E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 1,006.00 984.75 -21.25 -2.1% 1,222.50
High 1,043.25 1,010.00 -33.25 -3.2% 1,222.50
Low 964.25 906.25 -58.00 -6.0% 1,103.75
Close 981.50 913.00 -68.50 -7.0% 1,109.25
Range 79.00 103.75 24.75 31.3% 118.75
ATR 51.83 55.54 3.71 7.2% 0.00
Volume 8,593 5,134 -3,459 -40.3% 43,337
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,254.25 1,187.50 970.00
R3 1,150.50 1,083.75 941.50
R2 1,046.75 1,046.75 932.00
R1 980.00 980.00 922.50 961.50
PP 943.00 943.00 943.00 934.00
S1 876.25 876.25 903.50 857.75
S2 839.25 839.25 894.00
S3 735.50 772.50 884.50
S4 631.75 668.75 856.00
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,501.50 1,424.00 1,174.50
R3 1,382.75 1,305.25 1,142.00
R2 1,264.00 1,264.00 1,131.00
R1 1,186.50 1,186.50 1,120.25 1,166.00
PP 1,145.25 1,145.25 1,145.25 1,134.75
S1 1,067.75 1,067.75 1,098.25 1,047.00
S2 1,026.50 1,026.50 1,087.50
S3 907.75 949.00 1,076.50
S4 789.00 830.25 1,044.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,161.75 906.25 255.50 28.0% 82.75 9.1% 3% False True 9,214
10 1,222.75 906.25 316.50 34.7% 70.25 7.7% 2% False True 8,094
20 1,281.75 906.25 375.50 41.1% 57.25 6.3% 2% False True 4,412
40 1,303.75 906.25 397.50 43.5% 36.00 3.9% 2% False True 2,209
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 13.28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,451.00
2.618 1,281.50
1.618 1,177.75
1.000 1,113.75
0.618 1,074.00
HIGH 1,010.00
0.618 970.25
0.500 958.00
0.382 946.00
LOW 906.25
0.618 842.25
1.000 802.50
1.618 738.50
2.618 634.75
4.250 465.25
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 958.00 992.00
PP 943.00 965.75
S1 928.00 939.25

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

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