E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 854.00 907.50 53.50 6.3% 941.00
High 913.75 918.00 4.25 0.5% 962.50
Low 816.75 860.25 43.50 5.3% 816.75
Close 907.75 861.50 -46.25 -5.1% 861.50
Range 97.00 57.75 -39.25 -40.5% 145.75
ATR 63.26 62.86 -0.39 -0.6% 0.00
Volume 3,001,549 4,449,284 1,447,735 48.2% 14,959,031
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,053.25 1,015.00 893.25
R3 995.50 957.25 877.50
R2 937.75 937.75 872.00
R1 899.50 899.50 866.75 889.75
PP 880.00 880.00 880.00 875.00
S1 841.75 841.75 856.25 832.00
S2 822.25 822.25 851.00
S3 764.50 784.00 845.50
S4 706.75 726.25 829.75
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,317.50 1,235.25 941.75
R3 1,171.75 1,089.50 901.50
R2 1,026.00 1,026.00 888.25
R1 943.75 943.75 874.75 912.00
PP 880.25 880.25 880.25 864.50
S1 798.00 798.00 848.25 766.25
S2 734.50 734.50 834.75
S3 588.75 652.25 821.50
S4 443.00 506.50 781.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 962.50 816.75 145.75 16.9% 63.75 7.4% 31% False False 2,991,806
10 1,008.50 816.75 191.75 22.3% 54.25 6.3% 23% False False 2,781,535
20 1,008.50 816.75 191.75 22.3% 61.00 7.1% 23% False False 3,011,917
40 1,250.25 816.75 433.50 50.3% 66.75 7.7% 10% False False 3,332,502
60 1,305.25 816.75 488.50 56.7% 57.25 6.6% 9% False False 2,644,716
80 1,315.25 816.75 498.50 57.9% 48.50 5.6% 9% False False 1,984,461
100 1,315.25 816.75 498.50 57.9% 44.25 5.1% 9% False False 1,588,340
120 1,410.25 816.75 593.50 68.9% 40.25 4.7% 8% False False 1,323,765
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 11.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,163.50
2.618 1,069.25
1.618 1,011.50
1.000 975.75
0.618 953.75
HIGH 918.00
0.618 896.00
0.500 889.00
0.382 882.25
LOW 860.25
0.618 824.50
1.000 802.50
1.618 766.75
2.618 709.00
4.250 614.75
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 889.00 867.50
PP 880.00 865.50
S1 870.75 863.50

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

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