E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 1,285.00 1,281.75 -3.25 -0.3% 1,320.75
High 1,291.75 1,292.00 0.25 0.0% 1,337.75
Low 1,272.75 1,275.25 2.50 0.2% 1,272.75
Close 1,280.00 1,281.00 1.00 0.1% 1,280.00
Range 19.00 16.75 -2.25 -11.8% 65.00
ATR 22.46 22.05 -0.41 -1.8% 0.00
Volume 2,644,046 2,338,736 -305,310 -11.5% 10,604,676
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,333.00 1,323.75 1,290.25
R3 1,316.25 1,307.00 1,285.50
R2 1,299.50 1,299.50 1,284.00
R1 1,290.25 1,290.25 1,282.50 1,286.50
PP 1,282.75 1,282.75 1,282.75 1,281.00
S1 1,273.50 1,273.50 1,279.50 1,269.75
S2 1,266.00 1,266.00 1,278.00
S3 1,249.25 1,256.75 1,276.50
S4 1,232.50 1,240.00 1,271.75
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,491.75 1,451.00 1,315.75
R3 1,426.75 1,386.00 1,298.00
R2 1,361.75 1,361.75 1,292.00
R1 1,321.00 1,321.00 1,286.00 1,309.00
PP 1,296.75 1,296.75 1,296.75 1,290.75
S1 1,256.00 1,256.00 1,274.00 1,244.00
S2 1,231.75 1,231.75 1,268.00
S3 1,166.75 1,191.00 1,262.00
S4 1,101.75 1,126.00 1,244.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,337.75 1,272.75 65.00 5.1% 24.25 1.9% 13% False False 2,124,087
10 1,372.00 1,272.75 99.25 7.7% 22.00 1.7% 8% False False 2,132,060
20 1,414.00 1,272.75 141.25 11.0% 23.75 1.9% 6% False False 1,290,056
40 1,442.25 1,272.75 169.50 13.2% 21.00 1.6% 5% False False 648,482
60 1,442.25 1,272.75 169.50 13.2% 20.50 1.6% 5% False False 433,541
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.78
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,363.25
2.618 1,335.75
1.618 1,319.00
1.000 1,308.75
0.618 1,302.25
HIGH 1,292.00
0.618 1,285.50
0.500 1,283.50
0.382 1,281.75
LOW 1,275.25
0.618 1,265.00
1.000 1,258.50
1.618 1,248.25
2.618 1,231.50
4.250 1,204.00
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 1,283.50 1,297.50
PP 1,282.75 1,292.00
S1 1,282.00 1,286.50

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

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