E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	850.75	865.25	14.50	1.7%	941.00
High	869.00	866.00	-3.00	-0.3%	962.50
Low	824.75	804.25	-20.50	-2.5%	816.75
Close	866.50	812.50	-54.00	-6.2%	861.50
Range	44.25	61.75	17.50	39.5%	145.75
ATR	59.67	59.85	0.18	0.3%	0.00
Volume	2,799,233	3,277,728	478,495	17.1%	14,959,031

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,012.75	974.50	846.50
R3	951.00	912.75	829.50
R2	889.25	889.25	823.75
R1	851.00	851.00	818.25	839.25
PP	827.50	827.50	827.50	821.75
S1	789.25	789.25	806.75	777.50
S2	765.75	765.75	801.25
S3	704.00	727.50	795.50
S4	642.25	665.75	778.50

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	804.25	113.75	14.0%	59.00	7.3%	7%	False	True	3,380,004
10	962.50	804.25	158.25	19.5%	55.75	6.9%	5%	False	True	3,065,833
20	1,008.50	804.25	204.25	25.1%	57.75	7.1%	4%	False	True	3,039,618
40	1,224.75	804.25	420.50	51.8%	67.50	8.3%	2%	False	True	3,322,120
60	1,305.25	804.25	501.00	61.7%	58.50	7.2%	2%	False	True	2,801,920
80	1,315.25	804.25	511.00	62.9%	49.50	6.1%	2%	False	True	2,102,467
100	1,315.25	804.25	511.00	62.9%	45.00	5.6%	2%	False	True	1,682,730
120	1,410.25	804.25	606.00	74.6%	41.00	5.1%	1%	False	True	1,402,485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	13.15
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,128.50
2.618	1,027.75
1.618	966.00
1.000	927.75
0.618	904.25
HIGH	866.00
0.618	842.50
0.500	835.00
0.382	827.75
LOW	804.25
0.618	766.00
1.000	742.50
1.618	704.25
2.618	642.50
4.250	541.75

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	835.00	843.00
PP	827.50	832.75
S1	820.00	822.75

Download as Excel Spreadsheet

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

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