E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 781.00 774.00 -7.00 -0.9% 746.00
High 802.50 782.00 -20.50 -2.6% 802.50
Low 775.50 758.25 -17.25 -2.2% 745.25
Close 777.25 760.75 -16.50 -2.1% 760.75
Range 27.00 23.75 -3.25 -12.0% 57.25
ATR 27.57 27.29 -0.27 -1.0% 0.00
Volume 52 141 89 171.2% 974
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 838.25 823.25 773.75
R3 814.50 799.50 767.25
R2 790.75 790.75 765.00
R1 775.75 775.75 763.00 771.50
PP 767.00 767.00 767.00 764.75
S1 752.00 752.00 758.50 747.50
S2 743.25 743.25 756.50
S3 719.50 728.25 754.25
S4 695.75 704.50 747.75
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 941.25 908.25 792.25
R3 884.00 851.00 776.50
R2 826.75 826.75 771.25
R1 793.75 793.75 766.00 810.25
PP 769.50 769.50 769.50 777.75
S1 736.50 736.50 755.50 753.00
S2 712.25 712.25 750.25
S3 655.00 679.25 745.00
S4 597.75 622.00 729.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 802.50 745.25 57.25 7.5% 28.25 3.7% 27% False False 194
10 802.50 665.50 137.00 18.0% 27.75 3.7% 70% False False 119
20 802.50 662.00 140.50 18.5% 28.25 3.7% 70% False False 100
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 5.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 883.00
2.618 844.25
1.618 820.50
1.000 805.75
0.618 796.75
HIGH 782.00
0.618 773.00
0.500 770.00
0.382 767.25
LOW 758.25
0.618 743.50
1.000 734.50
1.618 719.75
2.618 696.00
4.250 657.25
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 770.00 780.50
PP 767.00 773.75
S1 764.00 767.25

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

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