E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 957.75 904.00 -53.75 -5.6% 921.75
High 967.75 922.00 -45.75 -4.7% 1,066.50
Low 872.00 855.50 -16.50 -1.9% 865.50
Close 901.75 914.50 12.75 1.4% 933.25
Range 95.75 66.50 -29.25 -30.5% 201.00
ATR 70.10 69.85 -0.26 -0.4% 0.00
Volume 2,679 6,782 4,103 153.2% 33,926
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,096.75 1,072.25 951.00
R3 1,030.25 1,005.75 932.75
R2 963.75 963.75 926.75
R1 939.25 939.25 920.50 951.50
PP 897.25 897.25 897.25 903.50
S1 872.75 872.75 908.50 885.00
S2 830.75 830.75 902.25
S3 764.25 806.25 896.25
S4 697.75 739.75 878.00
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
5 992.00 855.50 136.50 14.9% 69.25 7.6% 43% False True 4,441
10 1,066.50 837.50 229.00 25.0% 84.00 9.2% 34% False False 5,551
20 1,222.75 837.50 385.25 42.1% 77.00 8.4% 20% False False 6,823
40 1,303.75 837.50 466.25 51.0% 55.75 6.1% 17% False False 3,596
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 18.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,204.50
2.618 1,096.00
1.618 1,029.50
1.000 988.50
0.618 963.00
HIGH 922.00
0.618 896.50
0.500 888.75
0.382 881.00
LOW 855.50
0.618 814.50
1.000 789.00
1.618 748.00
2.618 681.50
4.250 573.00
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 906.00 923.50
PP 897.25 920.50
S1 888.75 917.50

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

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