E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 709.50 686.25 -23.25 -3.3% 731.25
High 711.75 699.25 -12.50 -1.8% 733.75
Low 676.25 665.75 -10.50 -1.6% 665.75
Close 686.00 687.75 1.75 0.3% 687.75
Range 35.50 33.50 -2.00 -5.6% 68.00
ATR 31.23 31.40 0.16 0.5% 0.00
Volume 3,168,491 3,338,389 169,898 5.4% 15,547,905
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 784.75 769.75 706.25
R3 751.25 736.25 697.00
R2 717.75 717.75 694.00
R1 702.75 702.75 690.75 710.25
PP 684.25 684.25 684.25 688.00
S1 669.25 669.25 684.75 676.75
S2 650.75 650.75 681.50
S3 617.25 635.75 678.50
S4 583.75 602.25 669.25
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 899.75 861.75 725.25
R3 831.75 793.75 706.50
R2 763.75 763.75 700.25
R1 725.75 725.75 694.00 710.75
PP 695.75 695.75 695.75 688.25
S1 657.75 657.75 681.50 642.75
S2 627.75 627.75 675.25
S3 559.75 589.75 669.00
S4 491.75 521.75 650.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.75 665.75 68.00 9.9% 34.50 5.0% 32% False True 3,109,581
10 786.50 665.75 120.75 17.6% 33.50 4.9% 18% False True 2,988,152
20 873.00 665.75 207.25 30.1% 30.25 4.4% 11% False True 2,777,300
40 914.75 665.75 249.00 36.2% 31.00 4.5% 9% False True 2,571,158
60 942.75 665.75 277.00 40.3% 30.25 4.4% 8% False True 2,151,519
80 960.25 665.75 294.50 42.8% 36.75 5.3% 7% False True 1,617,693
100 1,066.50 665.75 400.75 58.3% 43.00 6.3% 5% False True 1,294,992
120 1,281.75 665.75 616.00 89.6% 46.25 6.7% 4% False True 1,079,958
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 8.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 841.50
2.618 787.00
1.618 753.50
1.000 732.75
0.618 720.00
HIGH 699.25
0.618 686.50
0.500 682.50
0.382 678.50
LOW 665.75
0.618 645.00
1.000 632.25
1.618 611.50
2.618 578.00
4.250 523.50
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 686.00 694.75
PP 684.25 692.50
S1 682.50 690.00

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

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