E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	742.75	714.00	-28.75	-3.9%	769.00
High	743.75	717.75	-26.00	-3.5%	773.75
Low	724.50	691.75	-32.75	-4.5%	724.50
Close	728.25	700.00	-28.25	-3.9%	728.25
Range	19.25	26.00	6.75	35.1%	49.25
ATR	24.36	25.23	0.87	3.6%	0.00
Volume	7	74	67	957.1%	479

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	781.25	766.50	714.25
R3	755.25	740.50	707.25
R2	729.25	729.25	704.75
R1	714.50	714.50	702.50	709.00
PP	703.25	703.25	703.25	700.25
S1	688.50	688.50	697.50	683.00
S2	677.25	677.25	695.25
S3	651.25	662.50	692.75
S4	625.25	636.50	685.75

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	890.00	858.25	755.25
R3	840.75	809.00	741.75
R2	791.50	791.50	737.25
R1	759.75	759.75	732.75	751.00
PP	742.25	742.25	742.25	737.75
S1	710.50	710.50	723.75	701.75
S2	693.00	693.00	719.25
S3	643.75	661.25	714.75
S4	594.50	612.00	701.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	773.00	691.75	81.25	11.6%	24.75	3.5%	10%	False	True	108
10	807.25	691.75	115.50	16.5%	25.00	3.6%	7%	False	True	64

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	3.95
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	828.25
2.618	785.75
1.618	759.75
1.000	743.75
0.618	733.75
HIGH	717.75
0.618	707.75
0.500	704.75
0.382	701.75
LOW	691.75
0.618	675.75
1.000	665.75
1.618	649.75
2.618	623.75
4.250	581.25

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	704.75	731.00
PP	703.25	720.75
S1	701.50	710.25

Download as Excel Spreadsheet

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

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