E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	1,058.50	1,061.25	2.75	0.3%	1,027.50
High	1,065.50	1,087.00	21.50	2.0%	1,065.50
Low	1,049.00	1,060.75	11.75	1.1%	1,021.00
Close	1,061.25	1,086.75	25.50	2.4%	1,061.25
Range	16.50	26.25	9.75	59.1%	44.50
ATR	19.46	19.95	0.48	2.5%	0.00
Volume	5,627	2,591	-3,036	-54.0%	30,652

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,157.00	1,148.00	1,101.25
R3	1,130.75	1,121.75	1,094.00
R2	1,104.50	1,104.50	1,091.50
R1	1,095.50	1,095.50	1,089.25	1,100.00
PP	1,078.25	1,078.25	1,078.25	1,080.50
S1	1,069.25	1,069.25	1,084.25	1,073.75
S2	1,052.00	1,052.00	1,082.00
S3	1,025.75	1,043.00	1,079.50
S4	999.50	1,016.75	1,072.25

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,182.75	1,166.50	1,085.75
R3	1,138.25	1,122.00	1,073.50
R2	1,093.75	1,093.75	1,069.50
R1	1,077.50	1,077.50	1,065.25	1,085.50
PP	1,049.25	1,049.25	1,049.25	1,053.25
S1	1,033.00	1,033.00	1,057.25	1,041.00
S2	1,004.75	1,004.75	1,053.00
S3	960.25	988.50	1,049.00
S4	915.75	944.00	1,036.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,087.00	1,022.25	64.75	6.0%	20.00	1.8%	100%	True	False	4,755
10	1,087.00	1,021.00	66.00	6.1%	22.00	2.0%	100%	True	False	5,406
20	1,093.75	1,021.00	72.75	6.7%	20.50	1.9%	90%	False	False	4,209
40	1,093.75	1,007.25	86.50	8.0%	18.00	1.7%	92%	False	False	2,603
60	1,093.75	970.00	123.75	11.4%	16.25	1.5%	94%	False	False	1,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.10
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,198.50
2.618	1,155.75
1.618	1,129.50
1.000	1,113.25
0.618	1,103.25
HIGH	1,087.00
0.618	1,077.00
0.500	1,074.00
0.382	1,070.75
LOW	1,060.75
0.618	1,044.50
1.000	1,034.50
1.618	1,018.25
2.618	992.00
4.250	949.25

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	1,082.50	1,078.00
PP	1,078.25	1,069.50
S1	1,074.00	1,060.75

Download as Excel Spreadsheet

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

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