E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	746.00	753.50	7.50	1.0%	681.00
High	768.00	775.50	7.50	1.0%	753.00
Low	746.00	745.25	-0.75	-0.1%	665.50
Close	751.50	772.75	21.25	2.8%	752.25
Range	22.00	30.25	8.25	37.5%	87.50
ATR	26.57	26.83	0.26	1.0%	0.00
Volume	60	369	309	515.0%	217

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	855.25	844.25	789.50
R3	825.00	814.00	781.00
R2	794.75	794.75	778.25
R1	783.75	783.75	775.50	789.25
PP	764.50	764.50	764.50	767.25
S1	753.50	753.50	770.00	759.00
S2	734.25	734.25	767.25
S3	704.00	723.25	764.50
S4	673.75	693.00	756.00

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	775.50	709.75	65.75	8.5%	24.00	3.1%	96%	True	False	108
10	775.50	662.00	113.50	14.7%	28.75	3.7%	98%	True	False	85
20	793.25	662.00	131.25	17.0%	26.50	3.4%	84%	False	False	76

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	904.00
2.618	854.75
1.618	824.50
1.000	805.75
0.618	794.25
HIGH	775.50
0.618	764.00
0.500	760.50
0.382	756.75
LOW	745.25
0.618	726.50
1.000	715.00
1.618	696.25
2.618	666.00
4.250	616.75

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	768.50	767.50
PP	764.50	762.25
S1	760.50	757.00

Download as Excel Spreadsheet

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

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