E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 1,252.00 1,235.00 -17.00 -1.4% 1,258.50
High 1,259.25 1,239.25 -20.00 -1.6% 1,283.75
Low 1,234.50 1,195.50 -39.00 -3.2% 1,212.25
Close 1,258.50 1,196.00 -62.50 -5.0% 1,258.50
Range 24.75 43.75 19.00 76.8% 71.50
ATR 27.70 30.22 2.52 9.1% 0.00
Volume 2,082,338 2,558,755 476,417 22.9% 2,664,037
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,341.50 1,312.50 1,220.00
R3 1,297.75 1,268.75 1,208.00
R2 1,254.00 1,254.00 1,204.00
R1 1,225.00 1,225.00 1,200.00 1,217.50
PP 1,210.25 1,210.25 1,210.25 1,206.50
S1 1,181.25 1,181.25 1,192.00 1,174.00
S2 1,166.50 1,166.50 1,188.00
S3 1,122.75 1,137.50 1,184.00
S4 1,079.00 1,093.75 1,172.00
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,466.00 1,433.75 1,297.75
R3 1,394.50 1,362.25 1,278.25
R2 1,323.00 1,323.00 1,271.50
R1 1,290.75 1,290.75 1,265.00 1,294.25
PP 1,251.50 1,251.50 1,251.50 1,253.25
S1 1,219.25 1,219.25 1,252.00 1,222.75
S2 1,180.00 1,180.00 1,245.50
S3 1,108.50 1,147.75 1,238.75
S4 1,037.00 1,076.25 1,219.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,276.25 1,195.50 80.75 6.8% 37.25 3.1% 1% False True 1,032,990
10 1,305.25 1,195.50 109.75 9.2% 34.00 2.8% 0% False True 532,567
20 1,307.25 1,195.50 111.75 9.3% 27.25 2.3% 0% False True 272,038
40 1,315.25 1,195.50 119.75 10.0% 25.25 2.1% 0% False True 137,813
60 1,340.25 1,195.50 144.75 12.1% 25.75 2.2% 0% False True 93,081
80 1,410.25 1,195.50 214.75 18.0% 23.50 2.0% 0% False True 69,887
100 1,443.50 1,195.50 248.00 20.7% 20.75 1.7% 0% False True 55,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,425.25
2.618 1,353.75
1.618 1,310.00
1.000 1,283.00
0.618 1,266.25
HIGH 1,239.25
0.618 1,222.50
0.500 1,217.50
0.382 1,212.25
LOW 1,195.50
0.618 1,168.50
1.000 1,151.75
1.618 1,124.75
2.618 1,081.00
4.250 1,009.50
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 1,217.50 1,227.50
PP 1,210.25 1,217.00
S1 1,203.00 1,206.50

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

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