E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	833.50	840.25	6.75	0.8%	851.75
High	847.50	876.00	28.50	3.4%	865.75
Low	831.25	837.75	6.50	0.8%	797.50
Close	839.25	871.50	32.25	3.8%	823.50
Range	16.25	38.25	22.00	135.4%	68.25
ATR	33.87	34.18	0.31	0.9%	0.00
Volume	2,254,244	1,925,806	-328,438	-14.6%	11,580,006

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	976.50	962.25	892.50
R3	938.25	924.00	882.00
R2	900.00	900.00	878.50
R1	885.75	885.75	875.00	893.00
PP	861.75	861.75	861.75	865.25
S1	847.50	847.50	868.00	854.50
S2	823.50	823.50	864.50
S3	785.25	809.25	861.00
S4	747.00	771.00	850.50

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	876.00	799.50	76.50	8.8%	33.25	3.8%	94%	True	False	2,539,336
10	876.00	797.50	78.50	9.0%	38.25	4.4%	94%	True	False	2,676,144
20	942.75	797.50	145.25	16.7%	31.00	3.6%	51%	False	False	2,056,584
40	942.75	797.50	145.25	16.7%	34.50	4.0%	51%	False	False	1,516,195
60	1,006.50	737.25	269.25	30.9%	40.50	4.7%	50%	False	False	1,013,229
80	1,161.75	737.25	424.50	48.7%	50.75	5.8%	32%	False	False	761,399
100	1,285.50	737.25	548.25	62.9%	49.50	5.7%	24%	False	False	609,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,038.50
2.618	976.25
1.618	938.00
1.000	914.25
0.618	899.75
HIGH	876.00
0.618	861.50
0.500	857.00
0.382	852.25
LOW	837.75
0.618	814.00
1.000	799.50
1.618	775.75
2.618	737.50
4.250	675.25

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	866.50	862.00
PP	861.75	852.75
S1	857.00	843.50

Download as Excel Spreadsheet

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

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