E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 772.75 781.00 8.25 1.1% 681.00
High 798.25 802.50 4.25 0.5% 753.00
Low 760.50 775.50 15.00 2.0% 665.50
Close 788.75 777.25 -11.50 -1.5% 752.25
Range 37.75 27.00 -10.75 -28.5% 87.50
ATR 27.61 27.57 -0.04 -0.2% 0.00
Volume 352 52 -300 -85.2% 217
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 866.00 848.75 792.00
R3 839.00 821.75 784.75
R2 812.00 812.00 782.25
R1 794.75 794.75 779.75 790.00
PP 785.00 785.00 785.00 782.75
S1 767.75 767.75 774.75 763.00
S2 758.00 758.00 772.25
S3 731.00 740.75 769.75
S4 704.00 713.75 762.50
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
5 802.50 738.25 64.25 8.3% 26.25 3.4% 61% True False 177
10 802.50 662.00 140.50 18.1% 28.50 3.7% 82% True False 114
20 802.50 662.00 140.50 18.1% 27.75 3.6% 82% True False 95
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 5.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 917.25
2.618 873.25
1.618 846.25
1.000 829.50
0.618 819.25
HIGH 802.50
0.618 792.25
0.500 789.00
0.382 785.75
LOW 775.50
0.618 758.75
1.000 748.50
1.618 731.75
2.618 704.75
4.250 660.75
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 789.00 776.00
PP 785.00 775.00
S1 781.25 774.00

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

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