E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	840.25	871.50	31.25	3.7%	851.75
High	876.00	871.75	-4.25	-0.5%	865.75
Low	837.75	840.25	2.50	0.3%	797.50
Close	871.50	842.75	-28.75	-3.3%	823.50
Range	38.25	31.50	-6.75	-17.6%	68.25
ATR	34.18	33.99	-0.19	-0.6%	0.00
Volume	1,925,806	2,305,731	379,925	19.7%	11,580,006

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	946.00	926.00	860.00
R3	914.50	894.50	851.50
R2	883.00	883.00	848.50
R1	863.00	863.00	845.75	857.25
PP	851.50	851.50	851.50	848.75
S1	831.50	831.50	839.75	825.75
S2	820.00	820.00	837.00
S3	788.50	800.00	834.00
S4	757.00	768.50	825.50

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	9.1%	32.25	3.8%	57%	False	False	2,428,584
10	876.00	797.50	78.50	9.3%	37.00	4.4%	58%	False	False	2,678,317
20	942.75	797.50	145.25	17.2%	31.50	3.7%	31%	False	False	2,141,138
40	942.75	797.50	145.25	17.2%	33.25	3.9%	31%	False	False	1,573,820
60	1,006.50	737.25	269.25	31.9%	40.50	4.8%	39%	False	False	1,051,621
80	1,104.75	737.25	367.50	43.6%	50.50	6.0%	29%	False	False	790,008
100	1,285.50	737.25	548.25	65.1%	49.50	5.9%	19%	False	False	632,599

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,005.50
2.618	954.25
1.618	922.75
1.000	903.25
0.618	891.25
HIGH	871.75
0.618	859.75
0.500	856.00
0.382	852.25
LOW	840.25
0.618	820.75
1.000	808.75
1.618	789.25
2.618	757.75
4.250	706.50

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	856.00	853.50
PP	851.50	850.00
S1	847.25	846.50

Download as Excel Spreadsheet

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

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