E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 1,004.00 903.50 -100.50 -10.0% 1,103.75
High 1,008.50 950.00 -58.50 -5.8% 1,104.00
Low 897.25 865.25 -32.00 -3.6% 837.00
Close 903.25 941.00 37.75 4.2% 891.00
Range 111.25 84.75 -26.50 -23.8% 267.00
ATR 71.48 72.43 0.95 1.3% 0.00
Volume 4,094,351 3,831,280 -263,071 -6.4% 21,448,426
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,173.00 1,141.75 987.50
R3 1,088.25 1,057.00 964.25
R2 1,003.50 1,003.50 956.50
R1 972.25 972.25 948.75 988.00
PP 918.75 918.75 918.75 926.50
S1 887.50 887.50 933.25 903.00
S2 834.00 834.00 925.50
S3 749.25 802.75 917.75
S4 664.50 718.00 894.50
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 24.4% 100.50 10.7% 45% False False 4,270,901
10 1,161.00 837.00 324.00 34.4% 92.25 9.8% 32% False False 4,137,287
20 1,291.25 837.00 454.25 48.3% 72.75 7.7% 23% False False 3,700,011
40 1,305.25 837.00 468.25 49.8% 53.75 5.7% 22% False False 2,334,412
60 1,315.25 837.00 478.25 50.8% 43.75 4.6% 22% False False 1,557,503
80 1,322.75 837.00 485.75 51.6% 39.50 4.2% 21% False False 1,169,042
100 1,410.25 837.00 573.25 60.9% 35.25 3.7% 18% False False 935,389
120 1,443.50 837.00 606.50 64.5% 31.00 3.3% 17% False False 779,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 22.65
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,310.25
2.618 1,172.00
1.618 1,087.25
1.000 1,034.75
0.618 1,002.50
HIGH 950.00
0.618 917.75
0.500 907.50
0.382 897.50
LOW 865.25
0.618 812.75
1.000 780.50
1.618 728.00
2.618 643.25
4.250 505.00
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 930.00 966.00
PP 918.75 957.75
S1 907.50 949.50

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

View Archives - Comment on this page... - Back to Index of Symbols