E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 1,229.00 1,212.75 -16.25 -1.3% 1,258.50
High 1,235.75 1,246.25 10.50 0.8% 1,278.75
Low 1,200.75 1,202.50 1.75 0.1% 1,225.50
Close 1,211.50 1,241.00 29.50 2.4% 1,239.75
Range 35.00 43.75 8.75 25.0% 53.25
ATR 27.41 28.57 1.17 4.3% 0.00
Volume 2,663,429 3,662,907 999,478 37.5% 12,612,700
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,361.25 1,344.75 1,265.00
R3 1,317.50 1,301.00 1,253.00
R2 1,273.75 1,273.75 1,249.00
R1 1,257.25 1,257.25 1,245.00 1,265.50
PP 1,230.00 1,230.00 1,230.00 1,234.00
S1 1,213.50 1,213.50 1,237.00 1,221.75
S2 1,186.25 1,186.25 1,233.00
S3 1,142.50 1,169.75 1,229.00
S4 1,098.75 1,126.00 1,217.00
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,407.75 1,377.00 1,269.00
R3 1,354.50 1,323.75 1,254.50
R2 1,301.25 1,301.25 1,249.50
R1 1,270.50 1,270.50 1,244.75 1,259.25
PP 1,248.00 1,248.00 1,248.00 1,242.50
S1 1,217.25 1,217.25 1,234.75 1,206.00
S2 1,194.75 1,194.75 1,230.00
S3 1,141.50 1,164.00 1,225.00
S4 1,088.25 1,110.75 1,210.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,261.75 1,200.75 61.00 4.9% 34.50 2.8% 66% False False 3,002,189
10 1,294.75 1,200.75 94.00 7.6% 33.50 2.7% 43% False False 2,782,144
20 1,355.50 1,200.75 154.75 12.5% 28.00 2.3% 26% False False 2,480,164
40 1,422.50 1,200.75 221.75 17.9% 24.75 2.0% 18% False False 1,396,869
60 1,442.25 1,200.75 241.50 19.5% 22.75 1.8% 17% False False 932,565
80 1,442.25 1,200.75 241.50 19.5% 22.75 1.8% 17% False False 700,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 27 trading days
Fibonacci Retracements and Extensions
4.250 1,432.25
2.618 1,360.75
1.618 1,317.00
1.000 1,290.00
0.618 1,273.25
HIGH 1,246.25
0.618 1,229.50
0.500 1,224.50
0.382 1,219.25
LOW 1,202.50
0.618 1,175.50
1.000 1,158.75
1.618 1,131.75
2.618 1,088.00
4.250 1,016.50
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 1,235.50 1,237.50
PP 1,230.00 1,234.00
S1 1,224.50 1,230.50

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

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