E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	715.75	721.25	5.50	0.8%	731.25
High	732.50	753.00	20.50	2.8%	733.75
Low	712.00	711.25	-0.75	-0.1%	665.75
Close	720.50	751.50	31.00	4.3%	687.75
Range	20.50	41.75	21.25	103.7%	68.00
ATR	31.30	32.04	0.75	2.4%	0.00
Volume	3,286,136	3,205,708	-80,428	-2.4%	15,547,905

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	863.75	849.50	774.50
R3	822.00	807.75	763.00
R2	780.25	780.25	759.25
R1	766.00	766.00	755.25	773.00
PP	738.50	738.50	738.50	742.25
S1	724.25	724.25	747.75	731.50
S2	696.75	696.75	743.75
S3	655.00	682.50	740.00
S4	613.25	640.75	728.50

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	753.00	665.75	87.25	11.6%	33.75	4.5%	98%	True	False	3,176,411
10	756.00	665.75	90.25	12.0%	33.50	4.4%	95%	False	False	3,059,094
20	840.50	665.75	174.75	23.3%	31.25	4.2%	49%	False	False	2,904,198
40	876.00	665.75	210.25	28.0%	32.25	4.3%	41%	False	False	2,698,651
60	942.75	665.75	277.00	36.9%	30.00	4.0%	31%	False	False	2,315,728
80	942.75	665.75	277.00	36.9%	35.25	4.7%	31%	False	False	1,774,278
100	1,006.50	665.75	340.75	45.3%	40.50	5.4%	25%	False	False	1,420,172
120	1,281.75	665.75	616.00	82.0%	45.50	6.0%	14%	False	False	1,184,487

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	930.50
2.618	862.25
1.618	820.50
1.000	794.75
0.618	778.75
HIGH	753.00
0.618	737.00
0.500	732.00
0.382	727.25
LOW	711.25
0.618	685.50
1.000	669.50
1.618	643.75
2.618	602.00
4.250	533.75

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	745.00	738.75
PP	738.50	726.00
S1	732.00	713.00

Download as Excel Spreadsheet

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

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