E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	815.50	803.25	-12.25	-1.5%	746.00
High	816.25	820.00	3.75	0.5%	802.50
Low	798.50	784.25	-14.25	-1.8%	745.25
Close	800.25	805.00	4.75	0.6%	760.75
Range	17.75	35.75	18.00	101.4%	57.25
ATR	28.57	29.08	0.51	1.8%	0.00
Volume	1,131	1,316	185	16.4%	974

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	910.25	893.50	824.75
R3	874.50	857.75	814.75
R2	838.75	838.75	811.50
R1	822.00	822.00	808.25	830.50
PP	803.00	803.00	803.00	807.25
S1	786.25	786.25	801.75	794.50
S2	767.25	767.25	798.50
S3	731.50	750.50	795.25
S4	695.75	714.75	785.25

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	820.00	758.25	61.75	7.7%	29.50	3.7%	76%	True	False	546
10	820.00	711.00	109.00	13.5%	29.00	3.6%	86%	True	False	358
20	820.00	662.00	158.00	19.6%	28.25	3.5%	91%	True	False	205

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	5.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	972.00
2.618	913.50
1.618	877.75
1.000	855.75
0.618	842.00
HIGH	820.00
0.618	806.25
0.500	802.00
0.382	798.00
LOW	784.25
0.618	762.25
1.000	748.50
1.618	726.50
2.618	690.75
4.250	632.25

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	804.00	802.25
PP	803.00	799.75
S1	802.00	797.00

Download as Excel Spreadsheet

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

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