E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 1,212.25 1,220.00 7.75 0.6% 1,244.00
High 1,221.25 1,221.25 0.00 0.0% 1,250.25
Low 1,184.75 1,113.50 -71.25 -6.0% 1,180.25
Close 1,214.50 1,118.75 -95.75 -7.9% 1,214.50
Range 36.50 107.75 71.25 195.2% 70.00
ATR 40.58 45.38 4.80 11.8% 0.00
Volume 2,740,073 2,225,525 -514,548 -18.8% 15,007,798
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,474.50 1,404.25 1,178.00
R3 1,366.75 1,296.50 1,148.50
R2 1,259.00 1,259.00 1,138.50
R1 1,188.75 1,188.75 1,128.75 1,170.00
PP 1,151.25 1,151.25 1,151.25 1,141.75
S1 1,081.00 1,081.00 1,108.75 1,062.25
S2 1,043.50 1,043.50 1,099.00
S3 935.75 973.25 1,089.00
S4 828.00 865.50 1,059.50
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,425.00 1,389.75 1,253.00
R3 1,355.00 1,319.75 1,233.75
R2 1,285.00 1,285.00 1,227.25
R1 1,249.75 1,249.75 1,221.00 1,232.50
PP 1,215.00 1,215.00 1,215.00 1,206.25
S1 1,179.75 1,179.75 1,208.00 1,162.50
S2 1,145.00 1,145.00 1,201.75
S3 1,075.00 1,109.75 1,195.25
S4 1,005.00 1,039.75 1,176.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,224.75 1,113.50 111.25 9.9% 50.00 4.5% 5% False True 2,645,181
10 1,291.25 1,113.50 177.75 15.9% 59.75 5.3% 3% False True 3,719,422
20 1,305.25 1,113.50 191.75 17.1% 46.75 4.2% 3% False True 2,125,995
40 1,315.25 1,113.50 201.75 18.0% 34.25 3.1% 3% False True 1,066,783
60 1,315.25 1,113.50 201.75 18.0% 32.25 2.9% 3% False True 712,447
80 1,374.00 1,113.50 260.50 23.3% 29.25 2.6% 2% False True 534,761
100 1,443.50 1,113.50 330.00 29.5% 26.00 2.3% 2% False True 427,855
120 1,443.50 1,113.50 330.00 29.5% 23.00 2.1% 2% False True 356,551
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 10.90
Widest range in 123 trading days
Fibonacci Retracements and Extensions
4.250 1,679.25
2.618 1,503.25
1.618 1,395.50
1.000 1,329.00
0.618 1,287.75
HIGH 1,221.25
0.618 1,180.00
0.500 1,167.50
0.382 1,154.75
LOW 1,113.50
0.618 1,047.00
1.000 1,005.75
1.618 939.25
2.618 831.50
4.250 655.50
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 1,167.50 1,169.00
PP 1,151.25 1,152.25
S1 1,135.00 1,135.50

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

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