E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 1,192.25 1,212.25 20.00 1.7% 1,244.00
High 1,224.75 1,221.25 -3.50 -0.3% 1,250.25
Low 1,186.00 1,184.75 -1.25 -0.1% 1,180.25
Close 1,213.50 1,214.50 1.00 0.1% 1,214.50
Range 38.75 36.50 -2.25 -5.8% 70.00
ATR 40.90 40.58 -0.31 -0.8% 0.00
Volume 2,403,254 2,740,073 336,819 14.0% 15,007,798
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,316.25 1,302.00 1,234.50
R3 1,279.75 1,265.50 1,224.50
R2 1,243.25 1,243.25 1,221.25
R1 1,229.00 1,229.00 1,217.75 1,236.00
PP 1,206.75 1,206.75 1,206.75 1,210.50
S1 1,192.50 1,192.50 1,211.25 1,199.50
S2 1,170.25 1,170.25 1,207.75
S3 1,133.75 1,156.00 1,204.50
S4 1,097.25 1,119.50 1,194.50
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,425.00 1,389.75 1,253.00
R3 1,355.00 1,319.75 1,233.75
R2 1,285.00 1,285.00 1,227.25
R1 1,249.75 1,249.75 1,221.00 1,232.50
PP 1,215.00 1,215.00 1,215.00 1,206.25
S1 1,179.75 1,179.75 1,208.00 1,162.50
S2 1,145.00 1,145.00 1,201.75
S3 1,075.00 1,109.75 1,195.25
S4 1,005.00 1,039.75 1,176.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,250.25 1,180.25 70.00 5.8% 37.50 3.1% 49% False False 3,001,559
10 1,291.25 1,136.25 155.00 12.8% 53.25 4.4% 50% False False 3,752,745
20 1,305.25 1,136.25 169.00 13.9% 42.25 3.5% 46% False False 2,015,511
40 1,315.25 1,136.25 179.00 14.7% 32.25 2.6% 44% False False 1,011,248
60 1,315.25 1,136.25 179.00 14.7% 30.50 2.5% 44% False False 675,376
80 1,410.25 1,136.25 274.00 22.6% 28.50 2.3% 29% False False 506,953
100 1,443.50 1,136.25 307.25 25.3% 25.00 2.1% 25% False False 405,604
120 1,443.50 1,136.25 307.25 25.3% 22.25 1.8% 25% False False 338,006
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 11.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,376.50
2.618 1,316.75
1.618 1,280.25
1.000 1,257.75
0.618 1,243.75
HIGH 1,221.25
0.618 1,207.25
0.500 1,203.00
0.382 1,198.75
LOW 1,184.75
0.618 1,162.25
1.000 1,148.25
1.618 1,125.75
2.618 1,089.25
4.250 1,029.50
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 1,210.75 1,210.50
PP 1,206.75 1,206.50
S1 1,203.00 1,202.50

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

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