E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 16-Dec-2008

Day Change Summary
	Previous	Current
	15-Dec-2008	16-Dec-2008	Change	Change %	Previous Week
Open	883.50	873.50	-10.00	-1.1%	872.25
High	894.00	916.00	22.00	2.5%	919.25
Low	857.25	869.50	12.25	1.4%	829.00
Close	873.25	913.50	40.25	4.6%	886.00
Range	36.75	46.50	9.75	26.5%	90.25
ATR	50.96	50.65	-0.32	-0.6%	0.00
Volume	1,220,089	846,057	-374,032	-30.7%	12,779,217

Daily Pivots for day following 16-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,039.25	1,022.75	939.00
R3	992.75	976.25	926.25
R2	946.25	946.25	922.00
R1	929.75	929.75	917.75	938.00
PP	899.75	899.75	899.75	903.75
S1	883.25	883.25	909.25	891.50
S2	853.25	853.25	905.00
S3	806.75	836.75	900.75
S4	760.25	790.25	888.00

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,148.75	1,107.75	935.75
R3	1,058.50	1,017.50	910.75
R2	968.25	968.25	902.50
R1	927.25	927.25	894.25	947.75
PP	878.00	878.00	878.00	888.50
S1	837.00	837.00	877.75	857.50
S2	787.75	787.75	869.50
S3	697.50	746.75	861.25
S4	607.25	656.50	836.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	916.00	829.00	87.00	9.5%	40.50	4.4%	97%	True	False	1,795,505
10	919.25	817.00	102.25	11.2%	44.00	4.8%	94%	False	False	2,425,409
20	919.25	739.00	180.25	19.7%	50.50	5.5%	97%	False	False	2,736,929
40	1,008.50	739.00	269.50	29.5%	55.00	6.0%	65%	False	False	2,863,212
60	1,224.75	739.00	485.75	53.2%	61.25	6.7%	36%	False	False	3,123,391
80	1,305.25	739.00	566.25	62.0%	55.75	6.1%	31%	False	False	2,709,833
100	1,315.25	739.00	576.25	63.1%	49.25	5.4%	30%	False	False	2,168,640
120	1,315.25	739.00	576.25	63.1%	45.50	5.0%	30%	False	False	1,807,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	11.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,113.50
2.618	1,037.75
1.618	991.25
1.000	962.50
0.618	944.75
HIGH	916.00
0.618	898.25
0.500	892.75
0.382	887.25
LOW	869.50
0.618	840.75
1.000	823.00
1.618	794.25
2.618	747.75
4.250	672.00

Fisher Pivots for day following 16-Dec-2008
Pivot	1 day	3 day
R1	906.50	899.75
PP	899.75	886.25
S1	892.75	872.50

Download as Excel Spreadsheet

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

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