E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	1,298.25	1,282.50	-15.75	-1.2%	1,294.00
High	1,299.25	1,305.25	6.00	0.5%	1,301.75
Low	1,283.50	1,273.50	-10.00	-0.8%	1,264.00
Close	1,284.25	1,278.00	-6.25	-0.5%	1,284.25
Range	15.75	31.75	16.00	101.6%	37.75
ATR	21.95	22.65	0.70	3.2%	0.00
Volume	15,841	10,367	-5,474	-34.6%	89,183

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,380.75	1,361.25	1,295.50
R3	1,349.00	1,329.50	1,286.75
R2	1,317.25	1,317.25	1,283.75
R1	1,297.75	1,297.75	1,281.00	1,291.50
PP	1,285.50	1,285.50	1,285.50	1,282.50
S1	1,266.00	1,266.00	1,275.00	1,260.00
S2	1,253.75	1,253.75	1,272.25
S3	1,222.00	1,234.25	1,269.25
S4	1,190.25	1,202.50	1,260.50

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,396.50	1,378.25	1,305.00
R3	1,358.75	1,340.50	1,294.75
R2	1,321.00	1,321.00	1,291.25
R1	1,302.75	1,302.75	1,287.75	1,293.00
PP	1,283.25	1,283.25	1,283.25	1,278.50
S1	1,265.00	1,265.00	1,280.75	1,255.25
S2	1,245.50	1,245.50	1,277.25
S3	1,207.75	1,227.25	1,273.75
S4	1,170.00	1,189.50	1,263.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,305.25	1,264.00	41.25	3.2%	20.75	1.6%	34%	True	False	18,731
10	1,305.25	1,262.25	43.00	3.4%	20.75	1.6%	37%	True	False	12,234
20	1,315.25	1,249.50	65.75	5.1%	22.75	1.8%	43%	False	False	7,885
40	1,315.25	1,202.00	113.25	8.9%	24.75	1.9%	67%	False	False	5,900
60	1,371.75	1,202.00	169.75	13.3%	23.50	1.8%	45%	False	False	4,523
80	1,443.50	1,202.00	241.50	18.9%	21.00	1.6%	31%	False	False	3,449
100	1,443.50	1,202.00	241.50	18.9%	18.50	1.5%	31%	False	False	2,766

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	4.35
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,440.25
2.618	1,388.25
1.618	1,356.50
1.000	1,337.00
0.618	1,324.75
HIGH	1,305.25
0.618	1,293.00
0.500	1,289.50
0.382	1,285.75
LOW	1,273.50
0.618	1,254.00
1.000	1,241.75
1.618	1,222.25
2.618	1,190.50
4.250	1,138.50

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	1,289.50	1,289.50
PP	1,285.50	1,285.50
S1	1,281.75	1,281.75

Download as Excel Spreadsheet

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

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