E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 810.00 782.00 -28.00 -3.5% 774.00
High 811.50 803.75 -7.75 -1.0% 827.00
Low 772.25 781.25 9.00 1.2% 774.00
Close 781.00 791.25 10.25 1.3% 812.75
Range 39.25 22.50 -16.75 -42.7% 53.00
ATR 28.88 28.44 -0.44 -1.5% 0.00
Volume 963 1,018 55 5.7% 8,704
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 859.50 848.00 803.50
R3 837.00 825.50 797.50
R2 814.50 814.50 795.50
R1 803.00 803.00 793.25 808.75
PP 792.00 792.00 792.00 795.00
S1 780.50 780.50 789.25 786.25
S2 769.50 769.50 787.00
S3 747.00 758.00 785.00
S4 724.50 735.50 779.00
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
5 827.00 772.25 54.75 6.9% 28.00 3.5% 35% False False 1,892
10 827.00 758.25 68.75 8.7% 29.00 3.7% 48% False False 1,123
20 827.00 662.00 165.00 20.9% 28.75 3.6% 78% False False 604
40 865.00 662.00 203.00 25.7% 25.75 3.3% 64% False False 322
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 899.50
2.618 862.75
1.618 840.25
1.000 826.25
0.618 817.75
HIGH 803.75
0.618 795.25
0.500 792.50
0.382 789.75
LOW 781.25
0.618 767.25
1.000 758.75
1.618 744.75
2.618 722.25
4.250 685.50
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 792.50 799.00
PP 792.00 796.25
S1 791.75 793.75

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

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