E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 05-Nov-2008

Day Change Summary
	Previous	Current
	04-Nov-2008	05-Nov-2008	Change	Change %	Previous Week
Open	969.50	1,002.50	33.00	3.4%	864.25
High	1,006.75	1,008.50	1.75	0.2%	984.00
Low	964.00	947.00	-17.00	-1.8%	825.00
Close	1,003.25	958.00	-45.25	-4.5%	967.25
Range	42.75	61.50	18.75	43.9%	159.00
ATR	64.54	64.33	-0.22	-0.3%	0.00
Volume	1,523,295	2,326,394	803,099	52.7%	16,180,953

Daily Pivots for day following 05-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,155.75	1,118.25	991.75
R3	1,094.25	1,056.75	975.00
R2	1,032.75	1,032.75	969.25
R1	995.25	995.25	963.75	983.25
PP	971.25	971.25	971.25	965.00
S1	933.75	933.75	952.25	921.75
S2	909.75	909.75	946.75
S3	848.25	872.25	941.00
S4	786.75	810.75	924.25

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,402.50	1,343.75	1,054.75
R3	1,243.50	1,184.75	1,011.00
R2	1,084.50	1,084.50	996.50
R1	1,025.75	1,025.75	981.75	1,055.00
PP	925.50	925.50	925.50	940.00
S1	866.75	866.75	952.75	896.00
S2	766.50	766.50	938.00
S3	607.50	707.75	923.50
S4	448.50	548.75	879.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,008.50	926.75	81.75	8.5%	42.50	4.4%	38%	True	False	2,555,340
10	1,008.50	825.00	183.50	19.2%	59.75	6.2%	72%	True	False	3,013,404
20	1,067.00	825.00	242.00	25.3%	74.50	7.8%	55%	False	False	3,538,599
40	1,291.25	825.00	466.25	48.7%	66.50	7.0%	29%	False	False	3,423,715
60	1,307.25	825.00	482.25	50.3%	52.50	5.5%	28%	False	False	2,291,721
80	1,315.25	825.00	490.25	51.2%	45.75	4.8%	27%	False	False	1,719,750
100	1,354.75	825.00	529.75	55.3%	41.50	4.3%	25%	False	False	1,376,374
120	1,421.75	825.00	596.75	62.3%	37.25	3.9%	22%	False	False	1,147,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.60
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,270.00
2.618	1,169.50
1.618	1,108.00
1.000	1,070.00
0.618	1,046.50
HIGH	1,008.50
0.618	985.00
0.500	977.75
0.382	970.50
LOW	947.00
0.618	909.00
1.000	885.50
1.618	847.50
2.618	786.00
4.250	685.50

Fisher Pivots for day following 05-Nov-2008
Pivot	1 day	3 day
R1	977.75	977.75
PP	971.25	971.25
S1	964.50	964.50

Download as Excel Spreadsheet

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

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