E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	839.50	829.00	-10.50	-1.3%	810.00
High	845.00	829.75	-15.25	-1.8%	839.50
Low	815.50	807.25	-8.25	-1.0%	772.25
Close	827.00	810.50	-16.50	-2.0%	837.25
Range	29.50	22.50	-7.00	-23.7%	67.25
ATR	28.44	28.01	-0.42	-1.5%	0.00
Volume	1,591	1,395	-196	-12.3%	6,523

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	883.25	869.50	823.00
R3	860.75	847.00	816.75
R2	838.25	838.25	814.50
R1	824.50	824.50	812.50	820.00
PP	815.75	815.75	815.75	813.75
S1	802.00	802.00	808.50	797.50
S2	793.25	793.25	806.50
S3	770.75	779.50	804.25
S4	748.25	757.00	798.00

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	8.5%	27.25	3.4%	50%	False	False	1,505
10	845.00	772.25	72.75	9.0%	27.75	3.4%	53%	False	False	1,699
20	845.00	709.75	135.25	16.7%	27.25	3.4%	74%	False	False	964
40	863.00	662.00	201.00	24.8%	27.00	3.3%	74%	False	False	509

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	925.50
2.618	888.75
1.618	866.25
1.000	852.25
0.618	843.75
HIGH	829.75
0.618	821.25
0.500	818.50
0.382	815.75
LOW	807.25
0.618	793.25
1.000	784.75
1.618	770.75
2.618	748.25
4.250	711.50

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	818.50	826.00
PP	815.75	821.00
S1	813.25	815.75

Download as Excel Spreadsheet

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

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