E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 686.25 688.75 2.50 0.4% 731.25
High 699.25 694.75 -4.50 -0.6% 733.75
Low 665.75 670.75 5.00 0.8% 665.75
Close 687.75 676.00 -11.75 -1.7% 687.75
Range 33.50 24.00 -9.50 -28.4% 68.00
ATR 31.40 30.87 -0.53 -1.7% 0.00
Volume 3,338,389 3,329,848 -8,541 -0.3% 15,547,905
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 752.50 738.25 689.25
R3 728.50 714.25 682.50
R2 704.50 704.50 680.50
R1 690.25 690.25 678.25 685.50
PP 680.50 680.50 680.50 678.00
S1 666.25 666.25 673.75 661.50
S2 656.50 656.50 671.50
S3 632.50 642.25 669.50
S4 608.50 618.25 662.75
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
5 723.75 665.75 58.00 8.6% 32.25 4.8% 18% False False 3,170,803
10 779.50 665.75 113.75 16.8% 31.25 4.6% 9% False False 3,006,930
20 873.00 665.75 207.25 30.7% 29.75 4.4% 5% False False 2,812,983
40 914.75 665.75 249.00 36.8% 31.25 4.6% 4% False False 2,605,374
60 942.75 665.75 277.00 41.0% 30.25 4.5% 4% False False 2,205,463
80 942.75 665.75 277.00 41.0% 36.50 5.4% 4% False False 1,659,252
100 1,066.50 665.75 400.75 59.3% 42.25 6.3% 3% False False 1,328,220
120 1,281.75 665.75 616.00 91.1% 46.00 6.8% 2% False False 1,107,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.98
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 796.75
2.618 757.50
1.618 733.50
1.000 718.75
0.618 709.50
HIGH 694.75
0.618 685.50
0.500 682.75
0.382 680.00
LOW 670.75
0.618 656.00
1.000 646.75
1.618 632.00
2.618 608.00
4.250 568.75
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 682.75 688.75
PP 680.50 684.50
S1 678.25 680.25

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

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