E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	683.00	685.25	2.25	0.3%	714.00
High	697.75	692.50	-5.25	-0.8%	717.75
Low	672.00	662.00	-10.00	-1.5%	662.00
Close	680.50	682.50	2.00	0.3%	682.50
Range	25.75	30.50	4.75	18.4%	55.75
ATR	26.55	26.83	0.28	1.1%	0.00
Volume	56	91	35	62.5%	346

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	770.50	757.00	699.25
R3	740.00	726.50	691.00
R2	709.50	709.50	688.00
R1	696.00	696.00	685.25	687.50
PP	679.00	679.00	679.00	674.75
S1	665.50	665.50	679.75	657.00
S2	648.50	648.50	677.00
S3	618.00	635.00	674.00
S4	587.50	604.50	665.75

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	854.75	824.25	713.25
R3	799.00	768.50	697.75
R2	743.25	743.25	692.75
R1	712.75	712.75	687.50	700.00
PP	687.50	687.50	687.50	681.00
S1	657.00	657.00	677.50	644.50
S2	631.75	631.75	672.25
S3	576.00	601.25	667.25
S4	520.25	545.50	651.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	717.75	662.00	55.75	8.2%	29.25	4.3%	37%	False	True	69
10	773.75	662.00	111.75	16.4%	28.50	4.2%	18%	False	True	82
20	865.00	662.00	203.00	29.7%	24.50	3.6%	10%	False	True	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	822.00
2.618	772.25
1.618	741.75
1.000	723.00
0.618	711.25
HIGH	692.50
0.618	680.75
0.500	677.25
0.382	673.75
LOW	662.00
0.618	643.25
1.000	631.50
1.618	612.75
2.618	582.25
4.250	532.50

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	680.75	689.50
PP	679.00	687.00
S1	677.25	684.75

Download as Excel Spreadsheet

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

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