E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	803.50	823.00	19.50	2.4%	774.00
High	827.00	825.50	-1.50	-0.2%	827.00
Low	803.50	806.50	3.00	0.4%	774.00
Close	824.00	812.75	-11.25	-1.4%	812.75
Range	23.50	19.00	-4.50	-19.1%	53.00
ATR	28.68	27.99	-0.69	-2.4%	0.00
Volume	2,609	3,558	949	36.4%	8,704

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	872.00	861.25	823.25
R3	853.00	842.25	818.00
R2	834.00	834.00	816.25
R1	823.25	823.25	814.50	819.00
PP	815.00	815.00	815.00	812.75
S1	804.25	804.25	811.00	800.00
S2	796.00	796.00	809.25
S3	777.00	785.25	807.50
S4	758.00	766.25	802.25

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	963.50	941.25	842.00
R3	910.50	888.25	827.25
R2	857.50	857.50	822.50
R1	835.25	835.25	817.50	846.50
PP	804.50	804.50	804.50	810.25
S1	782.25	782.25	808.00	793.50
S2	751.50	751.50	803.00
S3	698.50	729.25	798.25
S4	645.50	676.25	783.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	827.00	774.00	53.00	6.5%	28.00	3.4%	73%	False	False	1,740
10	827.00	745.25	81.75	10.1%	28.00	3.4%	83%	False	False	967
20	827.00	662.00	165.00	20.3%	28.25	3.5%	91%	False	False	512

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	906.25
2.618	875.25
1.618	856.25
1.000	844.50
0.618	837.25
HIGH	825.50
0.618	818.25
0.500	816.00
0.382	813.75
LOW	806.50
0.618	794.75
1.000	787.50
1.618	775.75
2.618	756.75
4.250	725.75

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	816.00	810.50
PP	815.00	808.00
S1	813.75	805.50

Download as Excel Spreadsheet

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

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