E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	871.50	843.00	-28.50	-3.3%	823.50
High	871.75	849.00	-22.75	-2.6%	876.00
Low	840.25	817.50	-22.75	-2.7%	810.75
Close	842.75	822.50	-20.25	-2.4%	822.50
Range	31.50	31.50	0.00	0.0%	65.25
ATR	33.99	33.81	-0.18	-0.5%	0.00
Volume	2,305,731	2,044,480	-261,251	-11.3%	11,126,765

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	924.25	904.75	839.75
R3	892.75	873.25	831.25
R2	861.25	861.25	828.25
R1	841.75	841.75	825.50	835.75
PP	829.75	829.75	829.75	826.50
S1	810.25	810.25	819.50	804.25
S2	798.25	798.25	816.75
S3	766.75	778.75	813.75
S4	735.25	747.25	805.25

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,032.25	992.50	858.50
R3	967.00	927.25	840.50
R2	901.75	901.75	834.50
R1	862.00	862.00	828.50	849.25
PP	836.50	836.50	836.50	830.00
S1	796.75	796.75	816.50	784.00
S2	771.25	771.25	810.50
S3	706.00	731.50	804.50
S4	640.75	666.25	786.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	876.00	810.75	65.25	7.9%	31.25	3.8%	18%	False	False	2,225,353
10	876.00	797.50	78.50	9.5%	36.75	4.5%	32%	False	False	2,607,816
20	942.75	797.50	145.25	17.7%	32.00	3.9%	17%	False	False	2,204,509
40	942.75	797.50	145.25	17.7%	33.00	4.0%	17%	False	False	1,624,521
60	1,006.50	737.25	269.25	32.7%	40.50	4.9%	32%	False	False	1,085,639
80	1,077.75	737.25	340.50	41.4%	49.50	6.0%	25%	False	False	815,486
100	1,281.75	737.25	544.50	66.2%	49.50	6.0%	16%	False	False	653,043

Crabel Price Patterns
NR	False
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	7.83

Fibonacci Retracements and Extensions
4.250	983.00
2.618	931.50
1.618	900.00
1.000	880.50
0.618	868.50
HIGH	849.00
0.618	837.00
0.500	833.25
0.382	829.50
LOW	817.50
0.618	798.00
1.000	786.00
1.618	766.50
2.618	735.00
4.250	683.50

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	833.25	846.75
PP	829.75	838.75
S1	826.00	830.50

Download as Excel Spreadsheet

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

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