E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 985.00 993.00 8.00 0.8% 1,020.00
High 988.25 993.00 4.75 0.5% 1,026.50
Low 984.75 984.25 -0.50 -0.1% 1,009.75
Close 985.25 992.50 7.25 0.7% 1,018.50
Range 3.50 8.75 5.25 150.0% 16.75
ATR 13.86 13.49 -0.36 -2.6% 0.00
Volume 13 2 -11 -84.6% 12
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,016.25 1,013.00 997.25
R3 1,007.50 1,004.25 995.00
R2 998.75 998.75 994.00
R1 995.50 995.50 993.25 992.75
PP 990.00 990.00 990.00 988.50
S1 986.75 986.75 991.75 984.00
S2 981.25 981.25 991.00
S3 972.50 978.00 990.00
S4 963.75 969.25 987.75
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 1,026.50 984.25 42.25 4.3% 13.25 1.3% 20% False True 6
10 1,026.50 984.25 42.25 4.3% 13.00 1.3% 20% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,030.25
2.618 1,016.00
1.618 1,007.25
1.000 1,001.75
0.618 998.50
HIGH 993.00
0.618 989.75
0.500 988.50
0.382 987.50
LOW 984.25
0.618 978.75
1.000 975.50
1.618 970.00
2.618 961.25
4.250 947.00
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 991.25 999.50
PP 990.00 997.25
S1 988.50 994.75

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

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