E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

Day Change Summary
	Previous	Current
	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	927.25	930.25	3.00	0.3%	869.00
High	942.75	931.75	-11.00	-1.2%	932.75
Low	923.50	898.75	-24.75	-2.7%	853.25
Close	930.50	905.25	-25.25	-2.7%	925.50
Range	19.25	33.00	13.75	71.4%	79.50
ATR	33.51	33.47	-0.04	-0.1%	0.00
Volume	1,606,235	1,912,293	306,058	19.1%	2,513,607

Daily Pivots for day following 07-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,011.00	991.00	923.50
R3	978.00	958.00	914.25
R2	945.00	945.00	911.25
R1	925.00	925.00	908.25	918.50
PP	912.00	912.00	912.00	908.50
S1	892.00	892.00	902.25	885.50
S2	879.00	879.00	899.25
S3	846.00	859.00	896.25
S4	813.00	826.00	887.00

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	886.50	56.25	6.2%	25.50	2.8%	33%	False	False	1,262,330
10	942.75	853.25	89.50	9.9%	21.00	2.3%	58%	False	False	954,151
20	942.75	828.75	114.00	12.6%	29.00	3.2%	67%	False	False	1,312,242
40	960.25	737.25	223.00	24.6%	42.50	4.7%	75%	False	False	664,228
60	1,066.50	737.25	329.25	36.4%	51.25	5.6%	51%	False	False	444,215
80	1,281.75	737.25	544.50	60.1%	53.75	5.9%	31%	False	False	334,359
100	1,303.75	737.25	566.50	62.6%	46.00	5.1%	30%	False	False	267,489

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	3.83
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,072.00
2.618	1,018.25
1.618	985.25
1.000	964.75
0.618	952.25
HIGH	931.75
0.618	919.25
0.500	915.25
0.382	911.25
LOW	898.75
0.618	878.25
1.000	865.75
1.618	845.25
2.618	812.25
4.250	758.50

Fisher Pivots for day following 07-Jan-2009
Pivot	1 day	3 day
R1	915.25	920.75
PP	912.00	915.50
S1	908.50	910.50

Download as Excel Spreadsheet

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

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