E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 26-Nov-2008

Day Change Summary
	Previous	Current
	25-Nov-2008	26-Nov-2008	Change	Change %	Previous Week
Open	847.25	853.00	5.75	0.7%	862.00
High	874.00	887.75	13.75	1.6%	881.75
Low	833.50	829.50	-4.00	-0.5%	739.00
Close	853.25	886.25	33.00	3.9%	792.00
Range	40.50	58.25	17.75	43.8%	142.75
ATR	61.13	60.92	-0.21	-0.3%	0.00
Volume	3,413,398	3,116,154	-297,244	-8.7%	17,350,681

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,042.50	1,022.75	918.25
R3	984.25	964.50	902.25
R2	926.00	926.00	897.00
R1	906.25	906.25	891.50	916.00
PP	867.75	867.75	867.75	872.75
S1	848.00	848.00	881.00	858.00
S2	809.50	809.50	875.50
S3	751.25	789.75	870.25
S4	693.00	731.50	854.25

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	887.75	739.00	148.75	16.8%	64.25	7.2%	99%	True	False	3,741,978
10	918.00	739.00	179.00	20.2%	61.50	7.0%	82%	False	False	3,560,991
20	1,008.50	739.00	269.50	30.4%	54.50	6.2%	55%	False	False	3,107,246
40	1,174.00	739.00	435.00	49.1%	68.50	7.7%	34%	False	False	3,433,708
60	1,291.25	739.00	552.25	62.3%	62.00	7.0%	27%	False	False	3,111,922
80	1,315.25	739.00	576.25	65.0%	52.00	5.9%	26%	False	False	2,336,139
100	1,315.25	739.00	576.25	65.0%	47.00	5.3%	26%	False	False	1,869,692
120	1,371.75	739.00	632.75	71.4%	42.75	4.8%	23%	False	False	1,558,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,135.25
2.618	1,040.25
1.618	982.00
1.000	946.00
0.618	923.75
HIGH	887.75
0.618	865.50
0.500	858.50
0.382	851.75
LOW	829.50
0.618	793.50
1.000	771.25
1.618	735.25
2.618	677.00
4.250	582.00

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	877.00	869.25
PP	867.75	852.50
S1	858.50	835.50

Download as Excel Spreadsheet

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

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