E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 993.00 999.00 6.00 0.6% 1,010.00
High 993.00 1,007.75 14.75 1.5% 1,021.25
Low 984.25 991.75 7.50 0.8% 984.25
Close 992.50 1,005.00 12.50 1.3% 1,005.00
Range 8.75 16.00 7.25 82.9% 37.00
ATR 13.49 13.67 0.18 1.3% 0.00
Volume 2 1 -1 -50.0% 27
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,049.50 1,043.25 1,013.75
R3 1,033.50 1,027.25 1,009.50
R2 1,017.50 1,017.50 1,008.00
R1 1,011.25 1,011.25 1,006.50 1,014.50
PP 1,001.50 1,001.50 1,001.50 1,003.00
S1 995.25 995.25 1,003.50 998.50
S2 985.50 985.50 1,002.00
S3 969.50 979.25 1,000.50
S4 953.50 963.25 996.25
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,114.50 1,096.75 1,025.25
R3 1,077.50 1,059.75 1,015.25
R2 1,040.50 1,040.50 1,011.75
R1 1,022.75 1,022.75 1,008.50 1,013.00
PP 1,003.50 1,003.50 1,003.50 998.75
S1 985.75 985.75 1,001.50 976.00
S2 966.50 966.50 998.25
S3 929.50 948.75 994.75
S4 892.50 911.75 984.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,021.25 984.25 37.00 3.7% 14.00 1.4% 56% False False 5
10 1,026.50 984.25 42.25 4.2% 12.00 1.2% 49% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,075.75
2.618 1,049.75
1.618 1,033.75
1.000 1,023.75
0.618 1,017.75
HIGH 1,007.75
0.618 1,001.75
0.500 999.75
0.382 997.75
LOW 991.75
0.618 981.75
1.000 975.75
1.618 965.75
2.618 949.75
4.250 923.75
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 1,003.25 1,002.00
PP 1,001.50 999.00
S1 999.75 996.00

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

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