E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 1,054.00 1,004.00 -50.00 -4.7% 1,220.00
High 1,078.00 1,045.00 -33.00 -3.1% 1,221.25
Low 999.50 963.00 -36.50 -3.7% 1,102.50
Close 1,005.75 981.00 -24.75 -2.5% 1,108.25
Range 78.50 82.00 3.50 4.5% 118.75
ATR 52.94 55.02 2.08 3.9% 0.00
Volume 4,475,297 4,296,292 -179,005 -4.0% 14,347,696
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,242.25 1,193.75 1,026.00
R3 1,160.25 1,111.75 1,003.50
R2 1,078.25 1,078.25 996.00
R1 1,029.75 1,029.75 988.50 1,013.00
PP 996.25 996.25 996.25 988.00
S1 947.75 947.75 973.50 931.00
S2 914.25 914.25 966.00
S3 832.25 865.75 958.50
S4 750.25 783.75 936.00
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,500.25 1,423.00 1,173.50
R3 1,381.50 1,304.25 1,141.00
R2 1,262.75 1,262.75 1,130.00
R1 1,185.50 1,185.50 1,119.25 1,164.75
PP 1,144.00 1,144.00 1,144.00 1,133.50
S1 1,066.75 1,066.75 1,097.25 1,046.00
S2 1,025.25 1,025.25 1,086.50
S3 906.50 948.00 1,075.50
S4 787.75 829.25 1,043.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,174.00 963.00 211.00 21.5% 74.50 7.6% 9% False True 3,441,624
10 1,224.75 963.00 261.75 26.7% 65.00 6.6% 7% False True 3,145,450
20 1,291.25 963.00 328.25 33.5% 58.75 6.0% 5% False True 3,308,831
40 1,307.25 963.00 344.25 35.1% 41.50 4.2% 5% False True 1,668,281
60 1,315.25 963.00 352.25 35.9% 36.00 3.7% 5% False True 1,113,467
80 1,354.75 963.00 391.75 39.9% 33.25 3.4% 5% False True 835,817
100 1,421.75 963.00 458.75 46.8% 30.00 3.0% 4% False True 668,711
120 1,443.50 963.00 480.50 49.0% 26.50 2.7% 4% False True 557,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,393.50
2.618 1,259.75
1.618 1,177.75
1.000 1,127.00
0.618 1,095.75
HIGH 1,045.00
0.618 1,013.75
0.500 1,004.00
0.382 994.25
LOW 963.00
0.618 912.25
1.000 881.00
1.618 830.25
2.618 748.25
4.250 614.50
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 1,004.00 1,033.50
PP 996.25 1,016.00
S1 988.75 998.50

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

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