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

Download as Excel Spreadsheet

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

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