E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 909.50 1,012.00 102.50 11.3% 1,103.75
High 1,017.50 1,067.00 49.50 4.9% 1,104.00
Low 909.25 974.25 65.00 7.1% 837.00
Close 1,016.75 1,002.25 -14.50 -1.4% 891.00
Range 108.25 92.75 -15.50 -14.3% 267.00
ATR 66.55 68.42 1.87 2.8% 0.00
Volume 5,899,056 3,358,671 -2,540,385 -43.1% 21,448,426
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,292.75 1,240.25 1,053.25
R3 1,200.00 1,147.50 1,027.75
R2 1,107.25 1,107.25 1,019.25
R1 1,054.75 1,054.75 1,010.75 1,034.50
PP 1,014.50 1,014.50 1,014.50 1,004.50
S1 962.00 962.00 993.75 942.00
S2 921.75 921.75 985.25
S3 829.00 869.25 976.75
S4 736.25 776.50 951.25
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 1,067.00 837.00 230.00 22.9% 98.75 9.8% 72% True False 4,607,792
10 1,174.00 837.00 337.00 33.6% 81.25 8.1% 49% False False 3,888,024
20 1,291.25 837.00 454.25 45.3% 70.75 7.1% 36% False False 3,801,447
40 1,305.25 837.00 468.25 46.7% 49.75 5.0% 35% False False 2,136,505
60 1,315.25 837.00 478.25 47.7% 41.25 4.1% 35% False False 1,425,501
80 1,340.25 837.00 503.25 50.2% 37.75 3.8% 33% False False 1,070,088
100 1,410.25 837.00 573.25 57.2% 33.50 3.3% 29% False False 856,133
120 1,443.50 837.00 606.50 60.5% 29.50 3.0% 27% False False 713,453
Crabel Price Patterns
NR True
NR4 True
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 19.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,461.25
2.618 1,309.75
1.618 1,217.00
1.000 1,159.75
0.618 1,124.25
HIGH 1,067.00
0.618 1,031.50
0.500 1,020.50
0.382 1,009.75
LOW 974.25
0.618 917.00
1.000 881.50
1.618 824.25
2.618 731.50
4.250 580.00
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 1,020.50 985.50
PP 1,014.50 968.75
S1 1,008.50 952.00

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

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