E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 1,012.00 1,004.00 -8.00 -0.8% 1,103.75
High 1,067.00 1,008.50 -58.50 -5.5% 1,104.00
Low 974.25 897.25 -77.00 -7.9% 837.00
Close 1,002.25 903.25 -99.00 -9.9% 891.00
Range 92.75 111.25 18.50 19.9% 267.00
ATR 68.42 71.48 3.06 4.5% 0.00
Volume 3,358,671 4,094,351 735,680 21.9% 21,448,426
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,270.00 1,198.00 964.50
R3 1,158.75 1,086.75 933.75
R2 1,047.50 1,047.50 923.75
R1 975.50 975.50 913.50 956.00
PP 936.25 936.25 936.25 926.50
S1 864.25 864.25 893.00 844.50
S2 825.00 825.00 882.75
S3 713.75 753.00 872.75
S4 602.50 641.75 842.00
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 1,067.00 837.00 230.00 25.5% 104.50 11.6% 29% False False 4,567,404
10 1,174.00 837.00 337.00 37.3% 89.50 9.9% 20% False False 4,004,514
20 1,291.25 837.00 454.25 50.3% 72.75 8.1% 15% False False 3,760,209
40 1,305.25 837.00 468.25 51.8% 52.00 5.8% 14% False False 2,238,716
60 1,315.25 837.00 478.25 52.9% 42.50 4.7% 14% False False 1,493,726
80 1,340.25 837.00 503.25 55.7% 38.75 4.3% 13% False False 1,121,244
100 1,410.25 837.00 573.25 63.5% 34.50 3.8% 12% False False 897,077
120 1,443.50 837.00 606.50 67.1% 30.50 3.4% 11% False False 747,573
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 19.40
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 1,481.25
2.618 1,299.75
1.618 1,188.50
1.000 1,119.75
0.618 1,077.25
HIGH 1,008.50
0.618 966.00
0.500 953.00
0.382 939.75
LOW 897.25
0.618 828.50
1.000 786.00
1.618 717.25
2.618 606.00
4.250 424.50
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 953.00 982.00
PP 936.25 955.75
S1 919.75 929.50

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

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