E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	774.00	774.00	0.00	0.0%	746.00
High	782.00	817.50	35.50	4.5%	802.50
Low	758.25	774.00	15.75	2.1%	745.25
Close	760.75	814.00	53.25	7.0%	760.75
Range	23.75	43.50	19.75	83.2%	57.25
ATR	27.29	29.40	2.10	7.7%	0.00
Volume	141	90	-51	-36.2%	974

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	932.25	916.75	838.00
R3	888.75	873.25	826.00
R2	845.25	845.25	822.00
R1	829.75	829.75	818.00	837.50
PP	801.75	801.75	801.75	805.75
S1	786.25	786.25	810.00	794.00
S2	758.25	758.25	806.00
S3	714.75	742.75	802.00
S4	671.25	699.25	790.00

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	817.50	745.25	72.25	8.9%	32.50	4.0%	95%	True	False	200
10	817.50	665.50	152.00	18.7%	30.25	3.7%	98%	True	False	119
20	817.50	662.00	155.50	19.1%	28.25	3.5%	98%	True	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.58
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,002.50
2.618	931.50
1.618	888.00
1.000	861.00
0.618	844.50
HIGH	817.50
0.618	801.00
0.500	795.75
0.382	790.50
LOW	774.00
0.618	747.00
1.000	730.50
1.618	703.50
2.618	660.00
4.250	589.00

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	808.00	805.25
PP	801.75	796.50
S1	795.75	788.00

Download as Excel Spreadsheet

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

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