E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	714.00	704.00	-10.00	-1.4%	769.00
High	717.75	707.50	-10.25	-1.4%	773.75
Low	691.75	684.75	-7.00	-1.0%	724.50
Close	700.00	683.75	-16.25	-2.3%	728.25
Range	26.00	22.75	-3.25	-12.5%	49.25
ATR	25.23	25.05	-0.18	-0.7%	0.00
Volume	74	62	-12	-16.2%	479

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	760.25	744.75	696.25
R3	737.50	722.00	690.00
R2	714.75	714.75	688.00
R1	699.25	699.25	685.75	695.50
PP	692.00	692.00	692.00	690.25
S1	676.50	676.50	681.75	673.00
S2	669.25	669.25	679.50
S3	646.50	653.75	677.50
S4	623.75	631.00	671.25

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	684.75	88.25	12.9%	24.00	3.5%	-1%	False	True	116
10	793.25	684.75	108.50	15.9%	24.25	3.6%	-1%	False	True	67
20	865.00	684.75	180.25	26.4%	22.75	3.3%	-1%	False	True	40

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	4.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	804.25
2.618	767.00
1.618	744.25
1.000	730.25
0.618	721.50
HIGH	707.50
0.618	698.75
0.500	696.00
0.382	693.50
LOW	684.75
0.618	670.75
1.000	662.00
1.618	648.00
2.618	625.25
4.250	588.00

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	696.00	714.25
PP	692.00	704.00
S1	688.00	694.00

Download as Excel Spreadsheet

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

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