E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	823.75	821.75	-2.00	-0.2%	823.50
High	827.50	839.75	12.25	1.5%	876.00
Low	806.25	816.00	9.75	1.2%	810.75
Close	821.25	831.50	10.25	1.2%	822.50
Range	21.25	23.75	2.50	11.8%	65.25
ATR	32.91	32.26	-0.65	-2.0%	0.00
Volume	2,467,501	1,971,077	-496,424	-20.1%	11,126,765

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	900.25	889.75	844.50
R3	876.50	866.00	838.00
R2	852.75	852.75	835.75
R1	842.25	842.25	833.75	847.50
PP	829.00	829.00	829.00	831.75
S1	818.50	818.50	829.25	823.75
S2	805.25	805.25	827.25
S3	781.50	794.75	825.00
S4	757.75	771.00	818.50

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	806.25	69.75	8.4%	29.25	3.5%	36%	False	False	2,142,919
10	876.00	799.50	76.50	9.2%	31.25	3.8%	42%	False	False	2,432,715
20	942.75	797.50	145.25	17.5%	31.75	3.8%	23%	False	False	2,325,634
40	942.75	797.50	145.25	17.5%	31.75	3.8%	23%	False	False	1,733,623
60	960.25	737.25	223.00	26.8%	39.50	4.8%	42%	False	False	1,159,495
80	1,066.50	737.25	329.25	39.6%	48.25	5.8%	29%	False	False	870,747
100	1,281.75	737.25	544.50	65.5%	49.50	5.9%	17%	False	False	697,429
120	1,303.75	737.25	566.50	68.1%	43.25	5.2%	17%	False	False	581,192

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	940.75
2.618	902.00
1.618	878.25
1.000	863.50
0.618	854.50
HIGH	839.75
0.618	830.75
0.500	828.00
0.382	825.00
LOW	816.00
0.618	801.25
1.000	792.25
1.618	777.50
2.618	753.75
4.250	715.00

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	830.25	830.25
PP	829.00	829.00
S1	828.00	827.50

Download as Excel Spreadsheet

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

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