E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 1,269.25 1,272.25 3.00 0.2% 1,300.50
High 1,277.00 1,286.50 9.50 0.7% 1,307.25
Low 1,264.00 1,267.50 3.50 0.3% 1,262.25
Close 1,273.25 1,283.50 10.25 0.8% 1,293.75
Range 13.00 19.00 6.00 46.2% 45.00
ATR 22.50 22.25 -0.25 -1.1% 0.00
Volume 3,919 37,957 34,038 868.5% 25,913
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,336.25 1,328.75 1,294.00
R3 1,317.25 1,309.75 1,288.75
R2 1,298.25 1,298.25 1,287.00
R1 1,290.75 1,290.75 1,285.25 1,294.50
PP 1,279.25 1,279.25 1,279.25 1,281.00
S1 1,271.75 1,271.75 1,281.75 1,275.50
S2 1,260.25 1,260.25 1,280.00
S3 1,241.25 1,252.75 1,278.25
S4 1,222.25 1,233.75 1,273.00
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,422.75 1,403.25 1,318.50
R3 1,377.75 1,358.25 1,306.00
R2 1,332.75 1,332.75 1,302.00
R1 1,313.25 1,313.25 1,298.00 1,300.50
PP 1,287.75 1,287.75 1,287.75 1,281.50
S1 1,268.25 1,268.25 1,289.50 1,255.50
S2 1,242.75 1,242.75 1,285.50
S3 1,197.75 1,223.25 1,281.50
S4 1,152.75 1,178.25 1,269.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,295.00 1,264.00 31.00 2.4% 20.00 1.6% 63% False False 12,243
10 1,307.25 1,262.25 45.00 3.5% 20.25 1.6% 47% False False 8,056
20 1,315.25 1,248.00 67.25 5.2% 22.00 1.7% 53% False False 5,870
40 1,315.25 1,202.00 113.25 8.8% 24.75 1.9% 72% False False 4,734
60 1,410.25 1,202.00 208.25 16.2% 23.75 1.8% 39% False False 3,674
80 1,443.50 1,202.00 241.50 18.8% 20.50 1.6% 34% False False 2,808
100 1,443.50 1,202.00 241.50 18.8% 18.00 1.4% 34% False False 2,249
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,367.25
2.618 1,336.25
1.618 1,317.25
1.000 1,305.50
0.618 1,298.25
HIGH 1,286.50
0.618 1,279.25
0.500 1,277.00
0.382 1,274.75
LOW 1,267.50
0.618 1,255.75
1.000 1,248.50
1.618 1,236.75
2.618 1,217.75
4.250 1,186.75
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 1,281.25 1,282.00
PP 1,279.25 1,280.50
S1 1,277.00 1,279.00

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

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