E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	749.75	801.00	51.25	6.8%	862.00
High	802.25	866.25	64.00	8.0%	881.75
Low	739.00	783.25	44.25	6.0%	739.00
Close	792.00	848.00	56.00	7.1%	792.00
Range	63.25	83.00	19.75	31.2%	142.75
ATR	61.15	62.71	1.56	2.6%	0.00
Volume	4,471,459	4,278,847	-192,612	-4.3%	17,350,681

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,081.50	1,047.75	893.75
R3	998.50	964.75	870.75
R2	915.50	915.50	863.25
R1	881.75	881.75	855.50	898.50
PP	832.50	832.50	832.50	841.00
S1	798.75	798.75	840.50	815.50
S2	749.50	749.50	832.75
S3	666.50	715.75	825.25
S4	583.50	632.75	802.25

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	869.00	739.00	130.00	15.3%	65.50	7.7%	84%	False	False	3,651,459
10	927.25	739.00	188.25	22.2%	62.50	7.4%	58%	False	False	3,389,029
20	1,008.50	739.00	269.50	31.8%	58.25	6.9%	40%	False	False	3,115,538
40	1,175.75	739.00	436.75	51.5%	68.50	8.1%	25%	False	False	3,442,408
60	1,305.25	739.00	566.25	66.8%	61.25	7.2%	19%	False	False	3,003,603
80	1,315.25	739.00	576.25	68.0%	51.50	6.1%	19%	False	False	2,254,595
100	1,315.25	739.00	576.25	68.0%	46.75	5.5%	19%	False	False	1,804,431
120	1,374.00	739.00	635.00	74.9%	42.25	5.0%	17%	False	False	1,503,977

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.58
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,219.00
2.618	1,083.50
1.618	1,000.50
1.000	949.25
0.618	917.50
HIGH	866.25
0.618	834.50
0.500	824.75
0.382	815.00
LOW	783.25
0.618	732.00
1.000	700.25
1.618	649.00
2.618	566.00
4.250	430.50

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	840.25	833.00
PP	832.50	817.75
S1	824.75	802.50

Download as Excel Spreadsheet

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

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