E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 992.75 958.50 -34.25 -3.5% 909.50
High 992.75 969.25 -23.50 -2.4% 1,067.00
Low 951.00 872.50 -78.50 -8.3% 865.25
Close 959.25 902.75 -56.50 -5.9% 933.50
Range 41.75 96.75 55.00 131.7% 201.75
ATR 70.35 72.23 1.89 2.7% 0.00
Volume 2,435,954 2,638,526 202,572 8.3% 22,257,840
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,205.00 1,150.75 956.00
R3 1,108.25 1,054.00 929.25
R2 1,011.50 1,011.50 920.50
R1 957.25 957.25 911.50 936.00
PP 914.75 914.75 914.75 904.25
S1 860.50 860.50 894.00 839.25
S2 818.00 818.00 885.00
S3 721.25 763.75 876.25
S4 624.50 667.00 849.50
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
5 992.75 865.25 127.50 14.1% 74.00 8.2% 29% False False 3,560,185
10 1,067.00 837.00 230.00 25.5% 89.25 9.9% 29% False False 4,063,794
20 1,224.75 837.00 387.75 43.0% 77.00 8.5% 17% False False 3,604,622
40 1,305.25 837.00 468.25 51.9% 58.75 6.5% 14% False False 2,683,071
60 1,315.25 837.00 478.25 53.0% 46.75 5.2% 14% False False 1,790,083
80 1,315.25 837.00 478.25 53.0% 42.00 4.6% 14% False False 1,343,508
100 1,410.25 837.00 573.25 63.5% 37.75 4.2% 11% False False 1,075,058
120 1,443.50 837.00 606.50 67.2% 33.25 3.7% 11% False False 895,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,380.50
2.618 1,222.50
1.618 1,125.75
1.000 1,066.00
0.618 1,029.00
HIGH 969.25
0.618 932.25
0.500 921.00
0.382 909.50
LOW 872.50
0.618 812.75
1.000 775.75
1.618 716.00
2.618 619.25
4.250 461.25
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 921.00 932.50
PP 914.75 922.75
S1 908.75 912.75

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

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