E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	913.50	909.50	-4.00	-0.4%	1,103.75
High	943.00	1,017.50	74.50	7.9%	1,104.00
Low	837.00	909.25	72.25	8.6%	837.00
Close	891.00	1,016.75	125.75	14.1%	891.00
Range	106.00	108.25	2.25	2.1%	267.00
ATR	61.94	66.55	4.61	7.4%	0.00
Volume	4,171,147	5,899,056	1,727,909	41.4%	21,448,426

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,306.00	1,269.50	1,076.25
R3	1,197.75	1,161.25	1,046.50
R2	1,089.50	1,089.50	1,036.50
R1	1,053.00	1,053.00	1,026.75	1,071.25
PP	981.25	981.25	981.25	990.25
S1	944.75	944.75	1,006.75	963.00
S2	873.00	873.00	997.00
S3	764.75	836.50	987.00
S4	656.50	728.25	957.25

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,745.00	1,585.00	1,037.75
R3	1,478.00	1,318.00	964.50
R2	1,211.00	1,211.00	940.00
R1	1,051.00	1,051.00	915.50	997.50
PP	944.00	944.00	944.00	917.25
S1	784.00	784.00	866.50	730.50
S2	677.00	677.00	842.00
S3	410.00	517.00	817.50
S4	143.00	250.00	744.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,078.00	837.00	241.00	23.7%	95.75	9.4%	75%	False	False	4,831,117
10	1,175.75	837.00	338.75	33.3%	78.50	7.7%	53%	False	False	3,946,965
20	1,291.25	837.00	454.25	44.7%	69.00	6.8%	40%	False	False	3,833,194
40	1,307.25	837.00	470.25	46.3%	48.25	4.7%	38%	False	False	2,052,616
60	1,315.25	837.00	478.25	47.0%	39.75	3.9%	38%	False	False	1,369,606
80	1,340.25	837.00	503.25	49.5%	36.75	3.6%	36%	False	False	1,028,109
100	1,410.25	837.00	573.25	56.4%	32.50	3.2%	31%	False	False	822,549
120	1,443.50	837.00	606.50	59.7%	28.75	2.8%	30%	False	False	685,464

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	16.35
Widest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	1,477.50
2.618	1,301.00
1.618	1,192.75
1.000	1,125.75
0.618	1,084.50
HIGH	1,017.50
0.618	976.25
0.500	963.50
0.382	950.50
LOW	909.25
0.618	842.25
1.000	801.00
1.618	734.00
2.618	625.75
4.250	449.25

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	999.00	987.00
PP	981.25	957.00
S1	963.50	927.25

Download as Excel Spreadsheet

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

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