E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 748.25 746.00 -2.25 -0.3% 681.00
High 753.00 768.00 15.00 2.0% 753.00
Low 738.25 746.00 7.75 1.0% 665.50
Close 752.25 751.50 -0.75 -0.1% 752.25
Range 14.75 22.00 7.25 49.2% 87.50
ATR 26.92 26.57 -0.35 -1.3% 0.00
Volume 53 60 7 13.2% 217
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 821.25 808.25 763.50
R3 799.25 786.25 757.50
R2 777.25 777.25 755.50
R1 764.25 764.25 753.50 770.75
PP 755.25 755.25 755.25 758.50
S1 742.25 742.25 749.50 748.75
S2 733.25 733.25 747.50
S3 711.25 720.25 745.50
S4 689.25 698.25 739.50
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 986.00 956.75 800.50
R3 898.50 869.25 776.25
R2 811.00 811.00 768.25
R1 781.75 781.75 760.25 796.50
PP 723.50 723.50 723.50 731.00
S1 694.25 694.25 744.25 709.00
S2 636.00 636.00 736.25
S3 548.50 606.75 728.25
S4 461.00 519.25 704.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 768.00 665.50 102.50 13.6% 27.75 3.7% 84% True False 39
10 768.00 662.00 106.00 14.1% 28.00 3.7% 84% True False 54
20 807.25 662.00 145.25 19.3% 26.50 3.5% 62% False False 59
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
4.250 861.50
2.618 825.50
1.618 803.50
1.000 790.00
0.618 781.50
HIGH 768.00
0.618 759.50
0.500 757.00
0.382 754.50
LOW 746.00
0.618 732.50
1.000 724.00
1.618 710.50
2.618 688.50
4.250 652.50
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 757.00 747.50
PP 755.25 743.50
S1 753.25 739.50

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

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