E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 1,165.00 1,170.50 5.50 0.5% 1,245.00
High 1,174.50 1,175.00 0.50 0.0% 1,252.00
Low 1,146.00 1,117.00 -29.00 -2.5% 1,184.25
Close 1,170.25 1,125.75 -44.50 -3.8% 1,216.75
Range 28.50 58.00 29.50 103.5% 67.75
ATR 41.29 42.48 1.19 2.9% 0.00
Volume 7,420 4,295 -3,125 -42.1% 15,428
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,313.25 1,277.50 1,157.75
R3 1,255.25 1,219.50 1,141.75
R2 1,197.25 1,197.25 1,136.50
R1 1,161.50 1,161.50 1,131.00 1,150.50
PP 1,139.25 1,139.25 1,139.25 1,133.75
S1 1,103.50 1,103.50 1,120.50 1,092.50
S2 1,081.25 1,081.25 1,115.00
S3 1,023.25 1,045.50 1,109.75
S4 965.25 987.50 1,093.75
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,421.00 1,386.50 1,254.00
R3 1,353.25 1,318.75 1,235.50
R2 1,285.50 1,285.50 1,229.25
R1 1,251.00 1,251.00 1,223.00 1,234.50
PP 1,217.75 1,217.75 1,217.75 1,209.25
S1 1,183.25 1,183.25 1,210.50 1,166.50
S2 1,150.00 1,150.00 1,204.25
S3 1,082.25 1,115.50 1,198.00
S4 1,014.50 1,047.75 1,179.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,222.75 1,115.50 107.25 9.5% 57.75 5.1% 10% False False 6,975
10 1,281.75 1,115.50 166.25 14.8% 48.50 4.3% 6% False False 4,190
20 1,285.50 1,115.50 170.00 15.1% 44.50 3.9% 6% False False 2,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 5.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,421.50
2.618 1,326.75
1.618 1,268.75
1.000 1,233.00
0.618 1,210.75
HIGH 1,175.00
0.618 1,152.75
0.500 1,146.00
0.382 1,139.25
LOW 1,117.00
0.618 1,081.25
1.000 1,059.00
1.618 1,023.25
2.618 965.25
4.250 870.50
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 1,146.00 1,147.00
PP 1,139.25 1,139.75
S1 1,132.50 1,132.75

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

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