E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 877.25 897.50 20.25 2.3% 801.00
High 897.00 897.50 0.50 0.1% 897.00
Low 875.00 813.00 -62.00 -7.1% 783.25
Close 895.25 815.75 -79.50 -8.9% 895.25
Range 22.00 84.50 62.50 284.1% 113.75
ATR 58.14 60.02 1.88 3.2% 0.00
Volume 2,177,331 889,730 -1,287,601 -59.1% 12,985,730
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,095.50 1,040.25 862.25
R3 1,011.00 955.75 839.00
R2 926.50 926.50 831.25
R1 871.25 871.25 823.50 856.50
PP 842.00 842.00 842.00 834.75
S1 786.75 786.75 808.00 772.00
S2 757.50 757.50 800.25
S3 673.00 702.25 792.50
S4 588.50 617.75 769.25
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,199.75 1,161.25 957.75
R3 1,086.00 1,047.50 926.50
R2 972.25 972.25 916.00
R1 933.75 933.75 905.75 953.00
PP 858.50 858.50 858.50 868.00
S1 820.00 820.00 884.75 839.25
S2 744.75 744.75 874.50
S3 631.00 706.25 864.00
S4 517.25 592.50 832.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 897.50 783.25 114.25 14.0% 57.75 7.1% 28% True False 2,775,092
10 897.50 739.00 158.50 19.4% 56.75 7.0% 48% True False 3,122,614
20 1,008.50 739.00 269.50 33.0% 55.50 6.8% 28% False False 2,952,074
40 1,104.00 739.00 365.00 44.7% 68.25 8.4% 21% False False 3,379,269
60 1,291.25 739.00 552.25 67.7% 62.75 7.7% 14% False False 3,161,832
80 1,315.25 739.00 576.25 70.6% 52.75 6.5% 13% False False 2,374,399
100 1,315.25 739.00 576.25 70.6% 47.50 5.8% 13% False False 1,900,332
120 1,371.75 739.00 632.75 77.6% 43.25 5.3% 12% False False 1,583,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.23
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,256.50
2.618 1,118.75
1.618 1,034.25
1.000 982.00
0.618 949.75
HIGH 897.50
0.618 865.25
0.500 855.25
0.382 845.25
LOW 813.00
0.618 760.75
1.000 728.50
1.618 676.25
2.618 591.75
4.250 454.00
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 855.25 855.25
PP 842.00 842.00
S1 829.00 829.00

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

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