E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	906.75	885.00	-21.75	-2.4%	924.75
High	914.75	885.50	-29.25	-3.2%	942.75
Low	882.75	860.25	-22.50	-2.5%	882.75
Close	885.50	868.00	-17.50	-2.0%	885.50
Range	32.00	25.25	-6.75	-21.1%	60.00
ATR	32.22	31.72	-0.50	-1.5%	0.00
Volume	1,775,436	2,052,723	277,287	15.6%	8,350,991

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	947.00	932.75	882.00
R3	921.75	907.50	875.00
R2	896.50	896.50	872.75
R1	882.25	882.25	870.25	876.75
PP	871.25	871.25	871.25	868.50
S1	857.00	857.00	865.75	851.50
S2	846.00	846.00	863.25
S3	820.75	831.75	861.00
S4	795.50	806.50	854.00

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	860.25	82.50	9.5%	25.25	2.9%	9%	False	True	1,861,580
10	942.75	853.25	89.50	10.3%	24.25	2.8%	16%	False	False	1,291,732
20	942.75	828.75	114.00	13.1%	28.00	3.2%	34%	False	False	1,569,869
40	942.75	737.25	205.50	23.7%	40.25	4.6%	64%	False	False	808,642
60	1,006.50	737.25	269.25	31.0%	47.25	5.4%	49%	False	False	540,422
80	1,281.75	737.25	544.50	62.7%	52.75	6.1%	24%	False	False	406,723
100	1,303.75	737.25	566.50	65.3%	46.75	5.4%	23%	False	False	325,382

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	992.75
2.618	951.50
1.618	926.25
1.000	910.75
0.618	901.00
HIGH	885.50
0.618	875.75
0.500	873.00
0.382	870.00
LOW	860.25
0.618	844.75
1.000	835.00
1.618	819.50
2.618	794.25
4.250	753.00

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	873.00	887.50
PP	871.25	881.00
S1	869.50	874.50

Download as Excel Spreadsheet

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

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