E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1,282.75 1,298.25 15.50 1.2% 1,294.00
High 1,301.75 1,299.25 -2.50 -0.2% 1,301.75
Low 1,277.50 1,283.50 6.00 0.5% 1,264.00
Close 1,299.75 1,284.25 -15.50 -1.2% 1,284.25
Range 24.25 15.75 -8.50 -35.1% 37.75
ATR 22.39 21.95 -0.44 -2.0% 0.00
Volume 25,571 15,841 -9,730 -38.1% 89,183
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,336.25 1,326.00 1,293.00
R3 1,320.50 1,310.25 1,288.50
R2 1,304.75 1,304.75 1,287.25
R1 1,294.50 1,294.50 1,285.75 1,291.75
PP 1,289.00 1,289.00 1,289.00 1,287.50
S1 1,278.75 1,278.75 1,282.75 1,276.00
S2 1,273.25 1,273.25 1,281.25
S3 1,257.50 1,263.00 1,280.00
S4 1,241.75 1,247.25 1,275.50
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,396.50 1,378.25 1,305.00
R3 1,358.75 1,340.50 1,294.75
R2 1,321.00 1,321.00 1,291.25
R1 1,302.75 1,302.75 1,287.75 1,293.00
PP 1,283.25 1,283.25 1,283.25 1,278.50
S1 1,265.00 1,265.00 1,280.75 1,255.25
S2 1,245.50 1,245.50 1,277.25
S3 1,207.75 1,227.25 1,273.75
S4 1,170.00 1,189.50 1,263.50
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% 20.00 1.6% 54% False False 17,836
10 1,307.25 1,262.25 45.00 3.5% 20.75 1.6% 49% False False 11,509
20 1,315.25 1,248.00 67.25 5.2% 22.00 1.7% 54% False False 7,570
40 1,315.25 1,202.00 113.25 8.8% 24.75 1.9% 73% False False 5,673
60 1,374.00 1,202.00 172.00 13.4% 23.25 1.8% 48% False False 4,350
80 1,443.50 1,202.00 241.50 18.8% 20.75 1.6% 34% False False 3,320
100 1,443.50 1,202.00 241.50 18.8% 18.50 1.4% 34% False False 2,662
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,366.25
2.618 1,340.50
1.618 1,324.75
1.000 1,315.00
0.618 1,309.00
HIGH 1,299.25
0.618 1,293.25
0.500 1,291.50
0.382 1,289.50
LOW 1,283.50
0.618 1,273.75
1.000 1,267.75
1.618 1,258.00
2.618 1,242.25
4.250 1,216.50
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1,291.50 1,284.50
PP 1,289.00 1,284.50
S1 1,286.50 1,284.50

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

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