E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 864.25 836.50 -27.75 -3.2% 937.50
High 894.00 942.75 48.75 5.5% 992.75
Low 825.00 827.25 2.25 0.3% 840.25
Close 834.75 938.75 104.00 12.5% 866.00
Range 69.00 115.50 46.50 67.4% 152.50
ATR 72.01 75.12 3.11 4.3% 0.00
Volume 3,315,060 2,926,986 -388,074 -11.7% 16,242,050
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,249.50 1,209.50 1,002.25
R3 1,134.00 1,094.00 970.50
R2 1,018.50 1,018.50 960.00
R1 978.50 978.50 949.25 998.50
PP 903.00 903.00 903.00 913.00
S1 863.00 863.00 928.25 883.00
S2 787.50 787.50 917.50
S3 672.00 747.50 907.00
S4 556.50 632.00 875.25
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
5 969.25 825.00 144.25 15.4% 85.00 9.1% 79% False False 3,245,491
10 1,008.50 825.00 183.50 19.5% 81.00 8.6% 62% False False 3,548,420
20 1,174.00 825.00 349.00 37.2% 81.25 8.6% 33% False False 3,718,222
40 1,291.25 825.00 466.25 49.7% 64.75 6.9% 24% False False 3,020,551
60 1,315.25 825.00 490.25 52.2% 50.75 5.4% 23% False False 2,016,329
80 1,315.25 825.00 490.25 52.2% 44.75 4.8% 23% False False 1,513,226
100 1,371.75 825.00 546.75 58.2% 40.00 4.3% 21% False False 1,210,934
120 1,443.50 825.00 618.50 65.9% 35.50 3.8% 18% False False 1,009,150
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 15.90
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 1,433.50
2.618 1,245.25
1.618 1,129.75
1.000 1,058.25
0.618 1,014.25
HIGH 942.75
0.618 898.75
0.500 885.00
0.382 871.25
LOW 827.25
0.618 755.75
1.000 711.75
1.618 640.25
2.618 524.75
4.250 336.50
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 920.75 920.50
PP 903.00 902.25
S1 885.00 884.00

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

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