E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 774.00 815.50 41.50 5.4% 746.00
High 817.50 816.25 -1.25 -0.2% 802.50
Low 774.00 798.50 24.50 3.2% 745.25
Close 814.00 800.25 -13.75 -1.7% 760.75
Range 43.50 17.75 -25.75 -59.2% 57.25
ATR 29.40 28.57 -0.83 -2.8% 0.00
Volume 90 1,131 1,041 1,156.7% 974
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 858.25 847.00 810.00
R3 840.50 829.25 805.25
R2 822.75 822.75 803.50
R1 811.50 811.50 802.00 808.25
PP 805.00 805.00 805.00 803.50
S1 793.75 793.75 798.50 790.50
S2 787.25 787.25 797.00
S3 769.50 776.00 795.25
S4 751.75 758.25 790.50
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
5 817.50 758.25 59.25 7.4% 30.00 3.7% 71% False False 353
10 817.50 709.75 107.75 13.5% 27.00 3.4% 84% False False 230
20 817.50 662.00 155.50 19.4% 27.75 3.5% 89% False False 160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.65
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 891.75
2.618 862.75
1.618 845.00
1.000 834.00
0.618 827.25
HIGH 816.25
0.618 809.50
0.500 807.50
0.382 805.25
LOW 798.50
0.618 787.50
1.000 780.75
1.618 769.75
2.618 752.00
4.250 723.00
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 807.50 796.00
PP 805.00 792.00
S1 802.50 788.00

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

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