E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 941.00 919.50 -21.50 -2.3% 965.75
High 962.50 927.25 -35.25 -3.7% 1,008.50
Low 905.50 882.75 -22.75 -2.5% 897.00
Close 921.50 893.00 -28.50 -3.1% 936.25
Range 57.00 44.50 -12.50 -21.9% 111.50
ATR 61.75 60.52 -1.23 -2.0% 0.00
Volume 2,698,265 2,130,841 -567,424 -21.0% 12,856,321
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,034.50 1,008.25 917.50
R3 990.00 963.75 905.25
R2 945.50 945.50 901.25
R1 919.25 919.25 897.00 910.00
PP 901.00 901.00 901.00 896.50
S1 874.75 874.75 889.00 865.50
S2 856.50 856.50 884.75
S3 812.00 830.25 880.75
S4 767.50 785.75 868.50
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,281.75 1,220.50 997.50
R3 1,170.25 1,109.00 967.00
R2 1,058.75 1,058.75 956.75
R1 997.50 997.50 946.50 972.50
PP 947.25 947.25 947.25 934.75
S1 886.00 886.00 926.00 861.00
S2 835.75 835.75 915.75
S3 724.25 774.50 905.50
S4 612.75 663.00 875.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,008.50 882.75 125.75 14.1% 52.00 5.8% 8% False True 2,681,122
10 1,008.50 882.75 125.75 14.1% 47.00 5.2% 8% False True 2,762,433
20 1,008.50 825.00 183.50 20.5% 64.00 7.2% 37% False False 3,155,427
40 1,291.25 825.00 466.25 52.2% 67.50 7.5% 15% False False 3,478,437
60 1,305.25 825.00 480.25 53.8% 54.50 6.1% 14% False False 2,476,145
80 1,315.25 825.00 490.25 54.9% 47.00 5.3% 14% False False 1,857,983
100 1,340.25 825.00 515.25 57.7% 43.00 4.8% 13% False False 1,487,156
120 1,410.25 825.00 585.25 65.5% 38.50 4.3% 12% False False 1,239,349
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 9.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,116.50
2.618 1,043.75
1.618 999.25
1.000 971.75
0.618 954.75
HIGH 927.25
0.618 910.25
0.500 905.00
0.382 899.75
LOW 882.75
0.618 855.25
1.000 838.25
1.618 810.75
2.618 766.25
4.250 693.50
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 905.00 922.50
PP 901.00 912.75
S1 897.00 903.00

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

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