E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	1,272.25	1,282.75	10.50	0.8%	1,300.50
High	1,286.50	1,301.75	15.25	1.2%	1,307.25
Low	1,267.50	1,277.50	10.00	0.8%	1,262.25
Close	1,283.50	1,299.75	16.25	1.3%	1,293.75
Range	19.00	24.25	5.25	27.6%	45.00
ATR	22.25	22.39	0.14	0.6%	0.00
Volume	37,957	25,571	-12,386	-32.6%	25,913

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,365.75	1,357.00	1,313.00
R3	1,341.50	1,332.75	1,306.50
R2	1,317.25	1,317.25	1,304.25
R1	1,308.50	1,308.50	1,302.00	1,313.00
PP	1,293.00	1,293.00	1,293.00	1,295.25
S1	1,284.25	1,284.25	1,297.50	1,288.50
S2	1,268.75	1,268.75	1,295.25
S3	1,244.50	1,260.00	1,293.00
S4	1,220.25	1,235.75	1,286.50

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,422.75	1,403.25	1,318.50
R3	1,377.75	1,358.25	1,306.00
R2	1,332.75	1,332.75	1,302.00
R1	1,313.25	1,313.25	1,298.00	1,300.50
PP	1,287.75	1,287.75	1,287.75	1,281.50
S1	1,268.25	1,268.25	1,289.50	1,255.50
S2	1,242.75	1,242.75	1,285.50
S3	1,197.75	1,223.25	1,281.50
S4	1,152.75	1,178.25	1,269.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,301.75	1,264.00	37.75	2.9%	21.25	1.6%	95%	True	False	16,093
10	1,307.25	1,262.25	45.00	3.5%	20.25	1.6%	83%	False	False	10,280
20	1,315.25	1,248.00	67.25	5.2%	22.00	1.7%	77%	False	False	6,986
40	1,315.25	1,202.00	113.25	8.7%	24.75	1.9%	86%	False	False	5,309
60	1,410.25	1,202.00	208.25	16.0%	23.75	1.8%	47%	False	False	4,100
80	1,443.50	1,202.00	241.50	18.6%	20.75	1.6%	40%	False	False	3,128
100	1,443.50	1,202.00	241.50	18.6%	18.25	1.4%	40%	False	False	2,505

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	4.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,404.75
2.618	1,365.25
1.618	1,341.00
1.000	1,326.00
0.618	1,316.75
HIGH	1,301.75
0.618	1,292.50
0.500	1,289.50
0.382	1,286.75
LOW	1,277.50
0.618	1,262.50
1.000	1,253.25
1.618	1,238.25
2.618	1,214.00
4.250	1,174.50

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	1,296.50	1,294.00
PP	1,293.00	1,288.50
S1	1,289.50	1,283.00

Download as Excel Spreadsheet

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

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