E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	905.00	906.75	1.75	0.2%	924.75
High	907.75	914.75	7.00	0.8%	942.75
Low	891.50	882.75	-8.75	-1.0%	882.75
Close	906.75	885.50	-21.25	-2.3%	885.50
Range	16.25	32.00	15.75	96.9%	60.00
ATR	32.24	32.22	-0.02	-0.1%	0.00
Volume	1,961,214	1,775,436	-185,778	-9.5%	8,350,991

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	990.25	970.00	903.00
R3	958.25	938.00	894.25
R2	926.25	926.25	891.25
R1	906.00	906.00	888.50	900.00
PP	894.25	894.25	894.25	891.50
S1	874.00	874.00	882.50	868.00
S2	862.25	862.25	879.75
S3	830.25	842.00	876.75
S4	798.25	810.00	868.00

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,083.75	1,044.50	918.50
R3	1,023.75	984.50	902.00
R2	963.75	963.75	896.50
R1	924.50	924.50	891.00	914.00
PP	903.75	903.75	903.75	898.50
S1	864.50	864.50	880.00	854.00
S2	843.75	843.75	874.50
S3	783.75	804.50	869.00
S4	723.75	744.50	852.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	942.75	882.75	60.00	6.8%	23.75	2.7%	5%	False	True	1,670,198
10	942.75	853.25	89.50	10.1%	22.50	2.5%	36%	False	False	1,110,369
20	942.75	828.75	114.00	12.9%	28.50	3.2%	50%	False	False	1,485,916
40	942.75	737.25	205.50	23.2%	41.25	4.7%	72%	False	False	757,449
60	1,007.75	737.25	270.50	30.5%	48.75	5.5%	55%	False	False	506,309
80	1,281.75	737.25	544.50	61.5%	53.25	6.0%	27%	False	False	381,066
100	1,303.75	737.25	566.50	64.0%	46.50	5.3%	26%	False	False	304,855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,050.75
2.618	998.50
1.618	966.50
1.000	946.75
0.618	934.50
HIGH	914.75
0.618	902.50
0.500	898.75
0.382	895.00
LOW	882.75
0.618	863.00
1.000	850.75
1.618	831.00
2.618	799.00
4.250	746.75

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	898.75	907.25
PP	894.25	900.00
S1	890.00	892.75

Download as Excel Spreadsheet

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

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