E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	1,121.75	1,113.75	-8.00	-0.7%	1,120.50
High	1,125.25	1,129.75	4.50	0.4%	1,128.50
Low	1,109.75	1,113.25	3.50	0.3%	1,109.75
Close	1,110.75	1,128.75	18.00	1.6%	1,110.75
Range	15.50	16.50	1.00	6.5%	18.75
ATR	13.17	13.58	0.42	3.2%	0.00
Volume	596,890	638,861	41,971	7.0%	1,899,511

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,173.50	1,167.50	1,137.75
R3	1,157.00	1,151.00	1,133.25
R2	1,140.50	1,140.50	1,131.75
R1	1,134.50	1,134.50	1,130.25	1,137.50
PP	1,124.00	1,124.00	1,124.00	1,125.50
S1	1,118.00	1,118.00	1,127.25	1,121.00
S2	1,107.50	1,107.50	1,125.75
S3	1,091.00	1,101.50	1,124.25
S4	1,074.50	1,085.00	1,119.75

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,172.50	1,160.50	1,121.00
R3	1,153.75	1,141.75	1,116.00
R2	1,135.00	1,135.00	1,114.25
R1	1,123.00	1,123.00	1,112.50	1,119.50
PP	1,116.25	1,116.25	1,116.25	1,114.75
S1	1,104.25	1,104.25	1,109.00	1,101.00
S2	1,097.50	1,097.50	1,107.25
S3	1,078.75	1,085.50	1,105.50
S4	1,060.00	1,066.75	1,100.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,129.75	1,109.75	20.00	1.8%	11.75	1.0%	95%	True	False	507,674
10	1,129.75	1,088.50	41.25	3.7%	11.50	1.0%	98%	True	False	910,779
20	1,129.75	1,080.50	49.25	4.4%	12.75	1.1%	98%	True	False	887,877
40	1,129.75	1,034.50	95.25	8.4%	14.75	1.3%	99%	True	False	446,818
60	1,129.75	1,021.00	108.75	9.6%	16.00	1.4%	99%	True	False	299,118
80	1,129.75	1,007.25	122.50	10.9%	16.00	1.4%	99%	True	False	224,547
100	1,129.75	970.00	159.75	14.2%	15.25	1.4%	99%	True	False	179,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.20
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,200.00
2.618	1,173.00
1.618	1,156.50
1.000	1,146.25
0.618	1,140.00
HIGH	1,129.75
0.618	1,123.50
0.500	1,121.50
0.382	1,119.50
LOW	1,113.25
0.618	1,103.00
1.000	1,096.75
1.618	1,086.50
2.618	1,070.00
4.250	1,043.00

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	1,126.25	1,125.75
PP	1,124.00	1,122.75
S1	1,121.50	1,119.75

Download as Excel Spreadsheet

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

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