E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	927.75	959.75	32.00	3.4%	864.25
High	968.50	984.00	15.50	1.6%	984.00
Low	926.75	940.00	13.25	1.4%	825.00
Close	961.50	967.25	5.75	0.6%	967.25
Range	41.75	44.00	2.25	5.4%	159.00
ATR	71.53	69.57	-1.97	-2.7%	0.00
Volume	3,240,110	2,930,383	-309,727	-9.6%	16,180,953

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,095.75	1,075.50	991.50
R3	1,051.75	1,031.50	979.25
R2	1,007.75	1,007.75	975.25
R1	987.50	987.50	971.25	997.50
PP	963.75	963.75	963.75	968.75
S1	943.50	943.50	963.25	953.50
S2	919.75	919.75	959.25
S3	875.75	899.50	955.25
S4	831.75	855.50	943.00

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,402.50	1,343.75	1,054.75
R3	1,243.50	1,184.75	1,011.00
R2	1,084.50	1,084.50	996.50
R1	1,025.75	1,025.75	981.75	1,055.00
PP	925.50	925.50	925.50	940.00
S1	866.75	866.75	952.75	896.00
S2	766.50	766.50	938.00
S3	607.50	707.75	923.50
S4	448.50	548.75	879.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	984.00	825.00	159.00	16.4%	65.50	6.8%	89%	True	False	3,236,190
10	992.75	825.00	167.75	17.3%	67.75	7.0%	85%	False	False	3,242,300
20	1,104.00	825.00	279.00	28.8%	81.00	8.4%	51%	False	False	3,806,463
40	1,291.25	825.00	466.25	48.2%	66.25	6.8%	31%	False	False	3,266,711
60	1,315.25	825.00	490.25	50.7%	51.75	5.4%	29%	False	False	2,181,841
80	1,315.25	825.00	490.25	50.7%	45.50	4.7%	29%	False	False	1,637,396
100	1,371.75	825.00	546.75	56.5%	40.75	4.2%	26%	False	False	1,310,313
120	1,443.50	825.00	618.50	63.9%	36.50	3.8%	23%	False	False	1,091,974

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,171.00
2.618	1,099.25
1.618	1,055.25
1.000	1,028.00
0.618	1,011.25
HIGH	984.00
0.618	967.25
0.500	962.00
0.382	956.75
LOW	940.00
0.618	912.75
1.000	896.00
1.618	868.75
2.618	824.75
4.250	753.00

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	965.50	961.25
PP	963.75	955.25
S1	962.00	949.00

Download as Excel Spreadsheet

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

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