E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 832.25 936.50 104.25 12.5% 937.50
High 941.25 970.00 28.75 3.1% 992.00
Low 827.00 912.50 85.50 10.3% 830.00
Close 937.75 926.00 -11.75 -1.3% 865.00
Range 114.25 57.50 -56.75 -49.7% 162.00
ATR 74.26 73.06 -1.20 -1.6% 0.00
Volume 1,370 4,244 2,874 209.8% 20,737
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,108.75 1,074.75 957.50
R3 1,051.25 1,017.25 941.75
R2 993.75 993.75 936.50
R1 959.75 959.75 931.25 948.00
PP 936.25 936.25 936.25 930.25
S1 902.25 902.25 920.75 890.50
S2 878.75 878.75 915.50
S3 821.25 844.75 910.25
S4 763.75 787.25 894.50
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
5 970.00 824.75 145.25 15.7% 79.75 8.6% 70% True False 4,331
10 992.00 824.75 167.25 18.1% 76.25 8.2% 61% False False 4,585
20 1,175.00 824.75 350.25 37.8% 82.00 8.9% 29% False False 6,037
40 1,285.50 824.75 460.75 49.8% 62.25 6.7% 22% False False 3,968
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 16.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,214.50
2.618 1,120.50
1.618 1,063.00
1.000 1,027.50
0.618 1,005.50
HIGH 970.00
0.618 948.00
0.500 941.25
0.382 934.50
LOW 912.50
0.618 877.00
1.000 855.00
1.618 819.50
2.618 762.00
4.250 668.00
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 941.25 916.50
PP 936.25 907.00
S1 931.00 897.50

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

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