E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 1,004.00 981.25 -22.75 -2.3% 1,220.00
High 1,045.00 1,010.00 -35.00 -3.3% 1,221.25
Low 963.00 905.50 -57.50 -6.0% 1,102.50
Close 981.00 912.50 -68.50 -7.0% 1,108.25
Range 82.00 104.50 22.50 27.4% 118.75
ATR 55.02 58.55 3.53 6.4% 0.00
Volume 4,296,292 5,313,795 1,017,503 23.7% 14,347,696
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,256.25 1,188.75 970.00
R3 1,151.75 1,084.25 941.25
R2 1,047.25 1,047.25 931.75
R1 979.75 979.75 922.00 961.25
PP 942.75 942.75 942.75 933.50
S1 875.25 875.25 903.00 856.75
S2 838.25 838.25 893.25
S3 733.75 770.75 883.75
S4 629.25 666.25 855.00
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,500.25 1,423.00 1,173.50
R3 1,381.50 1,304.25 1,141.00
R2 1,262.75 1,262.75 1,130.00
R1 1,185.50 1,185.50 1,119.25 1,164.75
PP 1,144.00 1,144.00 1,144.00 1,133.50
S1 1,066.75 1,066.75 1,097.25 1,046.00
S2 1,025.25 1,025.25 1,086.50
S3 906.50 948.00 1,075.50
S4 787.75 829.25 1,043.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,161.00 905.50 255.50 28.0% 83.75 9.2% 3% False True 4,003,673
10 1,221.25 905.50 315.75 34.6% 71.50 7.8% 2% False True 3,436,504
20 1,291.25 905.50 385.75 42.3% 61.75 6.8% 2% False True 3,561,738
40 1,307.25 905.50 401.75 44.0% 43.75 4.8% 2% False True 1,801,033
60 1,315.25 905.50 409.75 44.9% 37.00 4.1% 2% False True 1,201,908
80 1,351.75 905.50 446.25 48.9% 34.50 3.8% 2% False True 902,235
100 1,410.25 905.50 504.75 55.3% 30.75 3.4% 1% False True 721,848
120 1,443.50 905.50 538.00 59.0% 27.25 3.0% 1% False True 601,546
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 14.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,454.00
2.618 1,283.50
1.618 1,179.00
1.000 1,114.50
0.618 1,074.50
HIGH 1,010.00
0.618 970.00
0.500 957.75
0.382 945.50
LOW 905.50
0.618 841.00
1.000 801.00
1.618 736.50
2.618 632.00
4.250 461.50
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 957.75 991.75
PP 942.75 965.25
S1 927.50 939.00

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

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