E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	704.00	681.25	-22.75	-3.2%	769.00
High	707.50	716.75	9.25	1.3%	773.75
Low	684.75	675.25	-9.50	-1.4%	724.50
Close	683.75	702.75	19.00	2.8%	728.25
Range	22.75	41.50	18.75	82.4%	49.25
ATR	25.05	26.23	1.17	4.7%	0.00
Volume	62	63	1	1.6%	479

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	822.75	804.25	725.50
R3	781.25	762.75	714.25
R2	739.75	739.75	710.25
R1	721.25	721.25	706.50	730.50
PP	698.25	698.25	698.25	703.00
S1	679.75	679.75	699.00	689.00
S2	656.75	656.75	695.25
S3	615.25	638.25	691.25
S4	573.75	596.75	680.00

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	770.25	675.25	95.00	13.5%	27.00	3.8%	29%	False	True	45
10	793.25	675.25	118.00	16.8%	27.00	3.8%	23%	False	True	71
20	865.00	675.25	189.75	27.0%	24.00	3.4%	14%	False	True	42

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.55
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	893.00
2.618	825.50
1.618	784.00
1.000	758.25
0.618	742.50
HIGH	716.75
0.618	701.00
0.500	696.00
0.382	691.00
LOW	675.25
0.618	649.50
1.000	633.75
1.618	608.00
2.618	566.50
4.250	499.00

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	700.50	700.75
PP	698.25	698.50
S1	696.00	696.50

Download as Excel Spreadsheet

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

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