E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 941.00 937.50 -3.50 -0.4% 909.50
High 987.75 992.75 5.00 0.5% 1,067.00
Low 908.00 925.50 17.50 1.9% 865.25
Close 933.50 990.50 57.00 6.1% 933.50
Range 79.75 67.25 -12.50 -15.7% 201.75
ATR 72.95 72.55 -0.41 -0.6% 0.00
Volume 5,074,482 3,820,686 -1,253,796 -24.7% 22,257,840
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,171.25 1,148.25 1,027.50
R3 1,104.00 1,081.00 1,009.00
R2 1,036.75 1,036.75 1,002.75
R1 1,013.75 1,013.75 996.75 1,025.25
PP 969.50 969.50 969.50 975.50
S1 946.50 946.50 984.25 958.00
S2 902.25 902.25 978.25
S3 835.00 879.25 972.00
S4 767.75 812.00 953.50
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,560.50 1,448.75 1,044.50
R3 1,358.75 1,247.00 989.00
R2 1,157.00 1,157.00 970.50
R1 1,045.25 1,045.25 952.00 1,101.00
PP 955.25 955.25 955.25 983.25
S1 843.50 843.50 915.00 899.50
S2 753.50 753.50 896.50
S3 551.75 641.75 878.00
S4 350.00 440.00 822.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,067.00 865.25 201.75 20.4% 87.25 8.8% 62% False False 4,035,894
10 1,078.00 837.00 241.00 24.3% 91.50 9.2% 64% False False 4,433,505
20 1,224.75 837.00 387.75 39.1% 73.50 7.4% 40% False False 3,643,751
40 1,305.25 837.00 468.25 47.3% 56.50 5.7% 33% False False 2,556,455
60 1,315.25 837.00 478.25 48.3% 45.25 4.6% 32% False False 1,705,592
80 1,315.25 837.00 478.25 48.3% 40.75 4.1% 32% False False 1,280,112
100 1,410.25 837.00 573.25 57.9% 36.75 3.7% 27% False False 1,024,341
120 1,443.50 837.00 606.50 61.2% 32.25 3.3% 25% False False 853,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24.90
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,278.50
2.618 1,168.75
1.618 1,101.50
1.000 1,060.00
0.618 1,034.25
HIGH 992.75
0.618 967.00
0.500 959.00
0.382 951.25
LOW 925.50
0.618 884.00
1.000 858.25
1.618 816.75
2.618 749.50
4.250 639.75
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 980.00 970.00
PP 969.50 949.50
S1 959.00 929.00

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

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