E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	754.75	756.50	1.75	0.2%	688.75
High	774.75	780.75	6.00	0.8%	761.25
Low	750.00	749.50	-0.50	-0.1%	670.75
Close	757.25	778.75	21.50	2.8%	757.75
Range	24.75	31.25	6.50	26.3%	90.50
ATR	30.66	30.70	0.04	0.1%	0.00
Volume	1,081,065	827,057	-254,008	-23.5%	14,527,009

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	863.50	852.25	796.00
R3	832.25	821.00	787.25
R2	801.00	801.00	784.50
R1	789.75	789.75	781.50	795.50
PP	769.75	769.75	769.75	772.50
S1	758.50	758.50	776.00	764.00
S2	738.50	738.50	773.00
S3	707.25	727.25	770.25
S4	676.00	696.00	761.50

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	780.75	711.25	69.50	8.9%	27.50	3.5%	97%	True	False	2,076,661
10	780.75	665.75	115.00	14.8%	32.00	4.1%	98%	True	False	2,607,310
20	796.75	665.75	131.00	16.8%	30.75	3.9%	86%	False	False	2,722,764
40	876.00	665.75	210.25	27.0%	31.25	4.0%	54%	False	False	2,585,816
60	942.75	665.75	277.00	35.6%	29.50	3.8%	41%	False	False	2,251,458
80	942.75	665.75	277.00	35.6%	34.50	4.4%	41%	False	False	1,822,597
100	1,006.50	665.75	340.75	43.8%	39.50	5.1%	33%	False	False	1,458,959
120	1,227.25	665.75	561.50	72.1%	45.00	5.8%	20%	False	False	1,216,881

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	6.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	913.50
2.618	862.50
1.618	831.25
1.000	812.00
0.618	800.00
HIGH	780.75
0.618	768.75
0.500	765.00
0.382	761.50
LOW	749.50
0.618	730.25
1.000	718.25
1.618	699.00
2.618	667.75
4.250	616.75

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	774.25	773.00
PP	769.75	767.25
S1	765.00	761.50

Download as Excel Spreadsheet

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

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