E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 913.50 909.50 -4.00 -0.4% 1,103.75
High 943.00 1,017.50 74.50 7.9% 1,104.00
Low 837.00 909.25 72.25 8.6% 837.00
Close 891.00 1,016.75 125.75 14.1% 891.00
Range 106.00 108.25 2.25 2.1% 267.00
ATR 61.94 66.55 4.61 7.4% 0.00
Volume 4,171,147 5,899,056 1,727,909 41.4% 21,448,426
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,306.00 1,269.50 1,076.25
R3 1,197.75 1,161.25 1,046.50
R2 1,089.50 1,089.50 1,036.50
R1 1,053.00 1,053.00 1,026.75 1,071.25
PP 981.25 981.25 981.25 990.25
S1 944.75 944.75 1,006.75 963.00
S2 873.00 873.00 997.00
S3 764.75 836.50 987.00
S4 656.50 728.25 957.25
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,745.00 1,585.00 1,037.75
R3 1,478.00 1,318.00 964.50
R2 1,211.00 1,211.00 940.00
R1 1,051.00 1,051.00 915.50 997.50
PP 944.00 944.00 944.00 917.25
S1 784.00 784.00 866.50 730.50
S2 677.00 677.00 842.00
S3 410.00 517.00 817.50
S4 143.00 250.00 744.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,078.00 837.00 241.00 23.7% 95.75 9.4% 75% False False 4,831,117
10 1,175.75 837.00 338.75 33.3% 78.50 7.7% 53% False False 3,946,965
20 1,291.25 837.00 454.25 44.7% 69.00 6.8% 40% False False 3,833,194
40 1,307.25 837.00 470.25 46.3% 48.25 4.7% 38% False False 2,052,616
60 1,315.25 837.00 478.25 47.0% 39.75 3.9% 38% False False 1,369,606
80 1,340.25 837.00 503.25 49.5% 36.75 3.6% 36% False False 1,028,109
100 1,410.25 837.00 573.25 56.4% 32.50 3.2% 31% False False 822,549
120 1,443.50 837.00 606.50 59.7% 28.75 2.8% 30% False False 685,464
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 16.35
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 1,477.50
2.618 1,301.00
1.618 1,192.75
1.000 1,125.75
0.618 1,084.50
HIGH 1,017.50
0.618 976.25
0.500 963.50
0.382 950.50
LOW 909.25
0.618 842.25
1.000 801.00
1.618 734.00
2.618 625.75
4.250 449.25
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 999.00 987.00
PP 981.25 957.00
S1 963.50 927.25

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

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