E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 984.75 912.50 -72.25 -7.3% 1,104.75
High 1,010.00 941.75 -68.25 -6.8% 1,104.75
Low 906.25 837.50 -68.75 -7.6% 837.50
Close 913.00 890.75 -22.25 -2.4% 890.75
Range 103.75 104.25 0.50 0.5% 267.25
ATR 55.54 59.02 3.48 6.3% 0.00
Volume 5,134 7,607 2,473 48.2% 36,650
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,202.75 1,151.00 948.00
R3 1,098.50 1,046.75 919.50
R2 994.25 994.25 909.75
R1 942.50 942.50 900.25 916.25
PP 890.00 890.00 890.00 877.00
S1 838.25 838.25 881.25 812.00
S2 785.75 785.75 871.75
S3 681.50 734.00 862.00
S4 577.25 629.75 833.50
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,746.00 1,585.75 1,037.75
R3 1,478.75 1,318.50 964.25
R2 1,211.50 1,211.50 939.75
R1 1,051.25 1,051.25 915.25 997.75
PP 944.25 944.25 944.25 917.50
S1 784.00 784.00 866.25 730.50
S2 677.00 677.00 841.75
S3 409.75 516.75 817.25
S4 142.50 249.50 743.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,104.75 837.50 267.25 30.0% 92.00 10.3% 20% False True 7,330
10 1,222.50 837.50 385.00 43.2% 77.25 8.7% 14% False True 7,998
20 1,281.75 837.50 444.25 49.9% 61.75 6.9% 12% False True 4,791
40 1,303.75 837.50 466.25 52.3% 38.50 4.3% 11% False True 2,399
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 15.73
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,384.75
2.618 1,214.75
1.618 1,110.50
1.000 1,046.00
0.618 1,006.25
HIGH 941.75
0.618 902.00
0.500 889.50
0.382 877.25
LOW 837.50
0.618 773.00
1.000 733.25
1.618 668.75
2.618 564.50
4.250 394.50
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 890.50 940.50
PP 890.00 923.75
S1 889.50 907.25

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

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