E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 750.75 754.75 4.00 0.5% 688.75
High 761.25 774.75 13.50 1.8% 761.25
Low 742.25 750.00 7.75 1.0% 670.75
Close 757.75 757.25 -0.50 -0.1% 757.75
Range 19.00 24.75 5.75 30.3% 90.50
ATR 31.11 30.66 -0.45 -1.5% 0.00
Volume 1,983,342 1,081,065 -902,277 -45.5% 14,527,009
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 835.00 820.75 770.75
R3 810.25 796.00 764.00
R2 785.50 785.50 761.75
R1 771.25 771.25 759.50 778.50
PP 760.75 760.75 760.75 764.25
S1 746.50 746.50 755.00 753.50
S2 736.00 736.00 752.75
S3 711.25 721.75 750.50
S4 686.50 697.00 743.75
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
5 774.75 673.25 101.50 13.4% 31.00 4.1% 83% True False 2,455,645
10 774.75 665.75 109.00 14.4% 31.50 4.2% 84% True False 2,813,224
20 818.75 665.75 153.00 20.2% 30.75 4.1% 60% False False 2,783,047
40 876.00 665.75 210.25 27.8% 31.25 4.1% 44% False False 2,649,424
60 942.75 665.75 277.00 36.6% 29.50 3.9% 33% False False 2,281,408
80 942.75 665.75 277.00 36.6% 34.75 4.6% 33% False False 1,812,363
100 1,006.50 665.75 340.75 45.0% 39.50 5.2% 27% False False 1,450,714
120 1,227.25 665.75 561.50 74.1% 45.00 5.9% 16% False False 1,209,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 880.00
2.618 839.50
1.618 814.75
1.000 799.50
0.618 790.00
HIGH 774.75
0.618 765.25
0.500 762.50
0.382 759.50
LOW 750.00
0.618 734.75
1.000 725.25
1.618 710.00
2.618 685.25
4.250 644.75
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 762.50 752.50
PP 760.75 747.75
S1 759.00 743.00

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

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