E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	786.75	780.25	-6.50	-0.8%	868.00
High	796.25	796.75	0.50	0.1%	873.00
Low	776.50	775.00	-1.50	-0.2%	805.50
Close	779.50	779.50	0.00	0.0%	820.00
Range	19.75	21.75	2.00	10.1%	67.50
ATR	29.83	29.25	-0.58	-1.9%	0.00
Volume	2,998,314	2,732,760	-265,554	-8.9%	12,876,958

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	849.00	836.00	791.50
R3	827.25	814.25	785.50
R2	805.50	805.50	783.50
R1	792.50	792.50	781.50	788.00
PP	783.75	783.75	783.75	781.50
S1	770.75	770.75	777.50	766.50
S2	762.00	762.00	775.50
S3	740.25	749.00	773.50
S4	718.50	727.25	767.50

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,035.25	995.25	857.00
R3	967.75	927.75	838.50
R2	900.25	900.25	832.50
R1	860.25	860.25	826.25	846.50
PP	832.75	832.75	832.75	826.00
S1	792.75	792.75	813.75	779.00
S2	765.25	765.25	807.50
S3	697.75	725.25	801.50
S4	630.25	657.75	783.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	840.50	775.00	65.50	8.4%	25.50	3.3%	7%	False	True	2,650,245
10	873.00	775.00	98.00	12.6%	27.50	3.5%	5%	False	True	2,546,986
20	876.00	775.00	101.00	13.0%	28.75	3.7%	4%	False	True	2,452,427
40	942.75	775.00	167.75	21.5%	28.25	3.6%	3%	False	True	2,048,580
60	942.75	737.25	205.50	26.4%	34.25	4.4%	21%	False	False	1,617,829
80	1,006.50	737.25	269.25	34.5%	40.25	5.2%	16%	False	False	1,214,528
100	1,222.75	737.25	485.50	62.3%	47.50	6.1%	9%	False	False	972,987
120	1,303.75	737.25	566.50	72.7%	45.25	5.8%	7%	False	False	810,884

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	889.25
2.618	853.75
1.618	832.00
1.000	818.50
0.618	810.25
HIGH	796.75
0.618	788.50
0.500	786.00
0.382	783.25
LOW	775.00
0.618	761.50
1.000	753.25
1.618	739.75
2.618	718.00
4.250	682.50

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	786.00	797.00
PP	783.75	791.00
S1	781.50	785.25

Download as Excel Spreadsheet

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

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