E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 1,272.25 1,282.75 10.50 0.8% 1,300.50
High 1,286.50 1,301.75 15.25 1.2% 1,307.25
Low 1,267.50 1,277.50 10.00 0.8% 1,262.25
Close 1,283.50 1,299.75 16.25 1.3% 1,293.75
Range 19.00 24.25 5.25 27.6% 45.00
ATR 22.25 22.39 0.14 0.6% 0.00
Volume 37,957 25,571 -12,386 -32.6% 25,913
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,365.75 1,357.00 1,313.00
R3 1,341.50 1,332.75 1,306.50
R2 1,317.25 1,317.25 1,304.25
R1 1,308.50 1,308.50 1,302.00 1,313.00
PP 1,293.00 1,293.00 1,293.00 1,295.25
S1 1,284.25 1,284.25 1,297.50 1,288.50
S2 1,268.75 1,268.75 1,295.25
S3 1,244.50 1,260.00 1,293.00
S4 1,220.25 1,235.75 1,286.50
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,422.75 1,403.25 1,318.50
R3 1,377.75 1,358.25 1,306.00
R2 1,332.75 1,332.75 1,302.00
R1 1,313.25 1,313.25 1,298.00 1,300.50
PP 1,287.75 1,287.75 1,287.75 1,281.50
S1 1,268.25 1,268.25 1,289.50 1,255.50
S2 1,242.75 1,242.75 1,285.50
S3 1,197.75 1,223.25 1,281.50
S4 1,152.75 1,178.25 1,269.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,301.75 1,264.00 37.75 2.9% 21.25 1.6% 95% True False 16,093
10 1,307.25 1,262.25 45.00 3.5% 20.25 1.6% 83% False False 10,280
20 1,315.25 1,248.00 67.25 5.2% 22.00 1.7% 77% False False 6,986
40 1,315.25 1,202.00 113.25 8.7% 24.75 1.9% 86% False False 5,309
60 1,410.25 1,202.00 208.25 16.0% 23.75 1.8% 47% False False 4,100
80 1,443.50 1,202.00 241.50 18.6% 20.75 1.6% 40% False False 3,128
100 1,443.50 1,202.00 241.50 18.6% 18.25 1.4% 40% False False 2,505
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 True
Bear Hook False
Bull Hook False
Stretch 4.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,404.75
2.618 1,365.25
1.618 1,341.00
1.000 1,326.00
0.618 1,316.75
HIGH 1,301.75
0.618 1,292.50
0.500 1,289.50
0.382 1,286.75
LOW 1,277.50
0.618 1,262.50
1.000 1,253.25
1.618 1,238.25
2.618 1,214.00
4.250 1,174.50
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 1,296.50 1,294.00
PP 1,293.00 1,288.50
S1 1,289.50 1,283.00

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

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