E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 868.75 839.50 -29.25 -3.4% 924.75
High 875.00 848.50 -26.50 -3.0% 942.75
Low 832.50 812.75 -19.75 -2.4% 882.75
Close 839.75 839.25 -0.50 -0.1% 885.50
Range 42.50 35.75 -6.75 -15.9% 60.00
ATR 31.52 31.82 0.30 1.0% 0.00
Volume 2,284,001 2,749,495 465,494 20.4% 8,350,991
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 940.75 925.75 859.00
R3 905.00 890.00 849.00
R2 869.25 869.25 845.75
R1 854.25 854.25 842.50 844.00
PP 833.50 833.50 833.50 828.25
S1 818.50 818.50 836.00 808.00
S2 797.75 797.75 832.75
S3 762.00 782.75 829.50
S4 726.25 747.00 819.50
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,083.75 1,044.50 918.50
R3 1,023.75 984.50 902.00
R2 963.75 963.75 896.50
R1 924.50 924.50 891.00 914.00
PP 903.75 903.75 903.75 898.50
S1 864.50 864.50 880.00 854.00
S2 843.75 843.75 874.50
S3 783.75 804.50 869.00
S4 723.75 744.50 852.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 914.75 812.75 102.00 12.2% 30.50 3.6% 26% False True 2,103,243
10 942.75 812.75 130.00 15.5% 27.50 3.3% 20% False True 1,801,203
20 942.75 812.75 130.00 15.5% 25.75 3.1% 20% False True 1,545,376
40 942.75 737.25 205.50 24.5% 38.00 4.5% 50% False False 975,302
60 1,006.50 737.25 269.25 32.1% 45.00 5.4% 38% False False 651,573
80 1,227.25 737.25 490.00 58.4% 51.75 6.2% 21% False False 490,283
100 1,303.75 737.25 566.50 67.5% 47.50 5.7% 18% False False 392,263
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 4.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,000.50
2.618 942.00
1.618 906.25
1.000 884.25
0.618 870.50
HIGH 848.50
0.618 834.75
0.500 830.50
0.382 826.50
LOW 812.75
0.618 790.75
1.000 777.00
1.618 755.00
2.618 719.25
4.250 660.75
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 836.50 844.00
PP 833.50 842.25
S1 830.50 840.75

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

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