E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 1,026.75 1,032.00 5.25 0.5% 1,007.50
High 1,034.25 1,038.00 3.75 0.4% 1,038.00
Low 1,020.00 1,028.25 8.25 0.8% 1,004.75
Close 1,032.75 1,032.75 0.00 0.0% 1,032.75
Range 14.25 9.75 -4.50 -31.6% 33.25
ATR 13.68 13.40 -0.28 -2.1% 0.00
Volume 39 54 15 38.5% 262
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,062.25 1,057.25 1,038.00
R3 1,052.50 1,047.50 1,035.50
R2 1,042.75 1,042.75 1,034.50
R1 1,037.75 1,037.75 1,033.75 1,040.25
PP 1,033.00 1,033.00 1,033.00 1,034.25
S1 1,028.00 1,028.00 1,031.75 1,030.50
S2 1,023.25 1,023.25 1,031.00
S3 1,013.50 1,018.25 1,030.00
S4 1,003.75 1,008.50 1,027.50
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,125.00 1,112.00 1,051.00
R3 1,091.75 1,078.75 1,042.00
R2 1,058.50 1,058.50 1,038.75
R1 1,045.50 1,045.50 1,035.75 1,052.00
PP 1,025.25 1,025.25 1,025.25 1,028.50
S1 1,012.25 1,012.25 1,029.75 1,018.75
S2 992.00 992.00 1,026.75
S3 958.75 979.00 1,023.50
S4 925.50 945.75 1,014.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,038.00 991.75 46.25 4.5% 13.25 1.3% 89% True False 52
10 1,038.00 984.25 53.75 5.2% 13.25 1.3% 90% True False 29
20 1,038.00 970.00 68.00 6.6% 12.00 1.2% 92% True False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,079.50
2.618 1,063.50
1.618 1,053.75
1.000 1,047.75
0.618 1,044.00
HIGH 1,038.00
0.618 1,034.25
0.500 1,033.00
0.382 1,032.00
LOW 1,028.25
0.618 1,022.25
1.000 1,018.50
1.618 1,012.50
2.618 1,002.75
4.250 986.75
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1,033.00 1,030.50
PP 1,033.00 1,028.00
S1 1,033.00 1,025.75

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

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