E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 10-Feb-2009

Day Change Summary
	Previous	Current
	09-Feb-2009	10-Feb-2009	Change	Change %	Previous Week
Open	868.00	864.25	-3.75	-0.4%	823.75
High	873.00	866.00	-7.00	-0.8%	869.25
Low	852.75	819.50	-33.25	-3.9%	806.25
Close	865.00	827.00	-38.00	-4.4%	867.75
Range	20.25	46.50	26.25	129.6%	63.00
ATR	30.92	32.03	1.11	3.6%	0.00
Volume	2,419,130	1,759,790	-659,340	-27.3%	11,360,914

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	977.00	948.50	852.50
R3	930.50	902.00	839.75
R2	884.00	884.00	835.50
R1	855.50	855.50	831.25	846.50
PP	837.50	837.50	837.50	833.00
S1	809.00	809.00	822.75	800.00
S2	791.00	791.00	818.50
S3	744.50	762.50	814.25
S4	698.00	716.00	801.50

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,036.75	1,015.25	902.50
R3	973.75	952.25	885.00
R2	910.75	910.75	879.25
R1	889.25	889.25	873.50	900.00
PP	847.75	847.75	847.75	853.00
S1	826.25	826.25	862.00	837.00
S2	784.75	784.75	856.25
S3	721.75	763.25	850.50
S4	658.75	700.25	833.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	873.00	816.75	56.25	6.8%	31.00	3.7%	18%	False	False	2,220,251
10	876.00	806.25	69.75	8.4%	30.00	3.6%	30%	False	False	2,181,585
20	876.00	797.50	78.50	9.5%	33.00	4.0%	38%	False	False	2,415,302
40	942.75	797.50	145.25	17.6%	30.50	3.7%	20%	False	False	1,992,585
60	942.75	737.25	205.50	24.8%	38.00	4.6%	44%	False	False	1,344,195
80	1,006.50	737.25	269.25	32.6%	43.75	5.3%	33%	False	False	1,009,142
100	1,281.75	737.25	544.50	65.8%	48.75	5.9%	16%	False	False	808,439
120	1,303.75	737.25	566.50	68.5%	44.50	5.4%	16%	False	False	673,702

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.90
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,063.50
2.618	987.75
1.618	941.25
1.000	912.50
0.618	894.75
HIGH	866.00
0.618	848.25
0.500	842.75
0.382	837.25
LOW	819.50
0.618	790.75
1.000	773.00
1.618	744.25
2.618	697.75
4.250	622.00

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	842.75	846.25
PP	837.50	839.75
S1	832.25	833.50

Download as Excel Spreadsheet

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

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