E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 1,220.00 1,190.00 -30.00 -2.5% 1,275.00
High 1,236.00 1,220.50 -15.50 -1.3% 1,285.50
Low 1,198.75 1,168.25 -30.50 -2.5% 1,215.00
Close 1,197.00 1,217.75 20.75 1.7% 1,260.25
Range 37.25 52.25 15.00 40.3% 70.50
ATR 24.57 26.54 1.98 8.0% 0.00
Volume 3 73 70 2,333.3% 85
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,359.00 1,340.50 1,246.50
R3 1,306.75 1,288.25 1,232.00
R2 1,254.50 1,254.50 1,227.25
R1 1,236.00 1,236.00 1,222.50 1,245.25
PP 1,202.25 1,202.25 1,202.25 1,206.75
S1 1,183.75 1,183.75 1,213.00 1,193.00
S2 1,150.00 1,150.00 1,208.25
S3 1,097.75 1,131.50 1,203.50
S4 1,045.50 1,079.25 1,189.00
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,465.00 1,433.25 1,299.00
R3 1,394.50 1,362.75 1,279.75
R2 1,324.00 1,324.00 1,273.25
R1 1,292.25 1,292.25 1,266.75 1,273.00
PP 1,253.50 1,253.50 1,253.50 1,244.00
S1 1,221.75 1,221.75 1,253.75 1,202.50
S2 1,183.00 1,183.00 1,247.25
S3 1,112.50 1,151.25 1,240.75
S4 1,042.00 1,080.75 1,221.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,259.25 1,168.25 91.00 7.5% 33.00 2.7% 54% False True 23
10 1,285.50 1,168.25 117.25 9.6% 29.25 2.4% 42% False True 19
20 1,303.75 1,168.25 135.50 11.1% 19.75 1.6% 37% False True 12
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 9.53
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,442.50
2.618 1,357.25
1.618 1,305.00
1.000 1,272.75
0.618 1,252.75
HIGH 1,220.50
0.618 1,200.50
0.500 1,194.50
0.382 1,188.25
LOW 1,168.25
0.618 1,136.00
1.000 1,116.00
1.618 1,083.75
2.618 1,031.50
4.250 946.25
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 1,210.00 1,216.50
PP 1,202.25 1,215.00
S1 1,194.50 1,213.75

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

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