E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	778.50	770.00	-8.50	-1.1%	814.00
High	779.50	786.50	7.00	0.9%	818.75
Low	752.50	739.75	-12.75	-1.7%	752.50
Close	769.50	745.00	-24.50	-3.2%	769.50
Range	27.00	46.75	19.75	73.1%	66.25
ATR	29.09	30.35	1.26	4.3%	0.00
Volume	2,407,562	3,142,066	734,504	30.5%	10,171,344

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	897.25	868.00	770.75
R3	850.50	821.25	757.75
R2	803.75	803.75	753.50
R1	774.50	774.50	749.25	765.75
PP	757.00	757.00	757.00	752.75
S1	727.75	727.75	740.75	719.00
S2	710.25	710.25	736.50
S3	663.50	681.00	732.25
S4	616.75	634.25	719.25

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	818.75	739.75	79.00	10.6%	29.75	4.0%	7%	False	True	2,662,682
10	873.00	739.75	133.25	17.9%	28.50	3.8%	4%	False	True	2,619,036
20	876.00	739.75	136.25	18.3%	28.75	3.9%	4%	False	True	2,433,902
40	942.75	739.75	203.00	27.2%	28.50	3.8%	3%	False	True	2,111,745
60	942.75	739.75	203.00	27.2%	33.00	4.4%	3%	False	True	1,709,876
80	1,006.50	737.25	269.25	36.1%	39.00	5.2%	3%	False	False	1,283,782
100	1,177.25	737.25	440.00	59.1%	46.75	6.3%	2%	False	False	1,028,274
120	1,303.75	737.25	566.50	76.0%	45.75	6.1%	1%	False	False	857,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.20
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	985.25
2.618	909.00
1.618	862.25
1.000	833.25
0.618	815.50
HIGH	786.50
0.618	768.75
0.500	763.00
0.382	757.50
LOW	739.75
0.618	710.75
1.000	693.00
1.618	664.00
2.618	617.25
4.250	541.00

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	763.00	768.25
PP	757.00	760.50
S1	751.00	752.75

Download as Excel Spreadsheet

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

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