E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 20-Nov-2008

Day Change Summary
	Previous	Current
	19-Nov-2008	20-Nov-2008	Change	Change %	Previous Week
Open	865.25	810.50	-54.75	-6.3%	941.00
High	866.00	820.75	-45.25	-5.2%	962.50
Low	804.25	745.00	-59.25	-7.4%	816.75
Close	812.50	748.25	-64.25	-7.9%	861.50
Range	61.75	75.75	14.00	22.7%	145.75
ATR	59.85	60.99	1.14	1.9%	0.00
Volume	3,277,728	3,430,032	152,304	4.6%	14,959,031

Daily Pivots for day following 20-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	998.50	949.25	790.00
R3	922.75	873.50	769.00
R2	847.00	847.00	762.25
R1	797.75	797.75	755.25	784.50
PP	771.25	771.25	771.25	764.75
S1	722.00	722.00	741.25	708.75
S2	695.50	695.50	734.25
S3	619.75	646.25	727.50
S4	544.00	570.50	706.50

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	745.00	173.00	23.1%	54.75	7.3%	2%	False	True	3,465,701
10	962.50	745.00	217.50	29.1%	57.25	7.6%	1%	False	True	3,134,996
20	1,008.50	745.00	263.50	35.2%	58.25	7.8%	1%	False	True	3,046,715
40	1,221.25	745.00	476.25	63.6%	68.25	9.1%	1%	False	True	3,347,790
60	1,305.25	745.00	560.25	74.9%	59.50	7.9%	1%	False	True	2,858,455
80	1,315.25	745.00	570.25	76.2%	50.00	6.7%	1%	False	True	2,145,309
100	1,315.25	745.00	570.25	76.2%	45.50	6.1%	1%	False	True	1,716,967
120	1,410.25	745.00	665.25	88.9%	41.50	5.6%	0%	False	True	1,431,065

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.13
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,142.75
2.618	1,019.00
1.618	943.25
1.000	896.50
0.618	867.50
HIGH	820.75
0.618	791.75
0.500	783.00
0.382	774.00
LOW	745.00
0.618	698.25
1.000	669.25
1.618	622.50
2.618	546.75
4.250	423.00

Fisher Pivots for day following 20-Nov-2008
Pivot	1 day	3 day
R1	783.00	807.00
PP	771.25	787.50
S1	759.75	767.75

Download as Excel Spreadsheet

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

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