E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 26-May-2008
Day Change Summary
Previous Current
23-May-2008 26-May-2008 Change Change % Previous Week
Open 1,394.75 1,376.75 -18.00 -1.3% 1,425.50
High 1,396.25 1,379.00 -17.25 -1.2% 1,442.25
Low 1,374.25 1,374.00 -0.25 0.0% 1,374.25
Close 1,375.00 1,377.00 2.00 0.1% 1,375.00
Range 22.00 5.00 -17.00 -77.3% 68.00
ATR 20.14 19.05 -1.08 -5.4% 0.00
Volume 6,174 6,174 0 0.0% 40,390
Daily Pivots for day following 26-May-2008
Classic Woodie Camarilla DeMark
R4 1,391.75 1,389.25 1,379.75
R3 1,386.75 1,384.25 1,378.50
R2 1,381.75 1,381.75 1,378.00
R1 1,379.25 1,379.25 1,377.50 1,380.50
PP 1,376.75 1,376.75 1,376.75 1,377.25
S1 1,374.25 1,374.25 1,376.50 1,375.50
S2 1,371.75 1,371.75 1,376.00
S3 1,366.75 1,369.25 1,375.50
S4 1,361.75 1,364.25 1,374.25
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 1,601.25 1,556.00 1,412.50
R3 1,533.25 1,488.00 1,393.75
R2 1,465.25 1,465.25 1,387.50
R1 1,420.00 1,420.00 1,381.25 1,408.50
PP 1,397.25 1,397.25 1,397.25 1,391.50
S1 1,352.00 1,352.00 1,368.75 1,340.50
S2 1,329.25 1,329.25 1,362.50
S3 1,261.25 1,284.00 1,356.25
S4 1,193.25 1,216.00 1,337.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,430.50 1,374.00 56.50 4.1% 17.50 1.3% 5% False True 8,876
10 1,442.25 1,374.00 68.25 5.0% 17.50 1.3% 4% False True 6,655
20 1,442.25 1,374.00 68.25 5.0% 18.50 1.4% 4% False True 5,066
40 1,442.25 1,316.50 125.75 9.1% 20.00 1.5% 48% False False 4,619
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1,400.25
2.618 1,392.00
1.618 1,387.00
1.000 1,384.00
0.618 1,382.00
HIGH 1,379.00
0.618 1,377.00
0.500 1,376.50
0.382 1,376.00
LOW 1,374.00
0.618 1,371.00
1.000 1,369.00
1.618 1,366.00
2.618 1,361.00
4.250 1,352.75
Fisher Pivots for day following 26-May-2008
Pivot 1 day 3 day
R1 1,376.75 1,387.50
PP 1,376.75 1,384.00
S1 1,376.50 1,380.50

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

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