E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 937.50 992.75 55.25 5.9% 909.50
High 992.75 992.75 0.00 0.0% 1,067.00
Low 925.50 951.00 25.50 2.8% 865.25
Close 990.50 959.25 -31.25 -3.2% 933.50
Range 67.25 41.75 -25.50 -37.9% 201.75
ATR 72.55 70.35 -2.20 -3.0% 0.00
Volume 3,820,686 2,435,954 -1,384,732 -36.2% 22,257,840
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,093.00 1,067.75 982.25
R3 1,051.25 1,026.00 970.75
R2 1,009.50 1,009.50 967.00
R1 984.25 984.25 963.00 976.00
PP 967.75 967.75 967.75 963.50
S1 942.50 942.50 955.50 934.25
S2 926.00 926.00 951.50
S3 884.25 900.75 947.75
S4 842.50 859.00 936.25
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 1,008.50 865.25 143.25 14.9% 77.00 8.0% 66% False False 3,851,350
10 1,067.00 837.00 230.00 24.0% 87.75 9.2% 53% False False 4,229,571
20 1,224.75 837.00 387.75 40.4% 73.75 7.7% 32% False False 3,627,601
40 1,305.25 837.00 468.25 48.8% 56.75 5.9% 26% False False 2,617,206
60 1,315.25 837.00 478.25 49.9% 45.50 4.8% 26% False False 1,746,147
80 1,315.25 837.00 478.25 49.9% 41.00 4.3% 26% False False 1,310,541
100 1,410.25 837.00 573.25 59.8% 37.00 3.9% 21% False False 1,048,698
120 1,443.50 837.00 606.50 63.2% 32.50 3.4% 20% False False 873,926
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 22.50
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,170.25
2.618 1,102.00
1.618 1,060.25
1.000 1,034.50
0.618 1,018.50
HIGH 992.75
0.618 976.75
0.500 972.00
0.382 967.00
LOW 951.00
0.618 925.25
1.000 909.25
1.618 883.50
2.618 841.75
4.250 773.50
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 972.00 956.25
PP 967.75 953.25
S1 963.50 950.50

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

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