E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 1,167.00 1,203.25 36.25 3.1% 1,235.00
High 1,218.75 1,291.25 72.50 5.9% 1,291.25
Low 1,136.25 1,202.50 66.25 5.8% 1,136.25
Close 1,203.25 1,246.00 42.75 3.6% 1,246.00
Range 82.50 88.75 6.25 7.6% 155.00
ATR 38.47 42.06 3.59 9.3% 0.00
Volume 5,035,252 6,012,944 977,692 19.4% 22,519,661
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,512.75 1,468.25 1,294.75
R3 1,424.00 1,379.50 1,270.50
R2 1,335.25 1,335.25 1,262.25
R1 1,290.75 1,290.75 1,254.25 1,313.00
PP 1,246.50 1,246.50 1,246.50 1,257.75
S1 1,202.00 1,202.00 1,237.75 1,224.25
S2 1,157.75 1,157.75 1,229.75
S3 1,069.00 1,113.25 1,221.50
S4 980.25 1,024.50 1,197.25
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,689.50 1,622.75 1,331.25
R3 1,534.50 1,467.75 1,288.50
R2 1,379.50 1,379.50 1,274.50
R1 1,312.75 1,312.75 1,260.25 1,346.00
PP 1,224.50 1,224.50 1,224.50 1,241.25
S1 1,157.75 1,157.75 1,231.75 1,191.00
S2 1,069.50 1,069.50 1,217.50
S3 914.50 1,002.75 1,203.50
S4 759.50 847.75 1,160.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,291.25 1,136.25 155.00 12.4% 69.00 5.5% 71% True False 4,503,932
10 1,291.25 1,136.25 155.00 12.4% 52.25 4.2% 71% True False 2,518,369
20 1,305.25 1,136.25 169.00 13.6% 38.25 3.1% 65% False False 1,269,144
40 1,315.25 1,136.25 179.00 14.4% 30.50 2.4% 61% False False 636,420
60 1,315.25 1,136.25 179.00 14.4% 29.25 2.4% 61% False False 425,565
80 1,410.25 1,136.25 274.00 22.0% 27.00 2.2% 40% False False 319,396
100 1,443.50 1,136.25 307.25 24.7% 23.75 1.9% 36% False False 255,527
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 12.55
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 1,668.50
2.618 1,523.50
1.618 1,434.75
1.000 1,380.00
0.618 1,346.00
HIGH 1,291.25
0.618 1,257.25
0.500 1,247.00
0.382 1,236.50
LOW 1,202.50
0.618 1,147.75
1.000 1,113.75
1.618 1,059.00
2.618 970.25
4.250 825.25
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 1,247.00 1,235.25
PP 1,246.50 1,224.50
S1 1,246.25 1,213.75

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

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