E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	824.25	823.50	-0.75	-0.1%	851.75
High	836.00	849.50	13.50	1.6%	865.75
Low	799.50	810.75	11.25	1.4%	797.50
Close	823.50	830.75	7.25	0.9%	823.50
Range	36.50	38.75	2.25	6.2%	68.25
ATR	34.91	35.19	0.27	0.8%	0.00
Volume	3,060,637	2,596,504	-464,133	-15.2%	11,580,006

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	946.50	927.50	852.00
R3	907.75	888.75	841.50
R2	869.00	869.00	837.75
R1	850.00	850.00	834.25	859.50
PP	830.25	830.25	830.25	835.00
S1	811.25	811.25	827.25	820.75
S2	791.50	791.50	823.75
S3	752.75	772.50	820.00
S4	714.00	733.75	809.50

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,033.75	996.75	861.00
R3	965.50	928.50	842.25
R2	897.25	897.25	836.00
R1	860.25	860.25	829.75	844.50
PP	829.00	829.00	829.00	821.00
S1	792.00	792.00	817.25	776.50
S2	760.75	760.75	811.00
S3	692.50	723.75	804.75
S4	624.25	655.50	786.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	865.75	797.50	68.25	8.2%	43.50	5.2%	49%	False	False	2,835,302
10	885.50	797.50	88.00	10.6%	37.00	4.5%	38%	False	False	2,628,868
20	942.75	797.50	145.25	17.5%	29.75	3.6%	23%	False	False	1,869,618
40	942.75	797.50	145.25	17.5%	35.00	4.2%	23%	False	False	1,412,171
60	1,006.50	737.25	269.25	32.4%	41.25	5.0%	35%	False	False	943,661
80	1,175.00	737.25	437.75	52.7%	51.25	6.2%	21%	False	False	709,295
100	1,285.50	737.25	548.25	66.0%	49.25	5.9%	17%	False	False	567,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	8.85
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,014.25
2.618	951.00
1.618	912.25
1.000	888.25
0.618	873.50
HIGH	849.50
0.618	834.75
0.500	830.00
0.382	825.50
LOW	810.75
0.618	786.75
1.000	772.00
1.618	748.00
2.618	709.25
4.250	646.00

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	830.50	828.75
PP	830.25	826.50
S1	830.00	824.50

Download as Excel Spreadsheet

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

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