E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 715.75 721.25 5.50 0.8% 731.25
High 732.50 753.00 20.50 2.8% 733.75
Low 712.00 711.25 -0.75 -0.1% 665.75
Close 720.50 751.50 31.00 4.3% 687.75
Range 20.50 41.75 21.25 103.7% 68.00
ATR 31.30 32.04 0.75 2.4% 0.00
Volume 3,286,136 3,205,708 -80,428 -2.4% 15,547,905
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 863.75 849.50 774.50
R3 822.00 807.75 763.00
R2 780.25 780.25 759.25
R1 766.00 766.00 755.25 773.00
PP 738.50 738.50 738.50 742.25
S1 724.25 724.25 747.75 731.50
S2 696.75 696.75 743.75
S3 655.00 682.50 740.00
S4 613.25 640.75 728.50
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
5 753.00 665.75 87.25 11.6% 33.75 4.5% 98% True False 3,176,411
10 756.00 665.75 90.25 12.0% 33.50 4.4% 95% False False 3,059,094
20 840.50 665.75 174.75 23.3% 31.25 4.2% 49% False False 2,904,198
40 876.00 665.75 210.25 28.0% 32.25 4.3% 41% False False 2,698,651
60 942.75 665.75 277.00 36.9% 30.00 4.0% 31% False False 2,315,728
80 942.75 665.75 277.00 36.9% 35.25 4.7% 31% False False 1,774,278
100 1,006.50 665.75 340.75 45.3% 40.50 5.4% 25% False False 1,420,172
120 1,281.75 665.75 616.00 82.0% 45.50 6.0% 14% False False 1,184,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 930.50
2.618 862.25
1.618 820.50
1.000 794.75
0.618 778.75
HIGH 753.00
0.618 737.00
0.500 732.00
0.382 727.25
LOW 711.25
0.618 685.50
1.000 669.50
1.618 643.75
2.618 602.00
4.250 533.75
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 745.00 738.75
PP 738.50 726.00
S1 732.00 713.00

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

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