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

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

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