E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 674.75 715.75 41.00 6.1% 731.25
High 721.75 732.50 10.75 1.5% 733.75
Low 673.25 712.00 38.75 5.8% 665.75
Close 716.00 720.50 4.50 0.6% 687.75
Range 48.50 20.50 -28.00 -57.7% 68.00
ATR 32.13 31.30 -0.83 -2.6% 0.00
Volume 2,721,975 3,286,136 564,161 20.7% 15,547,905
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 783.25 772.25 731.75
R3 762.75 751.75 726.25
R2 742.25 742.25 724.25
R1 731.25 731.25 722.50 736.75
PP 721.75 721.75 721.75 724.50
S1 710.75 710.75 718.50 716.25
S2 701.25 701.25 716.75
S3 680.75 690.25 714.75
S4 660.25 669.75 709.25
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
5 732.50 665.75 66.75 9.3% 32.50 4.5% 82% True False 3,168,967
10 779.00 665.75 113.25 15.7% 32.00 4.5% 48% False False 3,058,344
20 840.50 665.75 174.75 24.3% 30.00 4.2% 31% False False 2,904,443
40 876.00 665.75 210.25 29.2% 31.50 4.4% 26% False False 2,659,872
60 942.75 665.75 277.00 38.4% 30.25 4.2% 20% False False 2,296,538
80 942.75 665.75 277.00 38.4% 36.00 5.0% 20% False False 1,734,257
100 1,006.50 665.75 340.75 47.3% 41.00 5.7% 16% False False 1,388,202
120 1,281.75 665.75 616.00 85.5% 45.75 6.3% 9% False False 1,157,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.28
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 819.50
2.618 786.25
1.618 765.75
1.000 753.00
0.618 745.25
HIGH 732.50
0.618 724.75
0.500 722.25
0.382 719.75
LOW 712.00
0.618 699.25
1.000 691.50
1.618 678.75
2.618 658.25
4.250 625.00
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 722.25 714.25
PP 721.75 708.00
S1 721.00 701.50

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

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