E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	781.00	774.00	-7.00	-0.9%	746.00
High	802.50	782.00	-20.50	-2.6%	802.50
Low	775.50	758.25	-17.25	-2.2%	745.25
Close	777.25	760.75	-16.50	-2.1%	760.75
Range	27.00	23.75	-3.25	-12.0%	57.25
ATR	27.57	27.29	-0.27	-1.0%	0.00
Volume	52	141	89	171.2%	974

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	838.25	823.25	773.75
R3	814.50	799.50	767.25
R2	790.75	790.75	765.00
R1	775.75	775.75	763.00	771.50
PP	767.00	767.00	767.00	764.75
S1	752.00	752.00	758.50	747.50
S2	743.25	743.25	756.50
S3	719.50	728.25	754.25
S4	695.75	704.50	747.75

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	941.25	908.25	792.25
R3	884.00	851.00	776.50
R2	826.75	826.75	771.25
R1	793.75	793.75	766.00	810.25
PP	769.50	769.50	769.50	777.75
S1	736.50	736.50	755.50	753.00
S2	712.25	712.25	750.25
S3	655.00	679.25	745.00
S4	597.75	622.00	729.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	802.50	745.25	57.25	7.5%	28.25	3.7%	27%	False	False	194
10	802.50	665.50	137.00	18.0%	27.75	3.7%	70%	False	False	119
20	802.50	662.00	140.50	18.5%	28.25	3.7%	70%	False	False	100

Crabel Price Patterns
NR	True
NR4	True
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	5.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	883.00
2.618	844.25
1.618	820.50
1.000	805.75
0.618	796.75
HIGH	782.00
0.618	773.00
0.500	770.00
0.382	767.25
LOW	758.25
0.618	743.50
1.000	734.50
1.618	719.75
2.618	696.00
4.250	657.25

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	770.00	780.50
PP	767.00	773.75
S1	764.00	767.25

Download as Excel Spreadsheet

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

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