E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	1,141.75	1,141.25	-0.50	0.0%	1,113.75
High	1,148.00	1,143.00	-5.00	-0.4%	1,141.75
Low	1,137.75	1,127.75	-10.00	-0.9%	1,113.25
Close	1,142.50	1,134.00	-8.50	-0.7%	1,141.50
Range	10.25	15.25	5.00	48.8%	28.50
ATR	12.44	12.64	0.20	1.6%	0.00
Volume	1,527,666	1,456,443	-71,223	-4.7%	6,135,654

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,180.75	1,172.50	1,142.50
R3	1,165.50	1,157.25	1,138.25
R2	1,150.25	1,150.25	1,136.75
R1	1,142.00	1,142.00	1,135.50	1,138.50
PP	1,135.00	1,135.00	1,135.00	1,133.00
S1	1,126.75	1,126.75	1,132.50	1,123.25
S2	1,119.75	1,119.75	1,131.25
S3	1,104.50	1,111.50	1,129.75
S4	1,089.25	1,096.25	1,125.50

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,217.75	1,208.00	1,157.25
R3	1,189.25	1,179.50	1,149.25
R2	1,160.75	1,160.75	1,146.75
R1	1,151.00	1,151.00	1,144.00	1,156.00
PP	1,132.25	1,132.25	1,132.25	1,134.50
S1	1,122.50	1,122.50	1,139.00	1,127.50
S2	1,103.75	1,103.75	1,136.25
S3	1,075.25	1,094.00	1,133.75
S4	1,046.75	1,065.50	1,125.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,148.00	1,127.00	21.00	1.9%	11.25	1.0%	33%	False	False	1,437,929
10	1,148.00	1,109.75	38.25	3.4%	11.50	1.0%	63%	False	False	1,077,029
20	1,148.00	1,088.50	59.50	5.2%	11.25	1.0%	76%	False	False	1,224,552
40	1,148.00	1,062.25	85.75	7.6%	13.75	1.2%	84%	False	False	658,222
60	1,148.00	1,021.00	127.00	11.2%	16.00	1.4%	89%	False	False	440,303
80	1,148.00	1,007.25	140.75	12.4%	15.75	1.4%	90%	False	False	330,551
100	1,148.00	984.25	163.75	14.4%	15.25	1.3%	91%	False	False	264,449

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	3.05
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,207.75
2.618	1,183.00
1.618	1,167.75
1.000	1,158.25
0.618	1,152.50
HIGH	1,143.00
0.618	1,137.25
0.500	1,135.50
0.382	1,133.50
LOW	1,127.75
0.618	1,118.25
1.000	1,112.50
1.618	1,103.00
2.618	1,087.75
4.250	1,063.00

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	1,135.50	1,138.00
PP	1,135.00	1,136.50
S1	1,134.50	1,135.25

Download as Excel Spreadsheet

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

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