E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 803.50 823.00 19.50 2.4% 774.00
High 827.00 825.50 -1.50 -0.2% 827.00
Low 803.50 806.50 3.00 0.4% 774.00
Close 824.00 812.75 -11.25 -1.4% 812.75
Range 23.50 19.00 -4.50 -19.1% 53.00
ATR 28.68 27.99 -0.69 -2.4% 0.00
Volume 2,609 3,558 949 36.4% 8,704
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 872.00 861.25 823.25
R3 853.00 842.25 818.00
R2 834.00 834.00 816.25
R1 823.25 823.25 814.50 819.00
PP 815.00 815.00 815.00 812.75
S1 804.25 804.25 811.00 800.00
S2 796.00 796.00 809.25
S3 777.00 785.25 807.50
S4 758.00 766.25 802.25
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 963.50 941.25 842.00
R3 910.50 888.25 827.25
R2 857.50 857.50 822.50
R1 835.25 835.25 817.50 846.50
PP 804.50 804.50 804.50 810.25
S1 782.25 782.25 808.00 793.50
S2 751.50 751.50 803.00
S3 698.50 729.25 798.25
S4 645.50 676.25 783.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.00 774.00 53.00 6.5% 28.00 3.4% 73% False False 1,740
10 827.00 745.25 81.75 10.1% 28.00 3.4% 83% False False 967
20 827.00 662.00 165.00 20.3% 28.25 3.5% 91% False False 512
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 906.25
2.618 875.25
1.618 856.25
1.000 844.50
0.618 837.25
HIGH 825.50
0.618 818.25
0.500 816.00
0.382 813.75
LOW 806.50
0.618 794.75
1.000 787.50
1.618 775.75
2.618 756.75
4.250 725.75
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 816.00 810.50
PP 815.00 808.00
S1 813.75 805.50

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

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