E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 28-Oct-2008

Day Change Summary
	Previous	Current
	27-Oct-2008	28-Oct-2008	Change	Change %	Previous Week
Open	864.25	836.50	-27.75	-3.2%	937.50
High	894.00	942.75	48.75	5.5%	992.75
Low	825.00	827.25	2.25	0.3%	840.25
Close	834.75	938.75	104.00	12.5%	866.00
Range	69.00	115.50	46.50	67.4%	152.50
ATR	72.01	75.12	3.11	4.3%	0.00
Volume	3,315,060	2,926,986	-388,074	-11.7%	16,242,050

Daily Pivots for day following 28-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,249.50	1,209.50	1,002.25
R3	1,134.00	1,094.00	970.50
R2	1,018.50	1,018.50	960.00
R1	978.50	978.50	949.25	998.50
PP	903.00	903.00	903.00	913.00
S1	863.00	863.00	928.25	883.00
S2	787.50	787.50	917.50
S3	672.00	747.50	907.00
S4	556.50	632.00	875.25

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,357.25	1,264.00	950.00
R3	1,204.75	1,111.50	908.00
R2	1,052.25	1,052.25	894.00
R1	959.00	959.00	880.00	929.50
PP	899.75	899.75	899.75	884.75
S1	806.50	806.50	852.00	777.00
S2	747.25	747.25	838.00
S3	594.75	654.00	824.00
S4	442.25	501.50	782.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	969.25	825.00	144.25	15.4%	85.00	9.1%	79%	False	False	3,245,491
10	1,008.50	825.00	183.50	19.5%	81.00	8.6%	62%	False	False	3,548,420
20	1,174.00	825.00	349.00	37.2%	81.25	8.6%	33%	False	False	3,718,222
40	1,291.25	825.00	466.25	49.7%	64.75	6.9%	24%	False	False	3,020,551
60	1,315.25	825.00	490.25	52.2%	50.75	5.4%	23%	False	False	2,016,329
80	1,315.25	825.00	490.25	52.2%	44.75	4.8%	23%	False	False	1,513,226
100	1,371.75	825.00	546.75	58.2%	40.00	4.3%	21%	False	False	1,210,934
120	1,443.50	825.00	618.50	65.9%	35.50	3.8%	18%	False	False	1,009,150

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	15.90
Widest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	1,433.50
2.618	1,245.25
1.618	1,129.75
1.000	1,058.25
0.618	1,014.25
HIGH	942.75
0.618	898.75
0.500	885.00
0.382	871.25
LOW	827.25
0.618	755.75
1.000	711.75
1.618	640.25
2.618	524.75
4.250	336.50

Fisher Pivots for day following 28-Oct-2008
Pivot	1 day	3 day
R1	920.75	920.50
PP	903.00	902.25
S1	885.00	884.00

Download as Excel Spreadsheet

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

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