E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	1,004.00	981.25	-22.75	-2.3%	1,220.00
High	1,045.00	1,010.00	-35.00	-3.3%	1,221.25
Low	963.00	905.50	-57.50	-6.0%	1,102.50
Close	981.00	912.50	-68.50	-7.0%	1,108.25
Range	82.00	104.50	22.50	27.4%	118.75
ATR	55.02	58.55	3.53	6.4%	0.00
Volume	4,296,292	5,313,795	1,017,503	23.7%	14,347,696

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,256.25	1,188.75	970.00
R3	1,151.75	1,084.25	941.25
R2	1,047.25	1,047.25	931.75
R1	979.75	979.75	922.00	961.25
PP	942.75	942.75	942.75	933.50
S1	875.25	875.25	903.00	856.75
S2	838.25	838.25	893.25
S3	733.75	770.75	883.75
S4	629.25	666.25	855.00

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	1,161.00	905.50	255.50	28.0%	83.75	9.2%	3%	False	True	4,003,673
10	1,221.25	905.50	315.75	34.6%	71.50	7.8%	2%	False	True	3,436,504
20	1,291.25	905.50	385.75	42.3%	61.75	6.8%	2%	False	True	3,561,738
40	1,307.25	905.50	401.75	44.0%	43.75	4.8%	2%	False	True	1,801,033
60	1,315.25	905.50	409.75	44.9%	37.00	4.1%	2%	False	True	1,201,908
80	1,351.75	905.50	446.25	48.9%	34.50	3.8%	2%	False	True	902,235
100	1,410.25	905.50	504.75	55.3%	30.75	3.4%	1%	False	True	721,848
120	1,443.50	905.50	538.00	59.0%	27.25	3.0%	1%	False	True	601,546

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	14.40
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,454.00
2.618	1,283.50
1.618	1,179.00
1.000	1,114.50
0.618	1,074.50
HIGH	1,010.00
0.618	970.00
0.500	957.75
0.382	945.50
LOW	905.50
0.618	841.00
1.000	801.00
1.618	736.50
2.618	632.00
4.250	461.50

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	957.75	991.75
PP	942.75	965.25
S1	927.50	939.00

Download as Excel Spreadsheet

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

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