E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	833.00	839.50	6.50	0.8%	810.00
High	839.50	845.00	5.50	0.7%	839.50
Low	819.50	815.50	-4.00	-0.5%	772.25
Close	837.25	827.00	-10.25	-1.2%	837.25
Range	20.00	29.50	9.50	47.5%	67.25
ATR	28.35	28.44	0.08	0.3%	0.00
Volume	1,421	1,591	170	12.0%	6,523

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	917.75	901.75	843.25
R3	888.25	872.25	835.00
R2	858.75	858.75	832.50
R1	842.75	842.75	829.75	836.00
PP	829.25	829.25	829.25	825.75
S1	813.25	813.25	824.25	806.50
S2	799.75	799.75	821.50
S3	770.25	783.75	819.00
S4	740.75	754.25	810.75

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,018.00	995.00	874.25
R3	950.75	927.75	855.75
R2	883.50	883.50	849.50
R1	860.50	860.50	843.50	872.00
PP	816.25	816.25	816.25	822.00
S1	793.25	793.25	831.00	804.75
S2	749.00	749.00	825.00
S3	681.75	726.00	818.75
S4	614.50	658.75	800.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	845.00	776.00	69.00	8.3%	27.25	3.3%	74%	True	False	1,430
10	845.00	772.25	72.75	8.8%	27.25	3.3%	75%	True	False	1,672
20	845.00	665.50	179.50	21.7%	28.75	3.5%	90%	True	False	896
40	865.00	662.00	203.00	24.5%	26.75	3.2%	81%	False	False	475

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	5.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	970.50
2.618	922.25
1.618	892.75
1.000	874.50
0.618	863.25
HIGH	845.00
0.618	833.75
0.500	830.25
0.382	826.75
LOW	815.50
0.618	797.25
1.000	786.00
1.618	767.75
2.618	738.25
4.250	690.00

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	830.25	826.25
PP	829.25	825.50
S1	828.00	824.75

Download as Excel Spreadsheet

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

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