E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 769.00 761.00 -8.00 -1.0% 814.00
High 779.50 779.00 -0.50 -0.1% 818.75
Low 751.25 750.25 -1.00 -0.1% 752.50
Close 761.50 752.00 -9.50 -1.2% 769.50
Range 28.25 28.75 0.50 1.8% 66.25
ATR 30.28 30.17 -0.11 -0.4% 0.00
Volume 2,750,323 3,198,201 447,878 16.3% 10,171,344
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 846.75 828.00 767.75
R3 818.00 799.25 760.00
R2 789.25 789.25 757.25
R1 770.50 770.50 754.75 765.50
PP 760.50 760.50 760.50 758.00
S1 741.75 741.75 749.25 736.75
S2 731.75 731.75 746.75
S3 703.00 713.00 744.00
S4 674.25 684.25 736.25
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
5 786.50 739.75 46.75 6.2% 32.50 4.3% 26% False False 2,848,360
10 840.50 739.75 100.75 13.4% 29.00 3.9% 12% False False 2,749,302
20 873.00 739.75 133.25 17.7% 28.50 3.8% 9% False False 2,529,683
40 942.75 739.75 203.00 27.0% 29.75 4.0% 6% False False 2,293,133
60 942.75 739.75 203.00 27.0% 32.50 4.3% 6% False False 1,854,024
80 1,006.50 737.25 269.25 35.8% 37.50 5.0% 5% False False 1,392,343
100 1,161.75 737.25 424.50 56.4% 46.25 6.2% 3% False False 1,115,056
120 1,285.50 737.25 548.25 72.9% 46.00 6.1% 3% False False 929,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 901.25
2.618 854.25
1.618 825.50
1.000 807.75
0.618 796.75
HIGH 779.00
0.618 768.00
0.500 764.50
0.382 761.25
LOW 750.25
0.618 732.50
1.000 721.50
1.618 703.75
2.618 675.00
4.250 628.00
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 764.50 761.50
PP 760.50 758.25
S1 756.25 755.00

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

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