E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 1,378.50 1,407.75 29.25 2.1% 1,402.25
High 1,407.75 1,414.00 6.25 0.4% 1,414.00
Low 1,377.75 1,360.25 -17.50 -1.3% 1,360.25
Close 1,407.25 1,361.25 -46.00 -3.3% 1,361.25
Range 30.00 53.75 23.75 79.2% 53.75
ATR 19.48 21.92 2.45 12.6% 0.00
Volume 24,176 25,689 1,513 6.3% 136,751
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,539.75 1,504.25 1,390.75
R3 1,486.00 1,450.50 1,376.00
R2 1,432.25 1,432.25 1,371.00
R1 1,396.75 1,396.75 1,366.25 1,387.50
PP 1,378.50 1,378.50 1,378.50 1,374.00
S1 1,343.00 1,343.00 1,356.25 1,334.00
S2 1,324.75 1,324.75 1,351.50
S3 1,271.00 1,289.25 1,346.50
S4 1,217.25 1,235.50 1,331.75
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,539.75 1,504.25 1,390.75
R3 1,486.00 1,450.50 1,376.00
R2 1,432.25 1,432.25 1,371.00
R1 1,396.75 1,396.75 1,366.25 1,387.50
PP 1,378.50 1,378.50 1,378.50 1,374.00
S1 1,343.00 1,343.00 1,356.25 1,334.00
S2 1,324.75 1,324.75 1,351.50
S3 1,271.00 1,289.25 1,346.50
S4 1,217.25 1,235.50 1,331.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,414.00 1,360.25 53.75 3.9% 29.50 2.2% 2% True True 27,350
10 1,414.00 1,360.25 53.75 3.9% 21.50 1.6% 2% True True 18,350
20 1,442.25 1,360.25 82.00 6.0% 20.00 1.5% 1% False True 12,351
40 1,442.25 1,326.00 116.25 8.5% 19.75 1.5% 30% False False 8,243
60 1,442.25 1,258.75 183.50 13.5% 22.00 1.6% 56% False False 6,247
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 4.28
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1,642.50
2.618 1,554.75
1.618 1,501.00
1.000 1,467.75
0.618 1,447.25
HIGH 1,414.00
0.618 1,393.50
0.500 1,387.00
0.382 1,380.75
LOW 1,360.25
0.618 1,327.00
1.000 1,306.50
1.618 1,273.25
2.618 1,219.50
4.250 1,131.75
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 1,387.00 1,387.00
PP 1,378.50 1,378.50
S1 1,370.00 1,370.00

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

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