E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	1,113.75	1,128.50	14.75	1.3%	1,120.50
High	1,129.75	1,133.00	3.25	0.3%	1,128.50
Low	1,113.25	1,125.00	11.75	1.1%	1,109.75
Close	1,128.75	1,132.25	3.50	0.3%	1,110.75
Range	16.50	8.00	-8.50	-51.5%	18.75
ATR	13.58	13.18	-0.40	-2.9%	0.00
Volume	638,861	1,291,254	652,393	102.1%	1,899,511

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,154.00	1,151.25	1,136.75
R3	1,146.00	1,143.25	1,134.50
R2	1,138.00	1,138.00	1,133.75
R1	1,135.25	1,135.25	1,133.00	1,136.50
PP	1,130.00	1,130.00	1,130.00	1,130.75
S1	1,127.25	1,127.25	1,131.50	1,128.50
S2	1,122.00	1,122.00	1,130.75
S3	1,114.00	1,119.25	1,130.00
S4	1,106.00	1,111.25	1,127.75

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	1,133.00	1,109.75	23.25	2.1%	11.50	1.0%	97%	True	False	716,128
10	1,133.00	1,096.50	36.50	3.2%	10.75	1.0%	98%	True	False	838,484
20	1,133.00	1,080.50	52.50	4.6%	12.00	1.0%	99%	True	False	950,777
40	1,133.00	1,049.00	84.00	7.4%	14.50	1.3%	99%	True	False	478,974
60	1,133.00	1,021.00	112.00	9.9%	16.00	1.4%	99%	True	False	320,622
80	1,133.00	1,007.25	125.75	11.1%	16.00	1.4%	99%	True	False	240,687
100	1,133.00	970.00	163.00	14.4%	15.25	1.3%	100%	True	False	192,552

Crabel Price Patterns
NR	True
NR4	True
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	1.98
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,167.00
2.618	1,154.00
1.618	1,146.00
1.000	1,141.00
0.618	1,138.00
HIGH	1,133.00
0.618	1,130.00
0.500	1,129.00
0.382	1,128.00
LOW	1,125.00
0.618	1,120.00
1.000	1,117.00
1.618	1,112.00
2.618	1,104.00
4.250	1,091.00

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	1,131.25	1,128.50
PP	1,130.00	1,125.00
S1	1,129.00	1,121.50

Download as Excel Spreadsheet

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

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