E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 1,010.00 985.00 -25.00 -2.5% 1,020.00
High 1,014.75 988.25 -26.50 -2.6% 1,026.50
Low 985.75 984.75 -1.00 -0.1% 1,009.75
Close 987.50 985.25 -2.25 -0.2% 1,018.50
Range 29.00 3.50 -25.50 -87.9% 16.75
ATR 14.65 13.86 -0.80 -5.4% 0.00
Volume 6 13 7 116.7% 12
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 996.50 994.50 987.25
R3 993.00 991.00 986.25
R2 989.50 989.50 986.00
R1 987.50 987.50 985.50 988.50
PP 986.00 986.00 986.00 986.50
S1 984.00 984.00 985.00 985.00
S2 982.50 982.50 984.50
S3 979.00 980.50 984.25
S4 975.50 977.00 983.25
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 1,026.50 984.75 41.75 4.2% 13.50 1.4% 1% False True 5
10 1,026.50 984.75 41.75 4.2% 12.75 1.3% 1% False True 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.50
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,003.00
2.618 997.50
1.618 994.00
1.000 991.75
0.618 990.50
HIGH 988.25
0.618 987.00
0.500 986.50
0.382 986.00
LOW 984.75
0.618 982.50
1.000 981.25
1.618 979.00
2.618 975.50
4.250 970.00
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 986.50 1,003.00
PP 986.00 997.00
S1 985.75 991.25

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

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