E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 990.75 957.75 -33.00 -3.3% 921.75
High 991.50 967.75 -23.75 -2.4% 1,066.50
Low 950.75 872.00 -78.75 -8.3% 865.50
Close 958.50 901.75 -56.75 -5.9% 933.25
Range 40.75 95.75 55.00 135.0% 201.00
ATR 68.13 70.10 1.97 2.9% 0.00
Volume 2,550 2,679 129 5.1% 33,926
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,201.00 1,147.25 954.50
R3 1,105.25 1,051.50 928.00
R2 1,009.50 1,009.50 919.25
R1 955.75 955.75 910.50 934.75
PP 913.75 913.75 913.75 903.50
S1 860.00 860.00 893.00 839.00
S2 818.00 818.00 884.25
S3 722.25 764.25 875.50
S4 626.50 668.50 849.00
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
5 992.00 865.50 126.50 14.0% 72.75 8.1% 29% False False 4,839
10 1,066.50 837.50 229.00 25.4% 87.75 9.7% 28% False False 5,387
20 1,227.25 837.50 389.75 43.2% 75.75 8.4% 16% False False 6,517
40 1,303.75 837.50 466.25 51.7% 54.50 6.0% 14% False False 3,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.93
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,374.75
2.618 1,218.50
1.618 1,122.75
1.000 1,063.50
0.618 1,027.00
HIGH 967.75
0.618 931.25
0.500 920.00
0.382 908.50
LOW 872.00
0.618 812.75
1.000 776.25
1.618 717.00
2.618 621.25
4.250 465.00
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 920.00 932.00
PP 913.75 922.00
S1 907.75 911.75

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

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