E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 890.50 898.25 7.75 0.9% 897.50
High 908.75 905.00 -3.75 -0.4% 897.50
Low 884.50 868.25 -16.25 -1.8% 813.00
Close 895.75 875.00 -20.75 -2.3% 872.50
Range 24.25 36.75 12.50 51.5% 84.50
ATR 52.72 51.58 -1.14 -2.2% 0.00
Volume 2,629,268 2,582,026 -47,242 -1.8% 12,929,040
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 993.00 970.75 895.25
R3 956.25 934.00 885.00
R2 919.50 919.50 881.75
R1 897.25 897.25 878.25 890.00
PP 882.75 882.75 882.75 879.00
S1 860.50 860.50 871.75 853.25
S2 846.00 846.00 868.25
S3 809.25 823.75 865.00
S4 772.50 787.00 854.75
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 11.7% 41.50 4.7% 57% False False 2,782,649
10 919.25 813.00 106.25 12.1% 44.25 5.1% 58% False False 2,618,550
20 919.25 739.00 180.25 20.6% 53.00 6.1% 75% False False 3,089,770
40 1,008.50 739.00 269.50 30.8% 57.25 6.5% 50% False False 3,087,217
60 1,291.25 739.00 552.25 63.1% 62.50 7.1% 25% False False 3,311,548
80 1,305.25 739.00 566.25 64.7% 54.50 6.2% 24% False False 2,662,966
100 1,315.25 739.00 576.25 65.9% 48.50 5.5% 24% False False 2,131,123
120 1,340.25 739.00 601.25 68.7% 45.00 5.1% 23% False False 1,776,569
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,061.25
2.618 1,001.25
1.618 964.50
1.000 941.75
0.618 927.75
HIGH 905.00
0.618 891.00
0.500 886.50
0.382 882.25
LOW 868.25
0.618 845.50
1.000 831.50
1.618 808.75
2.618 772.00
4.250 712.00
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 886.50 892.25
PP 882.75 886.50
S1 879.00 880.75

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

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