E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	862.00	850.75	-11.25	-1.3%	941.00
High	881.75	869.00	-12.75	-1.4%	962.50
Low	847.00	824.75	-22.25	-2.6%	816.75
Close	851.00	866.50	15.50	1.8%	861.50
Range	34.75	44.25	9.50	27.3%	145.75
ATR	60.86	59.67	-1.19	-1.9%	0.00
Volume	3,372,229	2,799,233	-572,996	-17.0%	14,959,031

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	986.25	970.50	890.75
R3	942.00	926.25	878.75
R2	897.75	897.75	874.50
R1	882.00	882.00	870.50	890.00
PP	853.50	853.50	853.50	857.25
S1	837.75	837.75	862.50	845.50
S2	809.25	809.25	858.50
S3	765.00	793.50	854.25
S4	720.75	749.25	842.25

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	918.00	816.75	101.25	11.7%	59.25	6.8%	49%	False	False	3,260,277
10	1,008.50	816.75	191.75	22.1%	55.75	6.4%	26%	False	False	2,970,700
20	1,008.50	816.75	191.75	22.1%	59.50	6.9%	26%	False	False	3,007,658
40	1,224.75	816.75	408.00	47.1%	66.75	7.7%	12%	False	False	3,317,630
60	1,305.25	816.75	488.50	56.4%	57.75	6.7%	10%	False	False	2,747,357
80	1,315.25	816.75	498.50	57.5%	49.00	5.7%	10%	False	False	2,061,525
100	1,315.25	816.75	498.50	57.5%	44.75	5.2%	10%	False	False	1,649,965
120	1,410.25	816.75	593.50	68.5%	40.75	4.7%	8%	False	False	1,375,191

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,057.00
2.618	984.75
1.618	940.50
1.000	913.25
0.618	896.25
HIGH	869.00
0.618	852.00
0.500	847.00
0.382	841.75
LOW	824.75
0.618	797.50
1.000	780.50
1.618	753.25
2.618	709.00
4.250	636.75

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	860.00	871.50
PP	853.50	869.75
S1	847.00	868.00

Download as Excel Spreadsheet

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

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