E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 752.25 731.25 -21.00 -2.8% 770.00
High 756.00 733.75 -22.25 -2.9% 786.50
Low 729.50 698.75 -30.75 -4.2% 729.50
Close 734.25 705.50 -28.75 -3.9% 734.25
Range 26.50 35.00 8.50 32.1% 57.00
ATR 29.91 30.31 0.40 1.3% 0.00
Volume 2,499,376 3,023,734 524,358 21.0% 14,333,617
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 817.75 796.50 724.75
R3 782.75 761.50 715.00
R2 747.75 747.75 712.00
R1 726.50 726.50 708.75 719.50
PP 712.75 712.75 712.75 709.25
S1 691.50 691.50 702.25 684.50
S2 677.75 677.75 699.00
S3 642.75 656.50 696.00
S4 607.75 621.50 686.25
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 921.00 884.75 765.50
R3 864.00 827.75 750.00
R2 807.00 807.00 744.75
R1 770.75 770.75 739.50 760.50
PP 750.00 750.00 750.00 745.00
S1 713.75 713.75 729.00 703.50
S2 693.00 693.00 723.75
S3 636.00 656.75 718.50
S4 579.00 599.75 703.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 779.50 698.75 80.75 11.4% 30.00 4.3% 8% False True 2,843,057
10 818.75 698.75 120.00 17.0% 29.75 4.2% 6% False True 2,752,869
20 873.00 698.75 174.25 24.7% 28.50 4.0% 4% False True 2,588,328
40 942.75 698.75 244.00 34.6% 30.25 4.3% 3% False True 2,396,419
60 942.75 698.75 244.00 34.6% 31.50 4.5% 3% False True 1,945,790
80 1,006.50 698.75 307.75 43.6% 37.50 5.3% 2% False True 1,461,311
100 1,077.75 698.75 379.00 53.7% 45.25 6.4% 2% False True 1,170,055
120 1,281.75 698.75 583.00 82.6% 46.00 6.5% 1% False True 975,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 882.50
2.618 825.50
1.618 790.50
1.000 768.75
0.618 755.50
HIGH 733.75
0.618 720.50
0.500 716.25
0.382 712.00
LOW 698.75
0.618 677.00
1.000 663.75
1.618 642.00
2.618 607.00
4.250 550.00
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 716.25 739.00
PP 712.75 727.75
S1 709.00 716.50

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

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