E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 981.25 913.50 -67.75 -6.9% 1,103.75
High 1,010.00 943.00 -67.00 -6.6% 1,104.00
Low 905.50 837.00 -68.50 -7.6% 837.00
Close 912.50 891.00 -21.50 -2.4% 891.00
Range 104.50 106.00 1.50 1.4% 267.00
ATR 58.55 61.94 3.39 5.8% 0.00
Volume 5,313,795 4,171,147 -1,142,648 -21.5% 21,448,426
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,208.25 1,155.75 949.25
R3 1,102.25 1,049.75 920.25
R2 996.25 996.25 910.50
R1 943.75 943.75 900.75 917.00
PP 890.25 890.25 890.25 877.00
S1 837.75 837.75 881.25 811.00
S2 784.25 784.25 871.50
S3 678.25 731.75 861.75
S4 572.25 625.75 832.75
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,745.00 1,585.00 1,037.75
R3 1,478.00 1,318.00 964.50
R2 1,211.00 1,211.00 940.00
R1 1,051.00 1,051.00 915.50 997.50
PP 944.00 944.00 944.00 917.25
S1 784.00 784.00 866.50 730.50
S2 677.00 677.00 842.00
S3 410.00 517.00 817.50
S4 143.00 250.00 744.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,104.00 837.00 267.00 30.0% 93.25 10.5% 20% False True 4,289,685
10 1,221.25 837.00 384.25 43.1% 78.50 8.8% 14% False True 3,579,612
20 1,291.25 837.00 454.25 51.0% 65.75 7.4% 12% False True 3,666,179
40 1,307.25 837.00 470.25 52.8% 45.75 5.1% 11% False True 1,905,228
60 1,315.25 837.00 478.25 53.7% 38.50 4.3% 11% False True 1,271,377
80 1,340.25 837.00 503.25 56.5% 35.50 4.0% 11% False True 954,374
100 1,410.25 837.00 573.25 64.3% 31.75 3.6% 9% False True 763,560
120 1,443.50 837.00 606.50 68.1% 28.00 3.1% 9% False True 636,306
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 16.45
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,393.50
2.618 1,220.50
1.618 1,114.50
1.000 1,049.00
0.618 1,008.50
HIGH 943.00
0.618 902.50
0.500 890.00
0.382 877.50
LOW 837.00
0.618 771.50
1.000 731.00
1.618 665.50
2.618 559.50
4.250 386.50
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 890.75 941.00
PP 890.25 924.25
S1 890.00 907.75

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

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