E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	1,167.00	1,203.25	36.25	3.1%	1,235.00
High	1,218.75	1,291.25	72.50	5.9%	1,291.25
Low	1,136.25	1,202.50	66.25	5.8%	1,136.25
Close	1,203.25	1,246.00	42.75	3.6%	1,246.00
Range	82.50	88.75	6.25	7.6%	155.00
ATR	38.47	42.06	3.59	9.3%	0.00
Volume	5,035,252	6,012,944	977,692	19.4%	22,519,661

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,512.75	1,468.25	1,294.75
R3	1,424.00	1,379.50	1,270.50
R2	1,335.25	1,335.25	1,262.25
R1	1,290.75	1,290.75	1,254.25	1,313.00
PP	1,246.50	1,246.50	1,246.50	1,257.75
S1	1,202.00	1,202.00	1,237.75	1,224.25
S2	1,157.75	1,157.75	1,229.75
S3	1,069.00	1,113.25	1,221.50
S4	980.25	1,024.50	1,197.25

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,689.50	1,622.75	1,331.25
R3	1,534.50	1,467.75	1,288.50
R2	1,379.50	1,379.50	1,274.50
R1	1,312.75	1,312.75	1,260.25	1,346.00
PP	1,224.50	1,224.50	1,224.50	1,241.25
S1	1,157.75	1,157.75	1,231.75	1,191.00
S2	1,069.50	1,069.50	1,217.50
S3	914.50	1,002.75	1,203.50
S4	759.50	847.75	1,160.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,291.25	1,136.25	155.00	12.4%	69.00	5.5%	71%	True	False	4,503,932
10	1,291.25	1,136.25	155.00	12.4%	52.25	4.2%	71%	True	False	2,518,369
20	1,305.25	1,136.25	169.00	13.6%	38.25	3.1%	65%	False	False	1,269,144
40	1,315.25	1,136.25	179.00	14.4%	30.50	2.4%	61%	False	False	636,420
60	1,315.25	1,136.25	179.00	14.4%	29.25	2.4%	61%	False	False	425,565
80	1,410.25	1,136.25	274.00	22.0%	27.00	2.2%	40%	False	False	319,396
100	1,443.50	1,136.25	307.25	24.7%	23.75	1.9%	36%	False	False	255,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.55
Widest range in 117 trading days

Fibonacci Retracements and Extensions
4.250	1,668.50
2.618	1,523.50
1.618	1,434.75
1.000	1,380.00
0.618	1,346.00
HIGH	1,291.25
0.618	1,257.25
0.500	1,247.00
0.382	1,236.50
LOW	1,202.50
0.618	1,147.75
1.000	1,113.75
1.618	1,059.00
2.618	970.25
4.250	825.25

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	1,247.00	1,235.25
PP	1,246.50	1,224.50
S1	1,246.25	1,213.75

Download as Excel Spreadsheet

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

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