E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 08-Oct-2008

Day Change Summary
	Previous	Current
	07-Oct-2008	08-Oct-2008	Change	Change %	Previous Week
Open	1,054.00	1,004.00	-50.00	-4.7%	1,220.00
High	1,078.00	1,045.00	-33.00	-3.1%	1,221.25
Low	999.50	963.00	-36.50	-3.7%	1,102.50
Close	1,005.75	981.00	-24.75	-2.5%	1,108.25
Range	78.50	82.00	3.50	4.5%	118.75
ATR	52.94	55.02	2.08	3.9%	0.00
Volume	4,475,297	4,296,292	-179,005	-4.0%	14,347,696

Daily Pivots for day following 08-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,242.25	1,193.75	1,026.00
R3	1,160.25	1,111.75	1,003.50
R2	1,078.25	1,078.25	996.00
R1	1,029.75	1,029.75	988.50	1,013.00
PP	996.25	996.25	996.25	988.00
S1	947.75	947.75	973.50	931.00
S2	914.25	914.25	966.00
S3	832.25	865.75	958.50
S4	750.25	783.75	936.00

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,500.25	1,423.00	1,173.50
R3	1,381.50	1,304.25	1,141.00
R2	1,262.75	1,262.75	1,130.00
R1	1,185.50	1,185.50	1,119.25	1,164.75
PP	1,144.00	1,144.00	1,144.00	1,133.50
S1	1,066.75	1,066.75	1,097.25	1,046.00
S2	1,025.25	1,025.25	1,086.50
S3	906.50	948.00	1,075.50
S4	787.75	829.25	1,043.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,174.00	963.00	211.00	21.5%	74.50	7.6%	9%	False	True	3,441,624
10	1,224.75	963.00	261.75	26.7%	65.00	6.6%	7%	False	True	3,145,450
20	1,291.25	963.00	328.25	33.5%	58.75	6.0%	5%	False	True	3,308,831
40	1,307.25	963.00	344.25	35.1%	41.50	4.2%	5%	False	True	1,668,281
60	1,315.25	963.00	352.25	35.9%	36.00	3.7%	5%	False	True	1,113,467
80	1,354.75	963.00	391.75	39.9%	33.25	3.4%	5%	False	True	835,817
100	1,421.75	963.00	458.75	46.8%	30.00	3.0%	4%	False	True	668,711
120	1,443.50	963.00	480.50	49.0%	26.50	2.7%	4%	False	True	557,264

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	False
Bear Hook	False
Bull Hook	False
Stretch	12.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,393.50
2.618	1,259.75
1.618	1,177.75
1.000	1,127.00
0.618	1,095.75
HIGH	1,045.00
0.618	1,013.75
0.500	1,004.00
0.382	994.25
LOW	963.00
0.618	912.25
1.000	881.00
1.618	830.25
2.618	748.25
4.250	614.50

Fisher Pivots for day following 08-Oct-2008
Pivot	1 day	3 day
R1	1,004.00	1,033.50
PP	996.25	1,016.00
S1	988.75	998.50

Download as Excel Spreadsheet

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

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