E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 770.00 745.00 -25.00 -3.2% 814.00
High 786.50 774.75 -11.75 -1.5% 818.75
Low 739.75 743.25 3.50 0.5% 752.50
Close 745.00 768.75 23.75 3.2% 769.50
Range 46.75 31.50 -15.25 -32.6% 66.25
ATR 30.35 30.43 0.08 0.3% 0.00
Volume 3,142,066 2,743,651 -398,415 -12.7% 10,171,344
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 856.75 844.25 786.00
R3 825.25 812.75 777.50
R2 793.75 793.75 774.50
R1 781.25 781.25 771.75 787.50
PP 762.25 762.25 762.25 765.50
S1 749.75 749.75 765.75 756.00
S2 730.75 730.75 763.00
S3 699.25 718.25 760.00
S4 667.75 686.75 751.50
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 979.00 940.50 806.00
R3 912.75 874.25 787.75
R2 846.50 846.50 781.75
R1 808.00 808.00 775.50 794.00
PP 780.25 780.25 780.25 773.25
S1 741.75 741.75 763.50 728.00
S2 714.00 714.00 757.25
S3 647.75 675.50 751.25
S4 581.50 609.25 733.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.75 739.75 57.00 7.4% 29.25 3.8% 51% False False 2,804,870
10 866.00 739.75 126.25 16.4% 29.50 3.9% 23% False False 2,651,488
20 876.00 739.75 136.25 17.7% 28.25 3.7% 21% False False 2,441,259
40 942.75 739.75 203.00 26.4% 29.00 3.8% 14% False False 2,155,439
60 942.75 739.75 203.00 26.4% 32.75 4.3% 14% False False 1,755,200
80 1,006.50 737.25 269.25 35.0% 38.00 5.0% 12% False False 1,318,061
100 1,175.00 737.25 437.75 56.9% 46.50 6.1% 7% False False 1,055,688
120 1,285.50 737.25 548.25 71.3% 45.75 6.0% 6% False False 879,994
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 908.50
2.618 857.25
1.618 825.75
1.000 806.25
0.618 794.25
HIGH 774.75
0.618 762.75
0.500 759.00
0.382 755.25
LOW 743.25
0.618 723.75
1.000 711.75
1.618 692.25
2.618 660.75
4.250 609.50
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 765.50 767.00
PP 762.25 765.00
S1 759.00 763.00

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

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