E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 1,013.75 1,005.00 -8.75 -0.9% 1,104.75
High 1,066.50 1,007.75 -58.75 -5.5% 1,104.75
Low 975.00 897.75 -77.25 -7.9% 837.50
Close 1,002.50 903.50 -99.00 -9.9% 890.75
Range 91.50 110.00 18.50 20.2% 267.25
ATR 65.83 68.98 3.16 4.8% 0.00
Volume 3,938 5,950 2,012 51.1% 36,650
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,266.25 1,195.00 964.00
R3 1,156.25 1,085.00 933.75
R2 1,046.25 1,046.25 923.75
R1 975.00 975.00 913.50 955.50
PP 936.25 936.25 936.25 926.75
S1 865.00 865.00 893.50 845.50
S2 826.25 826.25 883.25
S3 716.25 755.00 873.25
S4 606.25 645.00 843.00
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 1,066.50 837.50 229.00 25.3% 102.50 11.4% 29% False False 5,935
10 1,175.00 837.50 337.50 37.4% 88.00 9.7% 20% False False 7,490
20 1,281.75 837.50 444.25 49.2% 69.25 7.7% 15% False False 5,628
40 1,303.75 837.50 466.25 51.6% 46.00 5.1% 14% False False 2,823
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 19.20
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1,475.25
2.618 1,295.75
1.618 1,185.75
1.000 1,117.75
0.618 1,075.75
HIGH 1,007.75
0.618 965.75
0.500 952.75
0.382 939.75
LOW 897.75
0.618 829.75
1.000 787.75
1.618 719.75
2.618 609.75
4.250 430.25
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 952.75 982.00
PP 936.25 956.00
S1 920.00 929.75

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

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