E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 1,064.00 1,064.75 0.75 0.1% 1,015.50
High 1,071.75 1,069.50 -2.25 -0.2% 1,064.00
Low 1,063.25 1,058.75 -4.50 -0.4% 1,015.50
Close 1,067.00 1,064.25 -2.75 -0.3% 1,063.50
Range 8.50 10.75 2.25 26.5% 48.50
ATR 14.88 14.59 -0.30 -2.0% 0.00
Volume 1,401 951 -450 -32.1% 8,215
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,096.50 1,091.00 1,070.25
R3 1,085.75 1,080.25 1,067.25
R2 1,075.00 1,075.00 1,066.25
R1 1,069.50 1,069.50 1,065.25 1,067.00
PP 1,064.25 1,064.25 1,064.25 1,062.75
S1 1,058.75 1,058.75 1,063.25 1,056.00
S2 1,053.50 1,053.50 1,062.25
S3 1,042.75 1,048.00 1,061.25
S4 1,032.00 1,037.25 1,058.25
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,193.25 1,176.75 1,090.25
R3 1,144.75 1,128.25 1,076.75
R2 1,096.25 1,096.25 1,072.50
R1 1,079.75 1,079.75 1,068.00 1,088.00
PP 1,047.75 1,047.75 1,047.75 1,051.75
S1 1,031.25 1,031.25 1,059.00 1,039.50
S2 999.25 999.25 1,054.50
S3 950.75 982.75 1,050.25
S4 902.25 934.25 1,036.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,071.75 1,041.00 30.75 2.9% 10.25 1.0% 76% False False 1,360
10 1,071.75 1,007.25 64.50 6.1% 15.50 1.5% 88% False False 1,372
20 1,071.75 1,007.25 64.50 6.1% 15.50 1.5% 88% False False 1,036
40 1,071.75 970.00 101.75 9.6% 14.00 1.3% 93% False False 531
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,115.25
2.618 1,097.75
1.618 1,087.00
1.000 1,080.25
0.618 1,076.25
HIGH 1,069.50
0.618 1,065.50
0.500 1,064.00
0.382 1,062.75
LOW 1,058.75
0.618 1,052.00
1.000 1,048.00
1.618 1,041.25
2.618 1,030.50
4.250 1,013.00
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 1,064.25 1,063.75
PP 1,064.25 1,063.50
S1 1,064.00 1,063.00

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

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