E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 914.50 864.25 -50.25 -5.5% 937.50
High 917.25 894.00 -23.25 -2.5% 992.75
Low 840.25 825.00 -15.25 -1.8% 840.25
Close 866.00 834.75 -31.25 -3.6% 866.00
Range 77.00 69.00 -8.00 -10.4% 152.50
ATR 72.24 72.01 -0.23 -0.3% 0.00
Volume 4,058,789 3,315,060 -743,729 -18.3% 16,242,050
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,058.25 1,015.50 872.75
R3 989.25 946.50 853.75
R2 920.25 920.25 847.50
R1 877.50 877.50 841.00 864.50
PP 851.25 851.25 851.25 844.75
S1 808.50 808.50 828.50 795.50
S2 782.25 782.25 822.00
S3 713.25 739.50 815.75
S4 644.25 670.50 796.75
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,357.25 1,264.00 950.00
R3 1,204.75 1,111.50 908.00
R2 1,052.25 1,052.25 894.00
R1 959.00 959.00 880.00 929.50
PP 899.75 899.75 899.75 884.75
S1 806.50 806.50 852.00 777.00
S2 747.25 747.25 838.00
S3 594.75 654.00 824.00
S4 442.25 501.50 782.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 992.75 825.00 167.75 20.1% 70.25 8.4% 6% False True 3,147,284
10 1,067.00 825.00 242.00 29.0% 78.75 9.4% 4% False True 3,591,589
20 1,175.75 825.00 350.75 42.0% 78.50 9.4% 3% False True 3,769,277
40 1,305.25 825.00 480.25 57.5% 62.75 7.5% 2% False True 2,947,636
60 1,315.25 825.00 490.25 58.7% 49.00 5.9% 2% False True 1,967,614
80 1,315.25 825.00 490.25 58.7% 43.75 5.2% 2% False True 1,476,655
100 1,374.00 825.00 549.00 65.8% 39.00 4.7% 2% False True 1,181,665
120 1,443.50 825.00 618.50 74.1% 34.75 4.2% 2% False True 984,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 18.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,187.25
2.618 1,074.75
1.618 1,005.75
1.000 963.00
0.618 936.75
HIGH 894.00
0.618 867.75
0.500 859.50
0.382 851.25
LOW 825.00
0.618 782.25
1.000 756.00
1.618 713.25
2.618 644.25
4.250 531.75
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 859.50 874.00
PP 851.25 861.00
S1 843.00 848.00

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

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