E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 1,060.75 1,057.75 -3.00 -0.3% 1,075.25
High 1,064.50 1,058.25 -6.25 -0.6% 1,093.75
Low 1,052.50 1,033.25 -19.25 -1.8% 1,066.00
Close 1,055.50 1,033.50 -22.00 -2.1% 1,072.00
Range 12.00 25.00 13.00 108.3% 27.75
ATR 17.24 17.80 0.55 3.2% 0.00
Volume 4,840 6,722 1,882 38.9% 16,875
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,116.75 1,100.00 1,047.25
R3 1,091.75 1,075.00 1,040.50
R2 1,066.75 1,066.75 1,038.00
R1 1,050.00 1,050.00 1,035.75 1,046.00
PP 1,041.75 1,041.75 1,041.75 1,039.50
S1 1,025.00 1,025.00 1,031.25 1,021.00
S2 1,016.75 1,016.75 1,029.00
S3 991.75 1,000.00 1,026.50
S4 966.75 975.00 1,019.75
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,160.50 1,144.00 1,087.25
R3 1,132.75 1,116.25 1,079.75
R2 1,105.00 1,105.00 1,077.00
R1 1,088.50 1,088.50 1,074.50 1,083.00
PP 1,077.25 1,077.25 1,077.25 1,074.50
S1 1,060.75 1,060.75 1,069.50 1,055.00
S2 1,049.50 1,049.50 1,067.00
S3 1,021.75 1,033.00 1,064.25
S4 994.00 1,005.25 1,056.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,090.25 1,033.25 57.00 5.5% 21.75 2.1% 0% False True 4,617
10 1,093.75 1,033.25 60.50 5.9% 20.00 1.9% 0% False True 3,860
20 1,093.75 1,007.25 86.50 8.4% 17.50 1.7% 30% False False 2,682
40 1,093.75 984.25 109.50 10.6% 15.75 1.5% 45% False False 1,548
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 5.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,164.50
2.618 1,123.75
1.618 1,098.75
1.000 1,083.25
0.618 1,073.75
HIGH 1,058.25
0.618 1,048.75
0.500 1,045.75
0.382 1,042.75
LOW 1,033.25
0.618 1,017.75
1.000 1,008.25
1.618 992.75
2.618 967.75
4.250 927.00
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 1,045.75 1,058.50
PP 1,041.75 1,050.00
S1 1,037.50 1,041.75

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

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