E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 860.00 832.25 -27.75 -3.2% 937.50
High 892.50 941.25 48.75 5.5% 992.00
Low 824.75 827.00 2.25 0.3% 830.00
Close 833.75 937.75 104.00 12.5% 865.00
Range 67.75 114.25 46.50 68.6% 162.00
ATR 71.18 74.26 3.08 4.3% 0.00
Volume 2,507 1,370 -1,137 -45.4% 20,737
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,244.75 1,205.50 1,000.50
R3 1,130.50 1,091.25 969.25
R2 1,016.25 1,016.25 958.75
R1 977.00 977.00 948.25 996.50
PP 902.00 902.00 902.00 911.75
S1 862.75 862.75 927.25 882.50
S2 787.75 787.75 916.75
S3 673.50 748.50 906.25
S4 559.25 634.25 875.00
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,381.75 1,285.25 954.00
R3 1,219.75 1,123.25 909.50
R2 1,057.75 1,057.75 894.75
R1 961.25 961.25 879.75 928.50
PP 895.75 895.75 895.75 879.25
S1 799.25 799.25 850.25 766.50
S2 733.75 733.75 835.25
S3 571.75 637.25 820.50
S4 409.75 475.25 776.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 967.75 824.75 143.00 15.2% 87.25 9.3% 79% False False 4,018
10 1,007.75 824.75 183.00 19.5% 81.50 8.7% 62% False False 4,755
20 1,175.00 824.75 350.25 37.4% 80.75 8.6% 32% False False 6,196
40 1,285.50 824.75 460.75 49.1% 61.25 6.5% 25% False False 3,862
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 14.43
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1,426.75
2.618 1,240.25
1.618 1,126.00
1.000 1,055.50
0.618 1,011.75
HIGH 941.25
0.618 897.50
0.500 884.00
0.382 870.75
LOW 827.00
0.618 756.50
1.000 712.75
1.618 642.25
2.618 528.00
4.250 341.50
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 920.00 919.50
PP 902.00 901.25
S1 884.00 883.00

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

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