E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 1,234.75 1,261.50 26.75 2.2% 1,259.25
High 1,263.25 1,285.00 21.75 1.7% 1,291.25
Low 1,231.50 1,259.75 28.25 2.3% 1,247.25
Close 1,261.75 1,284.75 23.00 1.8% 1,253.75
Range 31.75 25.25 -6.50 -20.5% 44.00
ATR 26.56 26.47 -0.09 -0.4% 0.00
Volume 1,619,650 2,096,150 476,500 29.4% 9,675,123
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,352.25 1,343.75 1,298.75
R3 1,327.00 1,318.50 1,291.75
R2 1,301.75 1,301.75 1,289.50
R1 1,293.25 1,293.25 1,287.00 1,297.50
PP 1,276.50 1,276.50 1,276.50 1,278.50
S1 1,268.00 1,268.00 1,282.50 1,272.25
S2 1,251.25 1,251.25 1,280.00
S3 1,226.00 1,242.75 1,277.75
S4 1,200.75 1,217.50 1,270.75
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,396.00 1,369.00 1,278.00
R3 1,352.00 1,325.00 1,265.75
R2 1,308.00 1,308.00 1,261.75
R1 1,281.00 1,281.00 1,257.75 1,272.50
PP 1,264.00 1,264.00 1,264.00 1,260.00
S1 1,237.00 1,237.00 1,249.75 1,228.50
S2 1,220.00 1,220.00 1,245.75
S3 1,176.00 1,193.00 1,241.75
S4 1,132.00 1,149.00 1,229.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,285.00 1,231.50 53.50 4.2% 26.25 2.0% 100% True False 1,888,906
10 1,291.25 1,231.50 59.75 4.7% 24.25 1.9% 89% False False 2,079,096
20 1,294.75 1,200.75 94.00 7.3% 29.00 2.2% 89% False False 2,430,620
40 1,414.00 1,200.75 213.25 16.6% 26.50 2.1% 39% False False 1,913,865
60 1,442.25 1,200.75 241.50 18.8% 23.50 1.8% 35% False False 1,278,501
80 1,442.25 1,200.75 241.50 18.8% 22.75 1.8% 35% False False 959,906
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 4.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,392.25
2.618 1,351.00
1.618 1,325.75
1.000 1,310.25
0.618 1,300.50
HIGH 1,285.00
0.618 1,275.25
0.500 1,272.50
0.382 1,269.50
LOW 1,259.75
0.618 1,244.25
1.000 1,234.50
1.618 1,219.00
2.618 1,193.75
4.250 1,152.50
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 1,280.50 1,276.00
PP 1,276.50 1,267.00
S1 1,272.50 1,258.25

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

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