E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 940.75 937.50 -3.25 -0.3% 921.75
High 987.25 992.00 4.75 0.5% 1,066.50
Low 909.00 927.25 18.25 2.0% 865.50
Close 933.25 990.25 57.00 6.1% 933.25
Range 78.25 64.75 -13.50 -17.3% 201.00
ATR 70.66 70.24 -0.42 -0.6% 0.00
Volume 8,224 1,974 -6,250 -76.0% 33,926
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,164.00 1,142.00 1,025.75
R3 1,099.25 1,077.25 1,008.00
R2 1,034.50 1,034.50 1,002.00
R1 1,012.50 1,012.50 996.25 1,023.50
PP 969.75 969.75 969.75 975.50
S1 947.75 947.75 984.25 958.75
S2 905.00 905.00 978.50
S3 840.25 883.00 972.50
S4 775.50 818.25 954.75
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,558.00 1,446.75 1,043.75
R3 1,357.00 1,245.75 988.50
R2 1,156.00 1,156.00 970.00
R1 1,044.75 1,044.75 951.75 1,100.50
PP 955.00 955.00 955.00 983.00
S1 843.75 843.75 914.75 899.50
S2 754.00 754.00 896.50
S3 553.00 642.75 878.00
S4 352.00 441.75 822.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,066.50 865.50 201.00 20.3% 85.75 8.7% 62% False False 5,770
10 1,077.75 837.50 240.25 24.3% 89.75 9.1% 64% False False 6,635
20 1,227.25 837.50 389.75 39.4% 72.00 7.3% 39% False False 6,413
40 1,303.75 837.50 466.25 47.1% 51.25 5.2% 33% False False 3,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23.85
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,267.25
2.618 1,161.50
1.618 1,096.75
1.000 1,056.75
0.618 1,032.00
HIGH 992.00
0.618 967.25
0.500 959.50
0.382 952.00
LOW 927.25
0.618 887.25
1.000 862.50
1.618 822.50
2.618 757.75
4.250 652.00
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 980.00 969.75
PP 969.75 949.25
S1 959.50 928.75

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

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