E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	1,252.00	1,235.00	-17.00	-1.4%	1,258.50
High	1,259.25	1,239.25	-20.00	-1.6%	1,283.75
Low	1,234.50	1,195.50	-39.00	-3.2%	1,212.25
Close	1,258.50	1,196.00	-62.50	-5.0%	1,258.50
Range	24.75	43.75	19.00	76.8%	71.50
ATR	27.70	30.22	2.52	9.1%	0.00
Volume	2,082,338	2,558,755	476,417	22.9%	2,664,037

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,341.50	1,312.50	1,220.00
R3	1,297.75	1,268.75	1,208.00
R2	1,254.00	1,254.00	1,204.00
R1	1,225.00	1,225.00	1,200.00	1,217.50
PP	1,210.25	1,210.25	1,210.25	1,206.50
S1	1,181.25	1,181.25	1,192.00	1,174.00
S2	1,166.50	1,166.50	1,188.00
S3	1,122.75	1,137.50	1,184.00
S4	1,079.00	1,093.75	1,172.00

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,466.00	1,433.75	1,297.75
R3	1,394.50	1,362.25	1,278.25
R2	1,323.00	1,323.00	1,271.50
R1	1,290.75	1,290.75	1,265.00	1,294.25
PP	1,251.50	1,251.50	1,251.50	1,253.25
S1	1,219.25	1,219.25	1,252.00	1,222.75
S2	1,180.00	1,180.00	1,245.50
S3	1,108.50	1,147.75	1,238.75
S4	1,037.00	1,076.25	1,219.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,276.25	1,195.50	80.75	6.8%	37.25	3.1%	1%	False	True	1,032,990
10	1,305.25	1,195.50	109.75	9.2%	34.00	2.8%	0%	False	True	532,567
20	1,307.25	1,195.50	111.75	9.3%	27.25	2.3%	0%	False	True	272,038
40	1,315.25	1,195.50	119.75	10.0%	25.25	2.1%	0%	False	True	137,813
60	1,340.25	1,195.50	144.75	12.1%	25.75	2.2%	0%	False	True	93,081
80	1,410.25	1,195.50	214.75	18.0%	23.50	2.0%	0%	False	True	69,887
100	1,443.50	1,195.50	248.00	20.7%	20.75	1.7%	0%	False	True	55,918

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,425.25
2.618	1,353.75
1.618	1,310.00
1.000	1,283.00
0.618	1,266.25
HIGH	1,239.25
0.618	1,222.50
0.500	1,217.50
0.382	1,212.25
LOW	1,195.50
0.618	1,168.50
1.000	1,151.75
1.618	1,124.75
2.618	1,081.00
4.250	1,009.50

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	1,217.50	1,227.50
PP	1,210.25	1,217.00
S1	1,203.00	1,206.50

Download as Excel Spreadsheet

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

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