E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 1,228.00 1,232.25 4.25 0.3% 1,282.00
High 1,244.75 1,252.75 8.00 0.6% 1,303.50
Low 1,220.25 1,211.25 -9.00 -0.7% 1,216.50
Close 1,233.25 1,251.00 17.75 1.4% 1,241.00
Range 24.50 41.50 17.00 69.4% 87.00
ATR 27.26 28.28 1.02 3.7% 0.00
Volume 3,349,429 3,012,184 -337,245 -10.1% 8,638,574
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,362.75 1,348.50 1,273.75
R3 1,321.25 1,307.00 1,262.50
R2 1,279.75 1,279.75 1,258.50
R1 1,265.50 1,265.50 1,254.75 1,272.50
PP 1,238.25 1,238.25 1,238.25 1,242.00
S1 1,224.00 1,224.00 1,247.25 1,231.00
S2 1,196.75 1,196.75 1,243.50
S3 1,155.25 1,182.50 1,239.50
S4 1,113.75 1,141.00 1,228.25
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,514.75 1,464.75 1,288.75
R3 1,427.75 1,377.75 1,265.00
R2 1,340.75 1,340.75 1,257.00
R1 1,290.75 1,290.75 1,249.00 1,272.25
PP 1,253.75 1,253.75 1,253.75 1,244.50
S1 1,203.75 1,203.75 1,233.00 1,185.25
S2 1,166.75 1,166.75 1,225.00
S3 1,079.75 1,116.75 1,217.00
S4 992.75 1,029.75 1,193.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,282.00 1,211.25 70.75 5.7% 36.25 2.9% 56% False True 3,077,392
10 1,303.50 1,211.25 92.25 7.4% 31.25 2.5% 43% False True 2,414,196
20 1,306.00 1,211.25 94.75 7.6% 26.00 2.1% 42% False True 2,047,120
40 1,313.50 1,211.25 102.25 8.2% 25.25 2.0% 39% False True 2,038,523
60 1,355.50 1,200.75 154.75 12.4% 26.25 2.1% 32% False False 2,185,736
80 1,422.50 1,200.75 221.75 17.7% 25.00 2.0% 23% False False 1,717,696
100 1,442.25 1,200.75 241.50 19.3% 23.75 1.9% 21% False False 1,374,948
120 1,442.25 1,200.75 241.50 19.3% 23.50 1.9% 21% False False 1,146,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,429.00
2.618 1,361.50
1.618 1,320.00
1.000 1,294.25
0.618 1,278.50
HIGH 1,252.75
0.618 1,237.00
0.500 1,232.00
0.382 1,227.00
LOW 1,211.25
0.618 1,185.50
1.000 1,169.75
1.618 1,144.00
2.618 1,102.50
4.250 1,035.00
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 1,244.75 1,248.50
PP 1,238.25 1,245.75
S1 1,232.00 1,243.00

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

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