E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 721.25 750.75 29.50 4.1% 688.75
High 753.00 761.25 8.25 1.1% 761.25
Low 711.25 742.25 31.00 4.4% 670.75
Close 751.50 757.75 6.25 0.8% 757.75
Range 41.75 19.00 -22.75 -54.5% 90.50
ATR 32.04 31.11 -0.93 -2.9% 0.00
Volume 3,205,708 1,983,342 -1,222,366 -38.1% 14,527,009
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 810.75 803.25 768.25
R3 791.75 784.25 763.00
R2 772.75 772.75 761.25
R1 765.25 765.25 759.50 769.00
PP 753.75 753.75 753.75 755.50
S1 746.25 746.25 756.00 750.00
S2 734.75 734.75 754.25
S3 715.75 727.25 752.50
S4 696.75 708.25 747.25
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,001.50 970.00 807.50
R3 911.00 879.50 782.75
R2 820.50 820.50 774.25
R1 789.00 789.00 766.00 804.75
PP 730.00 730.00 730.00 737.75
S1 698.50 698.50 749.50 714.25
S2 639.50 639.50 741.25
S3 549.00 608.00 732.75
S4 458.50 517.50 708.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 761.25 670.75 90.50 11.9% 30.75 4.1% 96% True False 2,905,401
10 761.25 665.75 95.50 12.6% 32.75 4.3% 96% True False 3,007,491
20 840.50 665.75 174.75 23.1% 30.50 4.0% 53% False False 2,888,620
40 876.00 665.75 210.25 27.7% 31.50 4.2% 44% False False 2,691,135
60 942.75 665.75 277.00 36.6% 29.75 3.9% 33% False False 2,300,825
80 942.75 665.75 277.00 36.6% 34.75 4.6% 33% False False 1,798,955
100 1,006.50 665.75 340.75 45.0% 40.00 5.3% 27% False False 1,439,923
120 1,252.00 665.75 586.25 77.4% 45.00 6.0% 16% False False 1,201,013
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 6.68
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 842.00
2.618 811.00
1.618 792.00
1.000 780.25
0.618 773.00
HIGH 761.25
0.618 754.00
0.500 751.75
0.382 749.50
LOW 742.25
0.618 730.50
1.000 723.25
1.618 711.50
2.618 692.50
4.250 661.50
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 755.75 750.50
PP 753.75 743.50
S1 751.75 736.25

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

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