E-mini S&P 500 Future September 2009

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

Day Change Summary
	Previous	Current
	13-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	829.25	804.25	-25.00	-3.0%	858.00
High	831.00	807.25	-23.75	-2.9%	865.00
Low	815.25	778.25	-37.00	-4.5%	803.25
Close	814.50	779.50	-35.00	-4.3%	814.50
Range	15.75	29.00	13.25	84.1%	61.75
ATR
Volume	23	23	0	0.0%	86

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	875.25	856.50	795.50
R3	846.25	827.50	787.50
R2	817.25	817.25	784.75
R1	798.50	798.50	782.25	793.50
PP	788.25	788.25	788.25	785.75
S1	769.50	769.50	776.75	764.50
S2	759.25	759.25	774.25
S3	730.25	740.50	771.50
S4	701.25	711.50	763.50

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,012.75	975.50	848.50
R3	951.00	913.75	831.50
R2	889.25	889.25	825.75
R1	852.00	852.00	820.25	839.75
PP	827.50	827.50	827.50	821.50
S1	790.25	790.25	808.75	778.00
S2	765.75	765.75	803.25
S3	704.00	728.50	797.50
S4	642.25	666.75	780.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	863.00	778.25	84.75	10.9%	25.00	3.2%	1%	False	True	21
10	865.00	778.25	86.75	11.1%	21.00	2.7%	1%	False	True	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	930.50
2.618	883.25
1.618	854.25
1.000	836.25
0.618	825.25
HIGH	807.25
0.618	796.25
0.500	792.75
0.382	789.25
LOW	778.25
0.618	760.25
1.000	749.25
1.618	731.25
2.618	702.25
4.250	655.00

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	792.75	804.50
PP	788.25	796.25
S1	784.00	788.00

Download as Excel Spreadsheet

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

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