E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 756.50 779.00 22.50 3.0% 688.75
High 780.75 804.00 23.25 3.0% 761.25
Low 749.50 765.50 16.00 2.1% 670.75
Close 778.75 795.50 16.75 2.2% 757.75
Range 31.25 38.50 7.25 23.2% 90.50
ATR 30.70 31.26 0.56 1.8% 0.00
Volume 827,057 700,058 -126,999 -15.4% 14,527,009
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 903.75 888.25 816.75
R3 865.25 849.75 806.00
R2 826.75 826.75 802.50
R1 811.25 811.25 799.00 819.00
PP 788.25 788.25 788.25 792.25
S1 772.75 772.75 792.00 780.50
S2 749.75 749.75 788.50
S3 711.25 734.25 785.00
S4 672.75 695.75 774.25
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
5 804.00 711.25 92.75 11.7% 31.00 3.9% 91% True False 1,559,446
10 804.00 665.75 138.25 17.4% 31.75 4.0% 94% True False 2,364,206
20 804.00 665.75 138.25 17.4% 31.50 4.0% 94% True False 2,607,851
40 876.00 665.75 210.25 26.4% 30.50 3.8% 62% False False 2,532,862
60 942.75 665.75 277.00 34.8% 29.50 3.7% 47% False False 2,224,255
80 942.75 665.75 277.00 34.8% 34.25 4.3% 47% False False 1,831,257
100 1,006.50 665.75 340.75 42.8% 39.00 4.9% 38% False False 1,465,932
120 1,227.25 665.75 561.50 70.6% 45.00 5.7% 23% False False 1,222,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 967.50
2.618 904.75
1.618 866.25
1.000 842.50
0.618 827.75
HIGH 804.00
0.618 789.25
0.500 784.75
0.382 780.25
LOW 765.50
0.618 741.75
1.000 727.00
1.618 703.25
2.618 664.75
4.250 602.00
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 792.00 789.25
PP 788.25 783.00
S1 784.75 776.75

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

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