E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 1,058.00 1,056.50 -1.50 -0.1% 1,025.00
High 1,062.50 1,058.00 -4.50 -0.4% 1,066.50
Low 1,052.25 1,047.50 -4.75 -0.5% 1,025.00
Close 1,056.50 1,056.00 -0.50 0.0% 1,056.50
Range 10.25 10.50 0.25 2.4% 41.50
ATR 13.55 13.33 -0.22 -1.6% 0.00
Volume 158 917 759 480.4% 619
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,085.25 1,081.25 1,061.75
R3 1,074.75 1,070.75 1,059.00
R2 1,064.25 1,064.25 1,058.00
R1 1,060.25 1,060.25 1,057.00 1,057.00
PP 1,053.75 1,053.75 1,053.75 1,052.25
S1 1,049.75 1,049.75 1,055.00 1,046.50
S2 1,043.25 1,043.25 1,054.00
S3 1,032.75 1,039.25 1,053.00
S4 1,022.25 1,028.75 1,050.25
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,173.75 1,156.75 1,079.25
R3 1,132.25 1,115.25 1,068.00
R2 1,090.75 1,090.75 1,064.00
R1 1,073.75 1,073.75 1,060.25 1,082.25
PP 1,049.25 1,049.25 1,049.25 1,053.50
S1 1,032.25 1,032.25 1,052.75 1,040.75
S2 1,007.75 1,007.75 1,049.00
S3 966.25 990.75 1,045.00
S4 924.75 949.25 1,033.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,066.50 1,035.75 30.75 2.9% 13.00 1.2% 66% False False 298
10 1,066.50 1,004.75 61.75 5.8% 13.00 1.2% 83% False False 179
20 1,066.50 984.25 82.25 7.8% 12.50 1.2% 87% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,102.50
2.618 1,085.50
1.618 1,075.00
1.000 1,068.50
0.618 1,064.50
HIGH 1,058.00
0.618 1,054.00
0.500 1,052.75
0.382 1,051.50
LOW 1,047.50
0.618 1,041.00
1.000 1,037.00
1.618 1,030.50
2.618 1,020.00
4.250 1,003.00
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 1,055.00 1,057.00
PP 1,053.75 1,056.75
S1 1,052.75 1,056.25

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

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