E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 929.25 958.00 28.75 3.1% 860.00
High 966.25 980.75 14.50 1.5% 980.75
Low 926.00 939.75 13.75 1.5% 824.75
Close 960.50 966.25 5.75 0.6% 966.25
Range 40.25 41.00 0.75 1.9% 156.00
ATR 70.72 68.59 -2.12 -3.0% 0.00
Volume 1,708 2,259 551 32.3% 12,088
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,085.25 1,066.75 988.75
R3 1,044.25 1,025.75 977.50
R2 1,003.25 1,003.25 973.75
R1 984.75 984.75 970.00 994.00
PP 962.25 962.25 962.25 967.00
S1 943.75 943.75 962.50 953.00
S2 921.25 921.25 958.75
S3 880.25 902.75 955.00
S4 839.25 861.75 943.75
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,392.00 1,335.00 1,052.00
R3 1,236.00 1,179.00 1,009.25
R2 1,080.00 1,080.00 994.75
R1 1,023.00 1,023.00 980.50 1,051.50
PP 924.00 924.00 924.00 938.00
S1 867.00 867.00 952.00 895.50
S2 768.00 768.00 937.75
S3 612.00 711.00 923.25
S4 456.00 555.00 880.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 980.75 824.75 156.00 16.1% 64.25 6.6% 91% True False 2,417
10 992.00 824.75 167.25 17.3% 68.00 7.0% 85% False False 3,282
20 1,104.75 824.75 280.00 29.0% 80.50 8.3% 51% False False 5,170
40 1,285.50 824.75 460.75 47.7% 63.50 6.6% 31% False False 4,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,155.00
2.618 1,088.00
1.618 1,047.00
1.000 1,021.75
0.618 1,006.00
HIGH 980.75
0.618 965.00
0.500 960.25
0.382 955.50
LOW 939.75
0.618 914.50
1.000 898.75
1.618 873.50
2.618 832.50
4.250 765.50
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 964.25 959.75
PP 962.25 953.25
S1 960.25 946.50

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

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