E-mini S&P 500 Future March 2009

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

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	688.75	674.75	-14.00	-2.0%	731.25
High	694.75	721.75	27.00	3.9%	733.75
Low	670.75	673.25	2.50	0.4%	665.75
Close	676.00	716.00	40.00	5.9%	687.75
Range	24.00	48.50	24.50	102.1%	68.00
ATR	30.87	32.13	1.26	4.1%	0.00
Volume	3,329,848	2,721,975	-607,873	-18.3%	15,547,905

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	849.25	831.00	742.75
R3	800.75	782.50	729.25
R2	752.25	752.25	725.00
R1	734.00	734.00	720.50	743.00
PP	703.75	703.75	703.75	708.25
S1	685.50	685.50	711.50	694.50
S2	655.25	655.25	707.00
S3	606.75	637.00	702.75
S4	558.25	588.50	689.25

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	899.75	861.75	725.25
R3	831.75	793.75	706.50
R2	763.75	763.75	700.25
R1	725.75	725.75	694.00	710.75
PP	695.75	695.75	695.75	688.25
S1	657.75	657.75	681.50	642.75
S2	627.75	627.75	675.25
S3	559.75	589.75	669.00
S4	491.75	521.75	650.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	723.75	665.75	58.00	8.1%	36.75	5.1%	87%	False	False	3,137,959
10	779.50	665.75	113.75	15.9%	33.00	4.6%	44%	False	False	3,004,762
20	866.00	665.75	200.25	28.0%	31.25	4.4%	25%	False	False	2,828,125
40	885.50	665.75	219.75	30.7%	31.75	4.4%	23%	False	False	2,629,037
60	942.75	665.75	277.00	38.7%	30.75	4.3%	18%	False	False	2,247,997
80	942.75	665.75	277.00	38.7%	36.50	5.1%	18%	False	False	1,693,243
100	1,007.75	665.75	342.00	47.8%	42.00	5.8%	15%	False	False	1,355,400
120	1,281.75	665.75	616.00	86.0%	46.00	6.4%	8%	False	False	1,130,390

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	6.95
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	928.00
2.618	848.75
1.618	800.25
1.000	770.25
0.618	751.75
HIGH	721.75
0.618	703.25
0.500	697.50
0.382	691.75
LOW	673.25
0.618	643.25
1.000	624.75
1.618	594.75
2.618	546.25
4.250	467.00

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	709.75	708.50
PP	703.75	701.25
S1	697.50	693.75

Download as Excel Spreadsheet

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

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