E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 906.25 890.50 -15.75 -1.7% 897.50
High 916.25 908.75 -7.50 -0.8% 897.50
Low 884.50 884.50 0.00 0.0% 813.00
Close 889.50 895.75 6.25 0.7% 872.50
Range 31.75 24.25 -7.50 -23.6% 84.50
ATR 54.91 52.72 -2.19 -4.0% 0.00
Volume 2,646,329 2,629,268 -17,061 -0.6% 12,929,040
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 969.00 956.75 909.00
R3 944.75 932.50 902.50
R2 920.50 920.50 900.25
R1 908.25 908.25 898.00 914.50
PP 896.25 896.25 896.25 899.50
S1 884.00 884.00 893.50 890.00
S2 872.00 872.00 891.25
S3 847.75 859.75 889.00
S4 823.50 835.50 882.50
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,114.50 1,078.00 919.00
R3 1,030.00 993.50 895.75
R2 945.50 945.50 888.00
R1 909.00 909.00 880.25 885.00
PP 861.00 861.00 861.00 849.00
S1 824.50 824.50 864.75 800.50
S2 776.50 776.50 857.00
S3 692.00 740.00 849.25
S4 607.50 655.50 826.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 919.25 817.00 102.25 11.4% 42.75 4.8% 77% False False 2,932,666
10 919.25 813.00 106.25 11.9% 46.50 5.2% 78% False False 2,671,962
20 919.25 739.00 180.25 20.1% 54.25 6.1% 87% False False 3,094,623
40 1,008.50 739.00 269.50 30.1% 59.00 6.6% 58% False False 3,125,025
60 1,291.25 739.00 552.25 61.7% 63.00 7.0% 28% False False 3,350,499
80 1,305.25 739.00 566.25 63.2% 54.50 6.1% 28% False False 2,630,765
100 1,315.25 739.00 576.25 64.3% 48.25 5.4% 27% False False 2,105,311
120 1,340.25 739.00 601.25 67.1% 44.75 5.0% 26% False False 1,755,067
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.90
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,011.75
2.618 972.25
1.618 948.00
1.000 933.00
0.618 923.75
HIGH 908.75
0.618 899.50
0.500 896.50
0.382 893.75
LOW 884.50
0.618 869.50
1.000 860.25
1.618 845.25
2.618 821.00
4.250 781.50
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 896.50 895.00
PP 896.25 894.25
S1 896.00 893.50

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

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