E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 1,297.00 1,282.00 -15.00 -1.2% 1,291.00
High 1,298.00 1,303.50 5.50 0.4% 1,300.00
Low 1,281.50 1,271.50 -10.00 -0.8% 1,262.50
Close 1,282.50 1,276.50 -6.00 -0.5% 1,282.50
Range 16.50 32.00 15.50 93.9% 37.50
ATR 22.60 23.27 0.67 3.0% 0.00
Volume 1,513,592 1,353,013 -160,579 -10.6% 7,431,691
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,379.75 1,360.25 1,294.00
R3 1,347.75 1,328.25 1,285.25
R2 1,315.75 1,315.75 1,282.25
R1 1,296.25 1,296.25 1,279.50 1,290.00
PP 1,283.75 1,283.75 1,283.75 1,280.75
S1 1,264.25 1,264.25 1,273.50 1,258.00
S2 1,251.75 1,251.75 1,270.75
S3 1,219.75 1,232.25 1,267.75
S4 1,187.75 1,200.25 1,259.00
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,394.25 1,375.75 1,303.00
R3 1,356.75 1,338.25 1,292.75
R2 1,319.25 1,319.25 1,289.50
R1 1,300.75 1,300.75 1,286.00 1,291.25
PP 1,281.75 1,281.75 1,281.75 1,277.00
S1 1,263.25 1,263.25 1,279.00 1,253.75
S2 1,244.25 1,244.25 1,275.50
S3 1,206.75 1,225.75 1,272.25
S4 1,169.25 1,188.25 1,262.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,303.50 1,262.50 41.00 3.2% 21.25 1.7% 34% True False 1,480,912
10 1,303.50 1,260.50 43.00 3.4% 21.25 1.7% 37% True False 1,556,700
20 1,313.50 1,247.25 66.25 5.2% 23.25 1.8% 44% False False 1,718,826
40 1,313.50 1,200.75 112.75 8.8% 25.50 2.0% 67% False False 2,051,281
60 1,373.25 1,200.75 172.50 13.5% 24.75 1.9% 44% False False 1,956,192
80 1,442.25 1,200.75 241.50 18.9% 23.50 1.8% 31% False False 1,470,232
100 1,442.25 1,200.75 241.50 18.9% 22.75 1.8% 31% False False 1,177,012
120 1,442.25 1,200.75 241.50 18.9% 23.50 1.8% 31% False False 981,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.95
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,439.50
2.618 1,387.25
1.618 1,355.25
1.000 1,335.50
0.618 1,323.25
HIGH 1,303.50
0.618 1,291.25
0.500 1,287.50
0.382 1,283.75
LOW 1,271.50
0.618 1,251.75
1.000 1,239.50
1.618 1,219.75
2.618 1,187.75
4.250 1,135.50
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 1,287.50 1,287.50
PP 1,283.75 1,283.75
S1 1,280.25 1,280.25

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

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