E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 1,217.75 1,167.00 -50.75 -4.2% 1,258.50
High 1,229.50 1,218.75 -10.75 -0.9% 1,283.75
Low 1,157.00 1,136.25 -20.75 -1.8% 1,212.25
Close 1,163.00 1,203.25 40.25 3.5% 1,258.50
Range 72.50 82.50 10.00 13.8% 71.50
ATR 35.08 38.47 3.39 9.7% 0.00
Volume 4,919,112 5,035,252 116,140 2.4% 2,664,037
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,433.50 1,401.00 1,248.50
R3 1,351.00 1,318.50 1,226.00
R2 1,268.50 1,268.50 1,218.50
R1 1,236.00 1,236.00 1,210.75 1,252.25
PP 1,186.00 1,186.00 1,186.00 1,194.25
S1 1,153.50 1,153.50 1,195.75 1,169.75
S2 1,103.50 1,103.50 1,188.00
S3 1,021.00 1,071.00 1,180.50
S4 938.50 988.50 1,158.00
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 1,136.25 123.00 10.2% 56.25 4.7% 54% False True 3,717,811
10 1,283.75 1,136.25 147.50 12.3% 46.25 3.8% 45% False True 1,921,122
20 1,305.25 1,136.25 169.00 14.0% 34.50 2.9% 40% False True 968,813
40 1,315.25 1,136.25 179.00 14.9% 29.00 2.4% 37% False True 486,249
60 1,322.75 1,136.25 186.50 15.5% 28.50 2.4% 36% False True 325,386
80 1,410.25 1,136.25 274.00 22.8% 25.75 2.1% 24% False True 244,234
100 1,443.50 1,136.25 307.25 25.5% 22.75 1.9% 22% False True 195,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.33
Widest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 1,569.50
2.618 1,434.75
1.618 1,352.25
1.000 1,301.25
0.618 1,269.75
HIGH 1,218.75
0.618 1,187.25
0.500 1,177.50
0.382 1,167.75
LOW 1,136.25
0.618 1,085.25
1.000 1,053.75
1.618 1,002.75
2.618 920.25
4.250 785.50
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 1,194.75 1,196.50
PP 1,186.00 1,189.75
S1 1,177.50 1,183.00

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

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