E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 1,010.00 1,010.00 0.00 0.0% 1,020.00
High 1,021.25 1,014.75 -6.50 -0.6% 1,026.50
Low 1,008.00 985.75 -22.25 -2.2% 1,009.75
Close 1,010.75 987.50 -23.25 -2.3% 1,018.50
Range 13.25 29.00 15.75 118.9% 16.75
ATR 13.55 14.65 1.10 8.1% 0.00
Volume 5 6 1 20.0% 12
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,083.00 1,064.25 1,003.50
R3 1,054.00 1,035.25 995.50
R2 1,025.00 1,025.00 992.75
R1 1,006.25 1,006.25 990.25 1,001.00
PP 996.00 996.00 996.00 993.50
S1 977.25 977.25 984.75 972.00
S2 967.00 967.00 982.25
S3 938.00 948.25 979.50
S4 909.00 919.25 971.50
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,068.50 1,060.25 1,027.75
R3 1,051.75 1,043.50 1,023.00
R2 1,035.00 1,035.00 1,021.50
R1 1,026.75 1,026.75 1,020.00 1,022.50
PP 1,018.25 1,018.25 1,018.25 1,016.00
S1 1,010.00 1,010.00 1,017.00 1,005.75
S2 1,001.50 1,001.50 1,015.50
S3 984.75 993.25 1,014.00
S4 968.00 976.50 1,009.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,026.50 985.75 40.75 4.1% 14.25 1.4% 4% False True 3
10 1,026.50 971.00 55.50 5.6% 14.00 1.4% 30% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.48
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,138.00
2.618 1,090.75
1.618 1,061.75
1.000 1,043.75
0.618 1,032.75
HIGH 1,014.75
0.618 1,003.75
0.500 1,000.25
0.382 996.75
LOW 985.75
0.618 967.75
1.000 956.75
1.618 938.75
2.618 909.75
4.250 862.50
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 1,000.25 1,006.00
PP 996.00 1,000.00
S1 991.75 993.75

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

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