E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	1,120.50	1,122.75	2.25	0.2%	1,098.75
High	1,126.25	1,128.50	2.25	0.2%	1,122.50
Low	1,117.50	1,120.50	3.00	0.3%	1,096.50
Close	1,123.00	1,121.75	-1.25	-0.1%	1,122.00
Range	8.75	8.00	-0.75	-8.6%	26.00
ATR	13.66	13.25	-0.40	-3.0%	0.00
Volume	248,984	474,293	225,309	90.5%	4,555,220

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,147.50	1,142.75	1,126.25
R3	1,139.50	1,134.75	1,124.00
R2	1,131.50	1,131.50	1,123.25
R1	1,126.75	1,126.75	1,122.50	1,125.00
PP	1,123.50	1,123.50	1,123.50	1,122.75
S1	1,118.75	1,118.75	1,121.00	1,117.00
S2	1,115.50	1,115.50	1,120.25
S3	1,107.50	1,110.75	1,119.50
S4	1,099.50	1,102.75	1,117.25

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,191.75	1,182.75	1,136.25
R3	1,165.75	1,156.75	1,129.25
R2	1,139.75	1,139.75	1,126.75
R1	1,130.75	1,130.75	1,124.50	1,135.25
PP	1,113.75	1,113.75	1,113.75	1,116.00
S1	1,104.75	1,104.75	1,119.50	1,109.25
S2	1,087.75	1,087.75	1,117.25
S3	1,061.75	1,078.75	1,114.75
S4	1,035.75	1,052.75	1,107.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,128.50	1,107.25	21.25	1.9%	8.25	0.7%	68%	True	False	709,147
10	1,128.50	1,088.50	40.00	3.6%	10.75	1.0%	83%	True	False	1,248,480
20	1,128.50	1,080.50	48.00	4.3%	13.00	1.2%	86%	True	False	798,912
40	1,128.50	1,021.00	107.50	9.6%	15.25	1.4%	94%	True	False	401,941
60	1,128.50	1,015.50	113.00	10.1%	16.25	1.4%	94%	True	False	268,970
80	1,128.50	991.75	136.75	12.2%	16.00	1.4%	95%	True	False	201,860

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,162.50
2.618	1,149.50
1.618	1,141.50
1.000	1,136.50
0.618	1,133.50
HIGH	1,128.50
0.618	1,125.50
0.500	1,124.50
0.382	1,123.50
LOW	1,120.50
0.618	1,115.50
1.000	1,112.50
1.618	1,107.50
2.618	1,099.50
4.250	1,086.50

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	1,124.50	1,121.75
PP	1,123.50	1,121.75
S1	1,122.75	1,121.50

Download as Excel Spreadsheet

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

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