.50	5.8%	35%	False	False	310,455
100	1,303.75	737.25	566.50	60.9%	45.75	4.9%	34%	False	False	248,366

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,024.50
2.618	993.25
1.618	974.00
1.000	962.00
0.618	954.75
HIGH	942.75
0.618	935.50
0.500	933.00
0.382	930.75
LOW	923.50
0.618	911.50
1.000	904.25
1.618	892.25
2.618	873.00
4.250	841.75

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	933.00	927.00
PP	932.25	923.25
S1	931.50	919.50

Download as Excel Spreadsheet

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

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