E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 936.50 929.25 -7.25 -0.8% 937.50
High 970.00 966.25 -3.75 -0.4% 992.00
Low 912.50 926.00 13.50 1.5% 830.00
Close 926.00 960.50 34.50 3.7% 865.00
Range 57.50 40.25 -17.25 -30.0% 162.00
ATR 73.06 70.72 -2.34 -3.2% 0.00
Volume 4,244 1,708 -2,536 -59.8% 20,737
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,071.75 1,056.25 982.75
R3 1,031.50 1,016.00 971.50
R2 991.25 991.25 968.00
R1 975.75 975.75 964.25 983.50
PP 951.00 951.00 951.00 954.75
S1 935.50 935.50 956.75 943.25
S2 910.75 910.75 953.00
S3 870.50 895.25 949.50
S4 830.25 855.00 938.25
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 15.1% 74.50 7.7% 93% False False 3,316
10 992.00 824.75 167.25 17.4% 71.75 7.5% 81% False False 3,879
20 1,161.75 824.75 337.00 35.1% 81.25 8.5% 40% False False 5,908
40 1,285.50 824.75 460.75 48.0% 62.75 6.5% 29% False False 4,010
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.58
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,137.25
2.618 1,071.50
1.618 1,031.25
1.000 1,006.50
0.618 991.00
HIGH 966.25
0.618 950.75
0.500 946.00
0.382 941.50
LOW 926.00
0.618 901.25
1.000 885.75
1.618 861.00
2.618 820.75
4.250 755.00
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 955.75 939.75
PP 951.00 919.25
S1 946.00 898.50

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

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