E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 01-Dec-2008

Day Change Summary
	Previous	Current
	28-Nov-2008	01-Dec-2008	Change	Change %	Previous Week
Open	877.25	897.50	20.25	2.3%	801.00
High	897.00	897.50	0.50	0.1%	897.00
Low	875.00	813.00	-62.00	-7.1%	783.25
Close	895.25	815.75	-79.50	-8.9%	895.25
Range	22.00	84.50	62.50	284.1%	113.75
ATR	58.14	60.02	1.88	3.2%	0.00
Volume	2,177,331	889,730	-1,287,601	-59.1%	12,985,730

Daily Pivots for day following 01-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,095.50	1,040.25	862.25
R3	1,011.00	955.75	839.00
R2	926.50	926.50	831.25
R1	871.25	871.25	823.50	856.50
PP	842.00	842.00	842.00	834.75
S1	786.75	786.75	808.00	772.00
S2	757.50	757.50	800.25
S3	673.00	702.25	792.50
S4	588.50	617.75	769.25

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,199.75	1,161.25	957.75
R3	1,086.00	1,047.50	926.50
R2	972.25	972.25	916.00
R1	933.75	933.75	905.75	953.00
PP	858.50	858.50	858.50	868.00
S1	820.00	820.00	884.75	839.25
S2	744.75	744.75	874.50
S3	631.00	706.25	864.00
S4	517.25	592.50	832.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	897.50	783.25	114.25	14.0%	57.75	7.1%	28%	True	False	2,775,092
10	897.50	739.00	158.50	19.4%	56.75	7.0%	48%	True	False	3,122,614
20	1,008.50	739.00	269.50	33.0%	55.50	6.8%	28%	False	False	2,952,074
40	1,104.00	739.00	365.00	44.7%	68.25	8.4%	21%	False	False	3,379,269
60	1,291.25	739.00	552.25	67.7%	62.75	7.7%	14%	False	False	3,161,832
80	1,315.25	739.00	576.25	70.6%	52.75	6.5%	13%	False	False	2,374,399
100	1,315.25	739.00	576.25	70.6%	47.50	5.8%	13%	False	False	1,900,332
120	1,371.75	739.00	632.75	77.6%	43.25	5.3%	12%	False	False	1,583,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.23
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,256.50
2.618	1,118.75
1.618	1,034.25
1.000	982.00
0.618	949.75
HIGH	897.50
0.618	865.25
0.500	855.25
0.382	845.25
LOW	813.00
0.618	760.75
1.000	728.50
1.618	676.25
2.618	591.75
4.250	454.00

Fisher Pivots for day following 01-Dec-2008
Pivot	1 day	3 day
R1	855.25	855.25
PP	842.00	842.00
S1	829.00	829.00

Download as Excel Spreadsheet

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

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