E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 731.25 705.00 -26.25 -3.6% 770.00
High 733.75 715.25 -18.50 -2.5% 786.50
Low 698.75 688.75 -10.00 -1.4% 729.50
Close 705.50 689.50 -16.00 -2.3% 734.25
Range 35.00 26.50 -8.50 -24.3% 57.00
ATR 30.31 30.03 -0.27 -0.9% 0.00
Volume 3,023,734 2,886,199 -137,535 -4.5% 14,333,617
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 777.25 760.00 704.00
R3 750.75 733.50 696.75
R2 724.25 724.25 694.25
R1 707.00 707.00 692.00 702.50
PP 697.75 697.75 697.75 695.50
S1 680.50 680.50 687.00 676.00
S2 671.25 671.25 684.75
S3 644.75 654.00 682.25
S4 618.25 627.50 675.00
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
5 779.50 688.75 90.75 13.2% 29.00 4.2% 1% False True 2,871,566
10 796.75 688.75 108.00 15.7% 29.25 4.2% 1% False True 2,838,218
20 873.00 688.75 184.25 26.7% 28.75 4.2% 0% False True 2,609,263
40 942.75 688.75 254.00 36.8% 30.00 4.4% 0% False True 2,445,567
60 942.75 688.75 254.00 36.8% 31.00 4.5% 0% False True 1,993,295
80 1,006.50 688.75 317.75 46.1% 37.25 5.4% 0% False True 1,497,345
100 1,066.50 688.75 377.75 54.8% 44.75 6.5% 0% False True 1,198,825
120 1,281.75 688.75 593.00 86.0% 46.00 6.7% 0% False True 999,642
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 828.00
2.618 784.75
1.618 758.25
1.000 741.75
0.618 731.75
HIGH 715.25
0.618 705.25
0.500 702.00
0.382 698.75
LOW 688.75
0.618 672.25
1.000 662.25
1.618 645.75
2.618 619.25
4.250 576.00
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 702.00 722.50
PP 697.75 711.50
S1 693.75 700.50

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

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