E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	841.75	851.75	10.00	1.2%	885.00
High	857.75	865.75	8.00	0.9%	885.50
Low	826.25	797.50	-28.75	-3.5%	812.75
Close	848.50	806.00	-42.50	-5.0%	848.50
Range	31.50	68.25	36.75	116.7%	72.75
ATR	31.80	34.40	2.60	8.2%	0.00
Volume	3,371,389	2,818,199	-553,190	-16.4%	12,112,172

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,027.75	985.25	843.50
R3	959.50	917.00	824.75
R2	891.25	891.25	818.50
R1	848.75	848.75	812.25	836.00
PP	823.00	823.00	823.00	816.75
S1	780.50	780.50	799.75	767.50
S2	754.75	754.75	793.50
S3	686.50	712.25	787.25
S4	618.25	644.00	768.50

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	875.00	797.50	77.50	9.6%	39.00	4.8%	11%	False	True	2,575,529
10	942.75	797.50	145.25	18.0%	32.00	4.0%	6%	False	True	2,218,554
20	942.75	797.50	145.25	18.0%	27.25	3.4%	6%	False	True	1,607,040
40	942.75	737.25	205.50	25.5%	37.75	4.7%	33%	False	False	1,129,652
60	1,006.50	737.25	269.25	33.4%	44.50	5.5%	26%	False	False	754,646
80	1,227.25	737.25	490.00	60.8%	52.25	6.5%	14%	False	False	567,614
100	1,303.75	737.25	566.50	70.3%	48.50	6.0%	12%	False	False	454,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.68
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1,155.75
2.618	1,044.50
1.618	976.25
1.000	934.00
0.618	908.00
HIGH	865.75
0.618	839.75
0.500	831.50
0.382	823.50
LOW	797.50
0.618	755.25
1.000	729.25
1.618	687.00
2.618	618.75
4.250	507.50

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	831.50	831.50
PP	823.00	823.00
S1	814.50	814.50

Download as Excel Spreadsheet

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

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