E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	803.25	803.50	0.25	0.0%	746.00
High	820.00	827.00	7.00	0.9%	802.50
Low	784.25	803.50	19.25	2.5%	745.25
Close	805.00	824.00	19.00	2.4%	760.75
Range	35.75	23.50	-12.25	-34.3%	57.25
ATR	29.08	28.68	-0.40	-1.4%	0.00
Volume	1,316	2,609	1,293	98.3%	974

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	888.75	879.75	837.00
R3	865.25	856.25	830.50
R2	841.75	841.75	828.25
R1	832.75	832.75	826.25	837.25
PP	818.25	818.25	818.25	820.50
S1	809.25	809.25	821.75	813.75
S2	794.75	794.75	819.75
S3	771.25	785.75	817.50
S4	747.75	762.25	811.00

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	827.00	758.25	68.75	8.3%	28.75	3.5%	96%	True	False	1,057
10	827.00	738.25	88.75	10.8%	27.50	3.3%	97%	True	False	617
20	827.00	662.00	165.00	20.0%	28.25	3.4%	98%	True	False	334

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	5.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	927.00
2.618	888.50
1.618	865.00
1.000	850.50
0.618	841.50
HIGH	827.00
0.618	818.00
0.500	815.25
0.382	812.50
LOW	803.50
0.618	789.00
1.000	780.00
1.618	765.50
2.618	742.00
4.250	703.50

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	821.00	818.00
PP	818.25	811.75
S1	815.25	805.50

Download as Excel Spreadsheet

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

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