E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 1,005.00 898.50 -106.50 -10.6% 1,104.75
High 1,007.75 949.75 -58.00 -5.8% 1,104.75
Low 897.75 865.50 -32.25 -3.6% 837.50
Close 903.50 941.00 37.50 4.2% 890.75
Range 110.00 84.25 -25.75 -23.4% 267.25
ATR 68.98 70.07 1.09 1.6% 0.00
Volume 5,950 8,768 2,818 47.4% 36,650
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,171.50 1,140.50 987.25
R3 1,087.25 1,056.25 964.25
R2 1,003.00 1,003.00 956.50
R1 972.00 972.00 948.75 987.50
PP 918.75 918.75 918.75 926.50
S1 887.75 887.75 933.25 903.25
S2 834.50 834.50 925.50
S3 750.25 803.50 917.75
S4 666.00 719.25 894.75
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 24.3% 98.75 10.5% 45% False False 6,661
10 1,161.75 837.50 324.25 34.5% 90.75 9.6% 32% False False 7,938
20 1,281.75 837.50 444.25 47.2% 69.50 7.4% 23% False False 6,064
40 1,303.75 837.50 466.25 49.5% 48.25 5.1% 22% False False 3,042
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,307.75
2.618 1,170.25
1.618 1,086.00
1.000 1,034.00
0.618 1,001.75
HIGH 949.75
0.618 917.50
0.500 907.50
0.382 897.75
LOW 865.50
0.618 813.50
1.000 781.25
1.618 729.25
2.618 645.00
4.250 507.50
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 930.00 966.00
PP 918.75 957.75
S1 907.50 949.25

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

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