E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	810.50	749.75	-60.75	-7.5%	862.00
High	820.75	802.25	-18.50	-2.3%	881.75
Low	745.00	739.00	-6.00	-0.8%	739.00
Close	748.25	792.00	43.75	5.8%	792.00
Range	75.75	63.25	-12.50	-16.5%	142.75
ATR	60.99	61.15	0.16	0.3%	0.00
Volume	3,430,032	4,471,459	1,041,427	30.4%	17,350,681

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	967.50	943.00	826.75
R3	904.25	879.75	809.50
R2	841.00	841.00	803.50
R1	816.50	816.50	797.75	828.75
PP	777.75	777.75	777.75	784.00
S1	753.25	753.25	786.25	765.50
S2	714.50	714.50	780.50
S3	651.25	690.00	774.50
S4	588.00	626.75	757.25

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,232.50	1,155.00	870.50
R3	1,089.75	1,012.25	831.25
R2	947.00	947.00	818.25
R1	869.50	869.50	805.00	837.00
PP	804.25	804.25	804.25	788.00
S1	726.75	726.75	779.00	694.00
S2	661.50	661.50	765.75
S3	518.75	584.00	752.75
S4	376.00	441.25	713.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	881.75	739.00	142.75	18.0%	56.00	7.1%	37%	False	True	3,470,136
10	962.50	739.00	223.50	28.2%	59.75	7.6%	24%	False	True	3,230,971
20	1,008.50	739.00	269.50	34.0%	57.50	7.3%	20%	False	True	3,067,349
40	1,221.25	739.00	482.25	60.9%	69.00	8.7%	11%	False	True	3,391,074
60	1,305.25	739.00	566.25	71.5%	60.00	7.6%	9%	False	True	2,932,553
80	1,315.25	739.00	576.25	72.8%	50.50	6.4%	9%	False	True	2,201,161
100	1,315.25	739.00	576.25	72.8%	46.00	5.8%	9%	False	True	1,761,656
120	1,410.25	739.00	671.25	84.8%	42.00	5.3%	8%	False	True	1,468,327

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	14.95
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,071.00
2.618	967.75
1.618	904.50
1.000	865.50
0.618	841.25
HIGH	802.25
0.618	778.00
0.500	770.50
0.382	763.25
LOW	739.00
0.618	700.00
1.000	675.75
1.618	636.75
2.618	573.50
4.250	470.25

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	785.00	802.50
PP	777.75	799.00
S1	770.50	795.50

Download as Excel Spreadsheet

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

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