E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	839.50	841.75	2.25	0.3%	885.00
High	848.50	857.75	9.25	1.1%	885.50
Low	812.75	826.25	13.50	1.7%	812.75
Close	839.25	848.50	9.25	1.1%	848.50
Range	35.75	31.50	-4.25	-11.9%	72.75
ATR	31.82	31.80	-0.02	-0.1%	0.00
Volume	2,749,495	3,371,389	621,894	22.6%	12,112,172

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	938.75	925.00	865.75
R3	907.25	893.50	857.25
R2	875.75	875.75	854.25
R1	862.00	862.00	851.50	869.00
PP	844.25	844.25	844.25	847.50
S1	830.50	830.50	845.50	837.50
S2	812.75	812.75	842.75
S3	781.25	799.00	839.75
S4	749.75	767.50	831.25

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,067.25	1,030.50	888.50
R3	994.50	957.75	868.50
R2	921.75	921.75	861.75
R1	885.00	885.00	855.25	867.00
PP	849.00	849.00	849.00	840.00
S1	812.25	812.25	841.75	794.25
S2	776.25	776.25	835.25
S3	703.50	739.50	828.50
S4	630.75	666.75	808.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	885.50	812.75	72.75	8.6%	30.50	3.6%	49%	False	False	2,422,434
10	942.75	812.75	130.00	15.3%	27.00	3.2%	28%	False	False	2,046,316
20	942.75	812.75	130.00	15.3%	25.75	3.0%	28%	False	False	1,582,742
40	942.75	737.25	205.50	24.2%	37.75	4.4%	54%	False	False	1,059,379
60	1,006.50	737.25	269.25	31.7%	45.00	5.3%	41%	False	False	707,721
80	1,227.25	737.25	490.00	57.7%	51.75	6.1%	23%	False	False	532,413
100	1,303.75	737.25	566.50	66.8%	47.75	5.6%	20%	False	False	425,977

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	6.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	991.50
2.618	940.25
1.618	908.75
1.000	889.25
0.618	877.25
HIGH	857.75
0.618	845.75
0.500	842.00
0.382	838.25
LOW	826.25
0.618	806.75
1.000	794.75
1.618	775.25
2.618	743.75
4.250	692.50

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	846.25	847.00
PP	844.25	845.50
S1	842.00	844.00

Download as Excel Spreadsheet

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

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