E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 20-Feb-2009

Day Change Summary
	Previous	Current
	19-Feb-2009	20-Feb-2009	Change	Change %	Previous Week
Open	780.25	778.50	-1.75	-0.2%	814.00
High	796.75	779.50	-17.25	-2.2%	818.75
Low	775.00	752.50	-22.50	-2.9%	752.50
Close	779.50	769.50	-10.00	-1.3%	769.50
Range	21.75	27.00	5.25	24.1%	66.25
ATR	29.25	29.09	-0.16	-0.5%	0.00
Volume	2,732,760	2,407,562	-325,198	-11.9%	10,171,344

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	848.25	835.75	784.25
R3	821.25	808.75	777.00
R2	794.25	794.25	774.50
R1	781.75	781.75	772.00	774.50
PP	767.25	767.25	767.25	763.50
S1	754.75	754.75	767.00	747.50
S2	740.25	740.25	764.50
S3	713.25	727.75	762.00
S4	686.25	700.75	754.75

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	979.00	940.50	806.00
R3	912.75	874.25	787.75
R2	846.50	846.50	781.75
R1	808.00	808.00	775.50	794.00
PP	780.25	780.25	780.25	773.25
S1	741.75	741.75	763.50	728.00
S2	714.00	714.00	757.25
S3	647.75	675.50	751.25
S4	581.50	609.25	733.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	840.50	752.50	88.00	11.4%	24.75	3.2%	19%	False	True	2,672,775
10	873.00	752.50	120.50	15.7%	27.00	3.5%	14%	False	True	2,566,448
20	876.00	752.50	123.50	16.0%	28.25	3.7%	14%	False	True	2,429,830
40	942.75	752.50	190.25	24.7%	28.00	3.6%	9%	False	True	2,062,658
60	942.75	752.50	190.25	24.7%	33.50	4.4%	9%	False	True	1,657,684
80	1,006.50	737.25	269.25	35.0%	39.25	5.1%	12%	False	False	1,244,538
100	1,222.50	737.25	485.25	63.1%	47.50	6.2%	7%	False	False	996,977
120	1,303.75	737.25	566.50	73.6%	45.50	5.9%	6%	False	False	830,947

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.00
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	894.25
2.618	850.25
1.618	823.25
1.000	806.50
0.618	796.25
HIGH	779.50
0.618	769.25
0.500	766.00
0.382	762.75
LOW	752.50
0.618	735.75
1.000	725.50
1.618	708.75
2.618	681.75
4.250	637.75

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	768.25	774.50
PP	767.25	773.00
S1	766.00	771.25

Download as Excel Spreadsheet

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

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