E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 15-Jan-2009

Day Change Summary
	Previous	Current
	14-Jan-2009	15-Jan-2009	Change	Change %	Previous Week
Open	868.75	839.50	-29.25	-3.4%	924.75
High	875.00	848.50	-26.50	-3.0%	942.75
Low	832.50	812.75	-19.75	-2.4%	882.75
Close	839.75	839.25	-0.50	-0.1%	885.50
Range	42.50	35.75	-6.75	-15.9%	60.00
ATR	31.52	31.82	0.30	1.0%	0.00
Volume	2,284,001	2,749,495	465,494	20.4%	8,350,991

Daily Pivots for day following 15-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	940.75	925.75	859.00
R3	905.00	890.00	849.00
R2	869.25	869.25	845.75
R1	854.25	854.25	842.50	844.00
PP	833.50	833.50	833.50	828.25
S1	818.50	818.50	836.00	808.00
S2	797.75	797.75	832.75
S3	762.00	782.75	829.50
S4	726.25	747.00	819.50

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	914.75	812.75	102.00	12.2%	30.50	3.6%	26%	False	True	2,103,243
10	942.75	812.75	130.00	15.5%	27.50	3.3%	20%	False	True	1,801,203
20	942.75	812.75	130.00	15.5%	25.75	3.1%	20%	False	True	1,545,376
40	942.75	737.25	205.50	24.5%	38.00	4.5%	50%	False	False	975,302
60	1,006.50	737.25	269.25	32.1%	45.00	5.4%	38%	False	False	651,573
80	1,227.25	737.25	490.00	58.4%	51.75	6.2%	21%	False	False	490,283
100	1,303.75	737.25	566.50	67.5%	47.50	5.7%	18%	False	False	392,263

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	4.90
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,000.50
2.618	942.00
1.618	906.25
1.000	884.25
0.618	870.50
HIGH	848.50
0.618	834.75
0.500	830.50
0.382	826.50
LOW	812.75
0.618	790.75
1.000	777.00
1.618	755.00
2.618	719.25
4.250	660.75

Fisher Pivots for day following 15-Jan-2009
Pivot	1 day	3 day
R1	836.50	844.00
PP	833.50	842.25
S1	830.50	840.75

Download as Excel Spreadsheet

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

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