E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 13-Jan-2009

Day Change Summary
	Previous	Current
	12-Jan-2009	13-Jan-2009	Change	Change %	Previous Week
Open	885.00	868.50	-16.50	-1.9%	924.75
High	885.50	874.00	-11.50	-1.3%	942.75
Low	860.25	857.00	-3.25	-0.4%	882.75
Close	868.00	868.50	0.50	0.1%	885.50
Range	25.25	17.00	-8.25	-32.7%	60.00
ATR	31.72	30.67	-1.05	-3.3%	0.00
Volume	2,052,723	1,654,564	-398,159	-19.4%	8,350,991

Daily Pivots for day following 13-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	917.50	910.00	877.75
R3	900.50	893.00	873.25
R2	883.50	883.50	871.50
R1	876.00	876.00	870.00	877.00
PP	866.50	866.50	866.50	867.00
S1	859.00	859.00	867.00	860.00
S2	849.50	849.50	865.50
S3	832.50	842.00	863.75
S4	815.50	825.00	859.25

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	931.75	857.00	74.75	8.6%	24.75	2.8%	15%	False	True	1,871,246
10	942.75	857.00	85.75	9.9%	23.75	2.7%	13%	False	True	1,437,023
20	942.75	852.75	90.00	10.4%	26.00	3.0%	18%	False	False	1,549,882
40	942.75	737.25	205.50	23.7%	38.25	4.4%	64%	False	False	849,905
60	1,006.50	737.25	269.25	31.0%	46.25	5.3%	49%	False	False	567,852
80	1,281.75	737.25	544.50	62.7%	52.00	6.0%	24%	False	False	427,405
100	1,303.75	737.25	566.50	65.2%	47.00	5.4%	23%	False	False	341,928

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	3.68
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	946.25
2.618	918.50
1.618	901.50
1.000	891.00
0.618	884.50
HIGH	874.00
0.618	867.50
0.500	865.50
0.382	863.50
LOW	857.00
0.618	846.50
1.000	840.00
1.618	829.50
2.618	812.50
4.250	784.75

Fisher Pivots for day following 13-Jan-2009
Pivot	1 day	3 day
R1	867.50	886.00
PP	866.50	880.00
S1	865.50	874.25

Download as Excel Spreadsheet

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

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