E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 1,281.50 1,300.25 18.75 1.5% 1,279.00
High 1,288.50 1,303.25 14.75 1.1% 1,297.00
Low 1,275.75 1,284.00 8.25 0.6% 1,269.00
Close 1,286.00 1,302.25 16.25 1.3% 1,296.00
Range 12.75 19.25 6.50 51.0% 28.00
ATR 0.00 14.96 14.96 0.00
Volume 0 4 4 14
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,354.25 1,347.50 1,312.75
R3 1,335.00 1,328.25 1,307.50
R2 1,315.75 1,315.75 1,305.75
R1 1,309.00 1,309.00 1,304.00 1,312.50
PP 1,296.50 1,296.50 1,296.50 1,298.25
S1 1,289.75 1,289.75 1,300.50 1,293.00
S2 1,277.25 1,277.25 1,298.75
S3 1,258.00 1,270.50 1,297.00
S4 1,238.75 1,251.25 1,291.75
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 1,303.25 1,271.25 32.00 2.5% 9.50 0.7% 97% True False 4
10 1,303.50 1,269.00 34.50 2.6% 6.25 0.5% 96% False False 3
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 False
Bear Hook False
Bull Hook False
Stretch 1.18
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,385.00
2.618 1,353.75
1.618 1,334.50
1.000 1,322.50
0.618 1,315.25
HIGH 1,303.25
0.618 1,296.00
0.500 1,293.50
0.382 1,291.25
LOW 1,284.00
0.618 1,272.00
1.000 1,264.75
1.618 1,252.75
2.618 1,233.50
4.250 1,202.25
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 1,299.50 1,298.00
PP 1,296.50 1,293.75
S1 1,293.50 1,289.50

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

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