E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 1,213.00 1,188.00 -25.00 -2.1% 1,235.00
High 1,222.75 1,210.25 -12.50 -1.0% 1,291.25
Low 1,185.50 1,180.25 -5.25 -0.4% 1,136.25
Close 1,187.00 1,193.00 6.00 0.5% 1,246.00
Range 37.25 30.00 -7.25 -19.5% 155.00
ATR 41.91 41.06 -0.85 -2.0% 0.00
Volume 2,758,953 3,098,102 339,149 12.3% 22,519,661
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,284.50 1,268.75 1,209.50
R3 1,254.50 1,238.75 1,201.25
R2 1,224.50 1,224.50 1,198.50
R1 1,208.75 1,208.75 1,195.75 1,216.50
PP 1,194.50 1,194.50 1,194.50 1,198.50
S1 1,178.75 1,178.75 1,190.25 1,186.50
S2 1,164.50 1,164.50 1,187.50
S3 1,134.50 1,148.75 1,184.75
S4 1,104.50 1,118.75 1,176.50
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,689.50 1,622.75 1,331.25
R3 1,534.50 1,467.75 1,288.50
R2 1,379.50 1,379.50 1,274.50
R1 1,312.75 1,312.75 1,260.25 1,346.00
PP 1,224.50 1,224.50 1,224.50 1,241.25
S1 1,157.75 1,157.75 1,231.75 1,191.00
S2 1,069.50 1,069.50 1,217.50
S3 914.50 1,002.75 1,203.50
S4 759.50 847.75 1,160.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,291.25 1,136.25 155.00 13.0% 56.75 4.8% 37% False False 4,182,533
10 1,291.25 1,136.25 155.00 13.0% 52.50 4.4% 37% False False 3,472,212
20 1,305.25 1,136.25 169.00 14.2% 40.50 3.4% 34% False False 1,761,521
40 1,315.25 1,136.25 179.00 15.0% 31.50 2.6% 32% False False 882,813
60 1,315.25 1,136.25 179.00 15.0% 30.25 2.5% 32% False False 589,804
80 1,410.25 1,136.25 274.00 23.0% 28.00 2.3% 21% False False 442,667
100 1,443.50 1,136.25 307.25 25.8% 24.25 2.0% 18% False False 354,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 12.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,337.75
2.618 1,288.75
1.618 1,258.75
1.000 1,240.25
0.618 1,228.75
HIGH 1,210.25
0.618 1,198.75
0.500 1,195.25
0.382 1,191.75
LOW 1,180.25
0.618 1,161.75
1.000 1,150.25
1.618 1,131.75
2.618 1,101.75
4.250 1,052.75
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 1,195.25 1,215.25
PP 1,194.50 1,207.75
S1 1,193.75 1,200.50

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

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