E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 688.75 674.75 -14.00 -2.0% 731.25
High 694.75 721.75 27.00 3.9% 733.75
Low 670.75 673.25 2.50 0.4% 665.75
Close 676.00 716.00 40.00 5.9% 687.75
Range 24.00 48.50 24.50 102.1% 68.00
ATR 30.87 32.13 1.26 4.1% 0.00
Volume 3,329,848 2,721,975 -607,873 -18.3% 15,547,905
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 849.25 831.00 742.75
R3 800.75 782.50 729.25
R2 752.25 752.25 725.00
R1 734.00 734.00 720.50 743.00
PP 703.75 703.75 703.75 708.25
S1 685.50 685.50 711.50 694.50
S2 655.25 655.25 707.00
S3 606.75 637.00 702.75
S4 558.25 588.50 689.25
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
5 723.75 665.75 58.00 8.1% 36.75 5.1% 87% False False 3,137,959
10 779.50 665.75 113.75 15.9% 33.00 4.6% 44% False False 3,004,762
20 866.00 665.75 200.25 28.0% 31.25 4.4% 25% False False 2,828,125
40 885.50 665.75 219.75 30.7% 31.75 4.4% 23% False False 2,629,037
60 942.75 665.75 277.00 38.7% 30.75 4.3% 18% False False 2,247,997
80 942.75 665.75 277.00 38.7% 36.50 5.1% 18% False False 1,693,243
100 1,007.75 665.75 342.00 47.8% 42.00 5.8% 15% False False 1,355,400
120 1,281.75 665.75 616.00 86.0% 46.00 6.4% 8% False False 1,130,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.95
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 928.00
2.618 848.75
1.618 800.25
1.000 770.25
0.618 751.75
HIGH 721.75
0.618 703.25
0.500 697.50
0.382 691.75
LOW 673.25
0.618 643.25
1.000 624.75
1.618 594.75
2.618 546.25
4.250 467.00
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 709.75 708.50
PP 703.75 701.25
S1 697.50 693.75

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

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