E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 999.00 1,007.50 8.50 0.9% 1,010.00
High 1,007.75 1,017.25 9.50 0.9% 1,021.25
Low 991.75 1,004.75 13.00 1.3% 984.25
Close 1,005.00 1,016.00 11.00 1.1% 1,005.00
Range 16.00 12.50 -3.50 -21.9% 37.00
ATR 13.67 13.59 -0.08 -0.6% 0.00
Volume 1 156 155 15,500.0% 27
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,050.25 1,045.50 1,023.00
R3 1,037.75 1,033.00 1,019.50
R2 1,025.25 1,025.25 1,018.25
R1 1,020.50 1,020.50 1,017.25 1,023.00
PP 1,012.75 1,012.75 1,012.75 1,013.75
S1 1,008.00 1,008.00 1,014.75 1,010.50
S2 1,000.25 1,000.25 1,013.75
S3 987.75 995.50 1,012.50
S4 975.25 983.00 1,009.00
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 1,017.25 984.25 33.00 3.2% 14.00 1.4% 96% True False 35
10 1,026.50 984.25 42.25 4.2% 12.75 1.2% 75% False False 19
20 1,026.50 970.00 56.50 5.6% 12.50 1.2% 81% False False 12
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,070.50
2.618 1,050.00
1.618 1,037.50
1.000 1,029.75
0.618 1,025.00
HIGH 1,017.25
0.618 1,012.50
0.500 1,011.00
0.382 1,009.50
LOW 1,004.75
0.618 997.00
1.000 992.25
1.618 984.50
2.618 972.00
4.250 951.50
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 1,014.25 1,011.00
PP 1,012.75 1,005.75
S1 1,011.00 1,000.75

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

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