E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 1,258.00 1,275.00 17.00 1.4% 1,240.00
High 1,278.00 1,291.25 13.25 1.0% 1,263.00
Low 1,247.25 1,272.75 25.50 2.0% 1,200.75
Close 1,274.25 1,282.50 8.25 0.6% 1,260.50
Range 30.75 18.50 -12.25 -39.8% 62.25
ATR 27.15 26.54 -0.62 -2.3% 0.00
Volume 1,536,139 2,103,273 567,134 36.9% 15,364,041
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,337.75 1,328.50 1,292.75
R3 1,319.25 1,310.00 1,287.50
R2 1,300.75 1,300.75 1,286.00
R1 1,291.50 1,291.50 1,284.25 1,296.00
PP 1,282.25 1,282.25 1,282.25 1,284.50
S1 1,273.00 1,273.00 1,280.75 1,277.50
S2 1,263.75 1,263.75 1,279.00
S3 1,245.25 1,254.50 1,277.50
S4 1,226.75 1,236.00 1,272.25
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,428.25 1,406.50 1,294.75
R3 1,366.00 1,344.25 1,277.50
R2 1,303.75 1,303.75 1,272.00
R1 1,282.00 1,282.00 1,266.25 1,293.00
PP 1,241.50 1,241.50 1,241.50 1,246.75
S1 1,219.75 1,219.75 1,254.75 1,230.50
S2 1,179.25 1,179.25 1,249.00
S3 1,117.00 1,157.50 1,243.50
S4 1,054.75 1,095.25 1,226.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,291.25 1,238.00 53.25 4.2% 22.00 1.7% 84% True False 2,269,286
10 1,291.25 1,200.75 90.50 7.1% 28.25 2.2% 90% True False 2,635,738
20 1,337.75 1,200.75 137.00 10.7% 28.50 2.2% 60% False False 2,525,260
40 1,414.00 1,200.75 213.25 16.6% 25.50 2.0% 38% False False 1,679,524
60 1,442.25 1,200.75 241.50 18.8% 23.25 1.8% 34% False False 1,121,461
80 1,442.25 1,200.75 241.50 18.8% 22.25 1.7% 34% False False 842,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,370.00
2.618 1,339.75
1.618 1,321.25
1.000 1,309.75
0.618 1,302.75
HIGH 1,291.25
0.618 1,284.25
0.500 1,282.00
0.382 1,279.75
LOW 1,272.75
0.618 1,261.25
1.000 1,254.25
1.618 1,242.75
2.618 1,224.25
4.250 1,194.00
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 1,282.25 1,278.00
PP 1,282.25 1,273.75
S1 1,282.00 1,269.25

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

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