E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 816.00 848.50 32.50 4.0% 801.00
High 850.75 873.75 23.00 2.7% 897.00
Low 813.00 826.00 13.00 1.6% 783.25
Close 849.00 868.50 19.50 2.3% 895.25
Range 37.75 47.75 10.00 26.5% 113.75
ATR 58.43 57.67 -0.76 -1.3% 0.00
Volume 2,630,581 3,242,501 611,920 23.3% 12,985,730
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 999.25 981.75 894.75
R3 951.50 934.00 881.75
R2 903.75 903.75 877.25
R1 886.25 886.25 873.00 895.00
PP 856.00 856.00 856.00 860.50
S1 838.50 838.50 864.00 847.25
S2 808.25 808.25 859.75
S3 760.50 790.75 855.25
S4 712.75 743.00 842.25
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
5 897.50 813.00 84.50 9.7% 50.00 5.8% 66% False False 2,411,259
10 897.50 739.00 158.50 18.2% 57.50 6.6% 82% False False 3,092,776
20 1,008.50 739.00 269.50 31.0% 56.50 6.5% 48% False False 3,031,738
40 1,067.00 739.00 328.00 37.8% 66.00 7.6% 39% False False 3,334,416
60 1,291.25 739.00 552.25 63.6% 62.75 7.2% 23% False False 3,256,987
80 1,309.00 739.00 570.00 65.6% 53.00 6.1% 23% False False 2,447,699
100 1,315.25 739.00 576.25 66.4% 47.50 5.5% 22% False False 1,958,915
120 1,371.75 739.00 632.75 72.9% 43.75 5.0% 20% False False 1,632,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,076.75
2.618 998.75
1.618 951.00
1.000 921.50
0.618 903.25
HIGH 873.75
0.618 855.50
0.500 850.00
0.382 844.25
LOW 826.00
0.618 796.50
1.000 778.25
1.618 748.75
2.618 701.00
4.250 623.00
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 862.25 864.00
PP 856.00 859.75
S1 850.00 855.25

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

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