E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 938.75 927.75 -11.00 -1.2% 937.50
High 971.25 968.50 -2.75 -0.3% 992.75
Low 914.25 926.75 12.50 1.4% 840.25
Close 927.00 961.50 34.50 3.7% 866.00
Range 57.00 41.75 -15.25 -26.8% 152.50
ATR 73.82 71.53 -2.29 -3.1% 0.00
Volume 3,768,414 3,240,110 -528,304 -14.0% 16,242,050
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,077.50 1,061.25 984.50
R3 1,035.75 1,019.50 973.00
R2 994.00 994.00 969.25
R1 977.75 977.75 965.25 986.00
PP 952.25 952.25 952.25 956.25
S1 936.00 936.00 957.75 944.00
S2 910.50 910.50 953.75
S3 868.75 894.25 950.00
S4 827.00 852.50 938.50
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
5 971.25 825.00 146.25 15.2% 72.00 7.5% 93% False False 3,461,871
10 992.75 825.00 167.75 17.4% 71.25 7.4% 81% False False 3,456,710
20 1,161.00 825.00 336.00 34.9% 81.75 8.5% 41% False False 3,796,998
40 1,291.25 825.00 466.25 48.5% 65.75 6.8% 29% False False 3,194,463
60 1,315.25 825.00 490.25 51.0% 51.50 5.4% 28% False False 2,133,064
80 1,315.25 825.00 490.25 51.0% 45.25 4.7% 28% False False 1,600,792
100 1,371.75 825.00 546.75 56.9% 40.50 4.2% 25% False False 1,281,014
120 1,443.50 825.00 618.50 64.3% 36.25 3.8% 22% False False 1,067,554
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,146.00
2.618 1,077.75
1.618 1,036.00
1.000 1,010.25
0.618 994.25
HIGH 968.50
0.618 952.50
0.500 947.50
0.382 942.75
LOW 926.75
0.618 901.00
1.000 885.00
1.618 859.25
2.618 817.50
4.250 749.25
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 957.00 940.75
PP 952.25 920.00
S1 947.50 899.25

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

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