E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 958.00 962.75 4.75 0.5% 860.00
High 980.75 978.00 -2.75 -0.3% 980.75
Low 939.75 956.25 16.50 1.8% 824.75
Close 966.25 968.25 2.00 0.2% 966.25
Range 41.00 21.75 -19.25 -47.0% 156.00
ATR 68.59 65.25 -3.35 -4.9% 0.00
Volume 2,259 3,387 1,128 49.9% 12,088
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,032.75 1,022.25 980.25
R3 1,011.00 1,000.50 974.25
R2 989.25 989.25 972.25
R1 978.75 978.75 970.25 984.00
PP 967.50 967.50 967.50 970.00
S1 957.00 957.00 966.25 962.25
S2 945.75 945.75 964.25
S3 924.00 935.25 962.25
S4 902.25 913.50 956.25
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
5 980.75 827.00 153.75 15.9% 55.00 5.7% 92% False False 2,593
10 991.50 824.75 166.75 17.2% 63.75 6.6% 86% False False 3,423
20 1,077.75 824.75 253.00 26.1% 76.75 7.9% 57% False False 5,029
40 1,281.75 824.75 457.00 47.2% 63.00 6.5% 31% False False 4,150
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.85
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1,070.50
2.618 1,035.00
1.618 1,013.25
1.000 999.75
0.618 991.50
HIGH 978.00
0.618 969.75
0.500 967.00
0.382 964.50
LOW 956.25
0.618 942.75
1.000 934.50
1.618 921.00
2.618 899.25
4.250 863.75
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 968.00 963.25
PP 967.50 958.25
S1 967.00 953.50

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

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