E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	750.75	754.75	4.00	0.5%	688.75
High	761.25	774.75	13.50	1.8%	761.25
Low	742.25	750.00	7.75	1.0%	670.75
Close	757.75	757.25	-0.50	-0.1%	757.75
Range	19.00	24.75	5.75	30.3%	90.50
ATR	31.11	30.66	-0.45	-1.5%	0.00
Volume	1,983,342	1,081,065	-902,277	-45.5%	14,527,009

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	835.00	820.75	770.75
R3	810.25	796.00	764.00
R2	785.50	785.50	761.75
R1	771.25	771.25	759.50	778.50
PP	760.75	760.75	760.75	764.25
S1	746.50	746.50	755.00	753.50
S2	736.00	736.00	752.75
S3	711.25	721.75	750.50
S4	686.50	697.00	743.75

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,001.50	970.00	807.50
R3	911.00	879.50	782.75
R2	820.50	820.50	774.25
R1	789.00	789.00	766.00	804.75
PP	730.00	730.00	730.00	737.75
S1	698.50	698.50	749.50	714.25
S2	639.50	639.50	741.25
S3	549.00	608.00	732.75
S4	458.50	517.50	708.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	774.75	673.25	101.50	13.4%	31.00	4.1%	83%	True	False	2,455,645
10	774.75	665.75	109.00	14.4%	31.50	4.2%	84%	True	False	2,813,224
20	818.75	665.75	153.00	20.2%	30.75	4.1%	60%	False	False	2,783,047
40	876.00	665.75	210.25	27.8%	31.25	4.1%	44%	False	False	2,649,424
60	942.75	665.75	277.00	36.6%	29.50	3.9%	33%	False	False	2,281,408
80	942.75	665.75	277.00	36.6%	34.75	4.6%	33%	False	False	1,812,363
100	1,006.50	665.75	340.75	45.0%	39.50	5.2%	27%	False	False	1,450,714
120	1,227.25	665.75	561.50	74.1%	45.00	5.9%	16%	False	False	1,209,997

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	6.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	880.00
2.618	839.50
1.618	814.75
1.000	799.50
0.618	790.00
HIGH	774.75
0.618	765.25
0.500	762.50
0.382	759.50
LOW	750.00
0.618	734.75
1.000	725.25
1.618	710.00
2.618	685.25
4.250	644.75

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	762.50	752.50
PP	760.75	747.75
S1	759.00	743.00

Download as Excel Spreadsheet

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

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