E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 1,040.00 1,040.50 0.50 0.0% 1,007.50
High 1,046.75 1,060.50 13.75 1.3% 1,038.00
Low 1,035.75 1,040.50 4.75 0.5% 1,004.75
Close 1,041.50 1,059.00 17.50 1.7% 1,032.75
Range 11.00 20.00 9.00 81.8% 33.25
ATR 13.33 13.81 0.48 3.6% 0.00
Volume 164 176 12 7.3% 262
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,113.25 1,106.25 1,070.00
R3 1,093.25 1,086.25 1,064.50
R2 1,073.25 1,073.25 1,062.75
R1 1,066.25 1,066.25 1,060.75 1,069.75
PP 1,053.25 1,053.25 1,053.25 1,055.00
S1 1,046.25 1,046.25 1,057.25 1,049.75
S2 1,033.25 1,033.25 1,055.25
S3 1,013.25 1,026.25 1,053.50
S4 993.25 1,006.25 1,048.00
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 1,060.50 1,020.00 40.50 3.8% 14.00 1.3% 96% True False 95
10 1,060.50 984.25 76.25 7.2% 12.50 1.2% 98% True False 66
20 1,060.50 971.00 89.50 8.5% 13.25 1.2% 98% True False 34
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 3.15
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,145.50
2.618 1,112.75
1.618 1,092.75
1.000 1,080.50
0.618 1,072.75
HIGH 1,060.50
0.618 1,052.75
0.500 1,050.50
0.382 1,048.25
LOW 1,040.50
0.618 1,028.25
1.000 1,020.50
1.618 1,008.25
2.618 988.25
4.250 955.50
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 1,056.25 1,053.50
PP 1,053.25 1,048.25
S1 1,050.50 1,042.75

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

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