E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1,118.25 1,167.50 49.25 4.4% 1,244.00
High 1,175.75 1,173.00 -2.75 -0.2% 1,250.25
Low 1,112.00 1,143.75 31.75 2.9% 1,180.25
Close 1,167.50 1,168.50 1.00 0.1% 1,214.50
Range 63.75 29.25 -34.50 -54.1% 70.00
ATR 46.69 45.45 -1.25 -2.7% 0.00
Volume 3,948,082 2,929,451 -1,018,631 -25.8% 15,007,798
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,249.50 1,238.25 1,184.50
R3 1,220.25 1,209.00 1,176.50
R2 1,191.00 1,191.00 1,173.75
R1 1,179.75 1,179.75 1,171.25 1,185.50
PP 1,161.75 1,161.75 1,161.75 1,164.50
S1 1,150.50 1,150.50 1,165.75 1,156.00
S2 1,132.50 1,132.50 1,163.25
S3 1,103.25 1,121.25 1,160.50
S4 1,074.00 1,092.00 1,152.50
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 1,112.00 112.75 9.6% 55.25 4.7% 50% False False 2,849,277
10 1,291.25 1,112.00 179.25 15.3% 56.00 4.8% 32% False False 3,515,905
20 1,291.25 1,112.00 179.25 15.3% 49.00 4.2% 32% False False 2,468,349
40 1,315.25 1,112.00 203.25 17.4% 35.50 3.0% 28% False False 1,238,569
60 1,315.25 1,112.00 203.25 17.4% 32.50 2.8% 28% False False 827,016
80 1,371.75 1,112.00 259.75 22.2% 30.00 2.6% 22% False False 620,723
100 1,443.50 1,112.00 331.50 28.4% 26.75 2.3% 17% False False 496,630
120 1,443.50 1,112.00 331.50 28.4% 23.75 2.0% 17% False False 413,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.35
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,297.25
2.618 1,249.50
1.618 1,220.25
1.000 1,202.25
0.618 1,191.00
HIGH 1,173.00
0.618 1,161.75
0.500 1,158.50
0.382 1,155.00
LOW 1,143.75
0.618 1,125.75
1.000 1,114.50
1.618 1,096.50
2.618 1,067.25
4.250 1,019.50
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1,165.00 1,168.00
PP 1,161.75 1,167.25
S1 1,158.50 1,166.50

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

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