E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 1,195.50 1,217.75 22.25 1.9% 1,258.50
High 1,221.00 1,229.50 8.50 0.7% 1,283.75
Low 1,163.00 1,157.00 -6.00 -0.5% 1,212.25
Close 1,216.25 1,163.00 -53.25 -4.4% 1,258.50
Range 58.00 72.50 14.50 25.0% 71.50
ATR 32.21 35.08 2.88 8.9% 0.00
Volume 3,993,598 4,919,112 925,514 23.2% 2,664,037
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,400.75 1,354.25 1,203.00
R3 1,328.25 1,281.75 1,183.00
R2 1,255.75 1,255.75 1,176.25
R1 1,209.25 1,209.25 1,169.75 1,196.25
PP 1,183.25 1,183.25 1,183.25 1,176.50
S1 1,136.75 1,136.75 1,156.25 1,123.75
S2 1,110.75 1,110.75 1,149.75
S3 1,038.25 1,064.25 1,143.00
S4 965.75 991.75 1,123.00
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 1,259.25 1,157.00 102.25 8.8% 48.25 4.1% 6% False True 2,761,890
10 1,283.75 1,157.00 126.75 10.9% 42.25 3.6% 5% False True 1,420,794
20 1,305.25 1,157.00 148.25 12.7% 31.25 2.7% 4% False True 717,222
40 1,315.25 1,157.00 158.25 13.6% 27.50 2.4% 4% False True 360,485
60 1,340.25 1,157.00 183.25 15.8% 27.50 2.4% 3% False True 241,589
80 1,410.25 1,157.00 253.25 21.8% 25.00 2.1% 2% False True 181,293
100 1,443.50 1,157.00 286.50 24.6% 22.00 1.9% 2% False True 145,046
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 10.43
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 1,537.50
2.618 1,419.25
1.618 1,346.75
1.000 1,302.00
0.618 1,274.25
HIGH 1,229.50
0.618 1,201.75
0.500 1,193.25
0.382 1,184.75
LOW 1,157.00
0.618 1,112.25
1.000 1,084.50
1.618 1,039.75
2.618 967.25
4.250 849.00
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 1,193.25 1,198.00
PP 1,183.25 1,186.50
S1 1,173.00 1,174.75

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

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