E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 1,275.25 1,281.50 6.25 0.5% 1,279.00
High 1,278.50 1,288.50 10.00 0.8% 1,297.00
Low 1,278.50 1,275.75 -2.75 -0.2% 1,269.00
Close 1,275.25 1,286.00 10.75 0.8% 1,296.00
Range 0.00 12.75 12.75 28.00
ATR
Volume 13 0 -13 -100.0% 14
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,321.75 1,316.50 1,293.00
R3 1,309.00 1,303.75 1,289.50
R2 1,296.25 1,296.25 1,288.25
R1 1,291.00 1,291.00 1,287.25 1,293.50
PP 1,283.50 1,283.50 1,283.50 1,284.75
S1 1,278.25 1,278.25 1,284.75 1,281.00
S2 1,270.75 1,270.75 1,283.75
S3 1,258.00 1,265.50 1,282.50
S4 1,245.25 1,252.75 1,279.00
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,371.25 1,361.75 1,311.50
R3 1,343.25 1,333.75 1,303.75
R2 1,315.25 1,315.25 1,301.25
R1 1,305.75 1,305.75 1,298.50 1,310.50
PP 1,287.25 1,287.25 1,287.25 1,289.75
S1 1,277.75 1,277.75 1,293.50 1,282.50
S2 1,259.25 1,259.25 1,290.75
S3 1,231.25 1,249.75 1,288.25
S4 1,203.25 1,221.75 1,280.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,297.00 1,269.00 28.00 2.2% 8.75 0.7% 61% False False 4
10 1,303.50 1,269.00 34.50 2.7% 4.50 0.3% 49% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,342.75
2.618 1,322.00
1.618 1,309.25
1.000 1,301.25
0.618 1,296.50
HIGH 1,288.50
0.618 1,283.75
0.500 1,282.00
0.382 1,280.50
LOW 1,275.75
0.618 1,267.75
1.000 1,263.00
1.618 1,255.00
2.618 1,242.25
4.250 1,221.50
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 1,284.75 1,284.00
PP 1,283.50 1,282.00
S1 1,282.00 1,280.00

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

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