E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 903.50 941.00 37.50 4.2% 909.50
High 950.00 987.75 37.75 4.0% 1,067.00
Low 865.25 908.00 42.75 4.9% 865.25
Close 941.00 933.50 -7.50 -0.8% 933.50
Range 84.75 79.75 -5.00 -5.9% 201.75
ATR 72.43 72.95 0.52 0.7% 0.00
Volume 3,831,280 5,074,482 1,243,202 32.4% 22,257,840
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,182.25 1,137.75 977.25
R3 1,102.50 1,058.00 955.50
R2 1,022.75 1,022.75 948.00
R1 978.25 978.25 940.75 960.50
PP 943.00 943.00 943.00 934.25
S1 898.50 898.50 926.25 881.00
S2 863.25 863.25 919.00
S3 783.50 818.75 911.50
S4 703.75 739.00 889.75
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,560.50 1,448.75 1,044.50
R3 1,358.75 1,247.00 989.00
R2 1,157.00 1,157.00 970.50
R1 1,045.25 1,045.25 952.00 1,101.00
PP 955.25 955.25 955.25 983.25
S1 843.50 843.50 915.00 899.50
S2 753.50 753.50 896.50
S3 551.75 641.75 878.00
S4 350.00 440.00 822.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,067.00 865.25 201.75 21.6% 95.25 10.2% 34% False False 4,451,568
10 1,104.00 837.00 267.00 28.6% 94.25 10.1% 36% False False 4,370,626
20 1,250.25 837.00 413.25 44.3% 72.50 7.8% 23% False False 3,653,088
40 1,305.25 837.00 468.25 50.2% 55.25 5.9% 21% False False 2,461,116
60 1,315.25 837.00 478.25 51.2% 44.50 4.8% 20% False False 1,641,976
80 1,315.25 837.00 478.25 51.2% 40.00 4.3% 20% False False 1,232,446
100 1,410.25 837.00 573.25 61.4% 36.00 3.9% 17% False False 986,134
120 1,443.50 837.00 606.50 65.0% 31.75 3.4% 16% False False 821,787
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.73
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,326.75
2.618 1,196.50
1.618 1,116.75
1.000 1,067.50
0.618 1,037.00
HIGH 987.75
0.618 957.25
0.500 948.00
0.382 938.50
LOW 908.00
0.618 858.75
1.000 828.25
1.618 779.00
2.618 699.25
4.250 569.00
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 948.00 937.00
PP 943.00 935.75
S1 938.25 934.50

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

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