E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	714.00	713.75	-0.25	0.0%	714.00
High	726.00	747.25	21.25	2.9%	717.75
Low	709.75	711.00	1.25	0.2%	662.00
Close	715.00	746.00	31.00	4.3%	682.50
Range	16.25	36.25	20.00	123.1%	55.75
ATR	27.21	27.85	0.65	2.4%	0.00
Volume	41	17	-24	-58.5%	346

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	843.50	831.00	766.00
R3	807.25	794.75	756.00
R2	771.00	771.00	752.75
R1	758.50	758.50	749.25	764.75
PP	734.75	734.75	734.75	738.00
S1	722.25	722.25	742.75	728.50
S2	698.50	698.50	739.25
S3	662.25	686.00	736.00
S4	626.00	649.75	726.00

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	747.25	662.00	85.25	11.4%	30.75	4.1%	99%	True	False	51
10	747.25	662.00	85.25	11.4%	28.75	3.9%	99%	True	False	51
20	831.00	662.00	169.00	22.7%	26.75	3.6%	50%	False	False	56

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	4.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	901.25
2.618	842.25
1.618	806.00
1.000	783.50
0.618	769.75
HIGH	747.25
0.618	733.50
0.500	729.00
0.382	724.75
LOW	711.00
0.618	688.50
1.000	674.75
1.618	652.25
2.618	616.00
4.250	557.00

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	740.50	732.75
PP	734.75	719.50
S1	729.00	706.50

Download as Excel Spreadsheet

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

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