E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	903.50	941.00	37.50	4.2%	965.75
High	937.50	962.50	25.00	2.7%	1,008.50
Low	901.00	905.50	4.50	0.5%	897.00
Close	936.25	921.50	-14.75	-1.6%	936.25
Range	36.50	57.00	20.50	56.2%	111.50
ATR	62.12	61.75	-0.37	-0.6%	0.00
Volume	3,511,716	2,698,265	-813,451	-23.2%	12,856,321

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,100.75	1,068.25	952.75
R3	1,043.75	1,011.25	937.25
R2	986.75	986.75	932.00
R1	954.25	954.25	926.75	942.00
PP	929.75	929.75	929.75	923.75
S1	897.25	897.25	916.25	885.00
S2	872.75	872.75	911.00
S3	815.75	840.25	905.75
S4	758.75	783.25	890.25

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,281.75	1,220.50	997.50
R3	1,170.25	1,109.00	967.00
R2	1,058.75	1,058.75	956.75
R1	997.50	997.50	946.50	972.50
PP	947.25	947.25	947.25	934.75
S1	886.00	886.00	926.00	861.00
S2	835.75	835.75	915.75
S3	724.25	774.50	905.50
S4	612.75	663.00	875.00

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	897.00	111.50	12.1%	51.75	5.6%	22%	False	False	2,559,613
10	1,008.50	827.25	181.25	19.7%	54.00	5.9%	52%	False	False	2,842,047
20	1,067.00	825.00	242.00	26.3%	66.25	7.2%	40%	False	False	3,216,818
40	1,291.25	825.00	466.25	50.6%	67.75	7.3%	21%	False	False	3,525,006
60	1,307.25	825.00	482.25	52.3%	54.25	5.9%	20%	False	False	2,440,683
80	1,315.25	825.00	490.25	53.2%	46.50	5.0%	20%	False	False	1,831,409
100	1,340.25	825.00	515.25	55.9%	42.50	4.6%	19%	False	False	1,465,851
120	1,410.25	825.00	585.25	63.5%	38.25	4.1%	16%	False	False	1,221,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.93
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,204.75
2.618	1,111.75
1.618	1,054.75
1.000	1,019.50
0.618	997.75
HIGH	962.50
0.618	940.75
0.500	934.00
0.382	927.25
LOW	905.50
0.618	870.25
1.000	848.50
1.618	813.25
2.618	756.25
4.250	663.25

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	934.00	929.75
PP	929.75	927.00
S1	925.75	924.25

Download as Excel Spreadsheet

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

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