E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	681.00	665.50	-15.50	-2.3%	714.00
High	688.25	715.50	27.25	4.0%	717.75
Low	668.00	665.50	-2.50	-0.4%	662.00
Close	670.75	711.00	40.25	6.0%	682.50
Range	20.25	50.00	29.75	146.9%	55.75
ATR	26.36	28.05	1.69	6.4%	0.00
Volume	82	24	-58	-70.7%	346

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	847.25	829.25	738.50
R3	797.25	779.25	724.75
R2	747.25	747.25	720.25
R1	729.25	729.25	715.50	738.25
PP	697.25	697.25	697.25	702.00
S1	679.25	679.25	706.50	688.25
S2	647.25	647.25	701.75
S3	597.25	629.25	697.25
S4	547.25	579.25	683.50

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	716.75	662.00	54.75	7.7%	33.50	4.7%	89%	False	False	63
10	773.00	662.00	111.00	15.6%	28.75	4.0%	44%	False	False	89
20	863.00	662.00	201.00	28.3%	26.75	3.8%	24%	False	False	55

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	4.98
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	928.00
2.618	846.50
1.618	796.50
1.000	765.50
0.618	746.50
HIGH	715.50
0.618	696.50
0.500	690.50
0.382	684.50
LOW	665.50
0.618	634.50
1.000	615.50
1.618	584.50
2.618	534.50
4.250	453.00

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	704.25	703.50
PP	697.25	696.25
S1	690.50	688.75

Download as Excel Spreadsheet

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

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