E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 841.75 851.75 10.00 1.2% 885.00
High 857.75 865.75 8.00 0.9% 885.50
Low 826.25 797.50 -28.75 -3.5% 812.75
Close 848.50 806.00 -42.50 -5.0% 848.50
Range 31.50 68.25 36.75 116.7% 72.75
ATR 31.80 34.40 2.60 8.2% 0.00
Volume 3,371,389 2,818,199 -553,190 -16.4% 12,112,172
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,027.75 985.25 843.50
R3 959.50 917.00 824.75
R2 891.25 891.25 818.50
R1 848.75 848.75 812.25 836.00
PP 823.00 823.00 823.00 816.75
S1 780.50 780.50 799.75 767.50
S2 754.75 754.75 793.50
S3 686.50 712.25 787.25
S4 618.25 644.00 768.50
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,067.25 1,030.50 888.50
R3 994.50 957.75 868.50
R2 921.75 921.75 861.75
R1 885.00 885.00 855.25 867.00
PP 849.00 849.00 849.00 840.00
S1 812.25 812.25 841.75 794.25
S2 776.25 776.25 835.25
S3 703.50 739.50 828.50
S4 630.75 666.75 808.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.00 797.50 77.50 9.6% 39.00 4.8% 11% False True 2,575,529
10 942.75 797.50 145.25 18.0% 32.00 4.0% 6% False True 2,218,554
20 942.75 797.50 145.25 18.0% 27.25 3.4% 6% False True 1,607,040
40 942.75 737.25 205.50 25.5% 37.75 4.7% 33% False False 1,129,652
60 1,006.50 737.25 269.25 33.4% 44.50 5.5% 26% False False 754,646
80 1,227.25 737.25 490.00 60.8% 52.25 6.5% 14% False False 567,614
100 1,303.75 737.25 566.50 70.3% 48.50 6.0% 12% False False 454,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.68
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1,155.75
2.618 1,044.50
1.618 976.25
1.000 934.00
0.618 908.00
HIGH 865.75
0.618 839.75
0.500 831.50
0.382 823.50
LOW 797.50
0.618 755.25
1.000 729.25
1.618 687.00
2.618 618.75
4.250 507.50
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 831.50 831.50
PP 823.00 823.00
S1 814.50 814.50

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

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