E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 1,249.25 1,282.75 33.50 2.7% 1,255.25
High 1,284.50 1,291.75 7.25 0.6% 1,290.00
Low 1,247.25 1,275.25 28.00 2.2% 1,231.50
Close 1,283.00 1,287.75 4.75 0.4% 1,260.25
Range 37.25 16.50 -20.75 -55.7% 58.50
ATR 26.25 25.56 -0.70 -2.7% 0.00
Volume 1,521,764 2,002,327 480,563 31.6% 10,008,327
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,334.50 1,327.50 1,296.75
R3 1,318.00 1,311.00 1,292.25
R2 1,301.50 1,301.50 1,290.75
R1 1,294.50 1,294.50 1,289.25 1,298.00
PP 1,285.00 1,285.00 1,285.00 1,286.50
S1 1,278.00 1,278.00 1,286.25 1,281.50
S2 1,268.50 1,268.50 1,284.75
S3 1,252.00 1,261.50 1,283.25
S4 1,235.50 1,245.00 1,278.75
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,436.00 1,406.75 1,292.50
R3 1,377.50 1,348.25 1,276.25
R2 1,319.00 1,319.00 1,271.00
R1 1,289.75 1,289.75 1,265.50 1,304.50
PP 1,260.50 1,260.50 1,260.50 1,268.00
S1 1,231.25 1,231.25 1,255.00 1,246.00
S2 1,202.00 1,202.00 1,249.50
S3 1,143.50 1,172.75 1,244.25
S4 1,085.00 1,114.25 1,228.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,291.75 1,246.25 45.50 3.5% 23.50 1.8% 91% True False 2,012,873
10 1,291.75 1,231.50 60.25 4.7% 25.00 1.9% 93% True False 1,950,889
20 1,291.75 1,200.75 91.00 7.1% 26.50 2.1% 96% True False 2,293,314
40 1,372.00 1,200.75 171.25 13.3% 25.75 2.0% 51% False False 2,159,195
60 1,442.25 1,200.75 241.50 18.8% 24.00 1.9% 36% False False 1,445,989
80 1,442.25 1,200.75 241.50 18.8% 23.00 1.8% 36% False False 1,085,571
100 1,442.25 1,200.75 241.50 18.8% 23.00 1.8% 36% False False 868,939
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,362.00
2.618 1,335.00
1.618 1,318.50
1.000 1,308.25
0.618 1,302.00
HIGH 1,291.75
0.618 1,285.50
0.500 1,283.50
0.382 1,281.50
LOW 1,275.25
0.618 1,265.00
1.000 1,258.75
1.618 1,248.50
2.618 1,232.00
4.250 1,205.00
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 1,286.25 1,281.50
PP 1,285.00 1,275.25
S1 1,283.50 1,269.00

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

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