E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 864.25 826.50 -37.75 -4.4% 823.75
High 866.00 836.25 -29.75 -3.4% 869.25
Low 819.50 819.50 0.00 0.0% 806.25
Close 827.00 831.50 4.50 0.5% 867.75
Range 46.50 16.75 -29.75 -64.0% 63.00
ATR 32.03 30.94 -1.09 -3.4% 0.00
Volume 1,759,790 3,210,594 1,450,804 82.4% 11,360,914
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 879.25 872.25 840.75
R3 862.50 855.50 836.00
R2 845.75 845.75 834.50
R1 838.75 838.75 833.00 842.25
PP 829.00 829.00 829.00 831.00
S1 822.00 822.00 830.00 825.50
S2 812.25 812.25 828.50
S3 795.50 805.25 827.00
S4 778.75 788.50 822.25
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,036.75 1,015.25 902.50
R3 973.75 952.25 885.00
R2 910.75 910.75 879.25
R1 889.25 889.25 873.50 900.00
PP 847.75 847.75 847.75 853.00
S1 826.25 826.25 862.00 837.00
S2 784.75 784.75 856.25
S3 721.75 763.25 850.50
S4 658.75 700.25 833.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 873.00 816.75 56.25 6.8% 29.75 3.6% 26% False False 2,443,727
10 873.00 806.25 66.75 8.0% 28.00 3.4% 38% False False 2,310,063
20 876.00 797.50 78.50 9.4% 33.00 4.0% 43% False False 2,493,104
40 942.75 797.50 145.25 17.5% 29.50 3.6% 23% False False 2,021,493
60 942.75 737.25 205.50 24.7% 36.50 4.4% 46% False False 1,397,638
80 1,006.50 737.25 269.25 32.4% 43.00 5.2% 35% False False 1,049,165
100 1,281.75 737.25 544.50 65.5% 48.25 5.8% 17% False False 840,545
120 1,303.75 737.25 566.50 68.1% 44.75 5.4% 17% False False 700,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.35
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 907.50
2.618 880.00
1.618 863.25
1.000 853.00
0.618 846.50
HIGH 836.25
0.618 829.75
0.500 828.00
0.382 826.00
LOW 819.50
0.618 809.25
1.000 802.75
1.618 792.50
2.618 775.75
4.250 748.25
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 830.25 846.25
PP 829.00 841.25
S1 828.00 836.50

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

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