E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 836.50 938.75 102.25 12.2% 937.50
High 942.75 971.25 28.50 3.0% 992.75
Low 827.25 914.25 87.00 10.5% 840.25
Close 938.75 927.00 -11.75 -1.3% 866.00
Range 115.50 57.00 -58.50 -50.6% 152.50
ATR 75.12 73.82 -1.29 -1.7% 0.00
Volume 2,926,986 3,768,414 841,428 28.7% 16,242,050
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,108.50 1,074.75 958.25
R3 1,051.50 1,017.75 942.75
R2 994.50 994.50 937.50
R1 960.75 960.75 932.25 949.00
PP 937.50 937.50 937.50 931.75
S1 903.75 903.75 921.75 892.00
S2 880.50 880.50 916.50
S3 823.50 846.75 911.25
S4 766.50 789.75 895.75
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,357.25 1,264.00 950.00
R3 1,204.75 1,111.50 908.00
R2 1,052.25 1,052.25 894.00
R1 959.00 959.00 880.00 929.50
PP 899.75 899.75 899.75 884.75
S1 806.50 806.50 852.00 777.00
S2 747.25 747.25 838.00
S3 594.75 654.00 824.00
S4 442.25 501.50 782.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 971.25 825.00 146.25 15.8% 77.25 8.3% 70% True False 3,471,468
10 992.75 825.00 167.75 18.1% 75.50 8.2% 61% False False 3,515,827
20 1,174.00 825.00 349.00 37.6% 82.50 8.9% 29% False False 3,760,170
40 1,291.25 825.00 466.25 50.3% 65.75 7.1% 22% False False 3,114,260
60 1,315.25 825.00 490.25 52.9% 51.00 5.5% 21% False False 2,079,103
80 1,315.25 825.00 490.25 52.9% 45.00 4.9% 21% False False 1,560,304
100 1,371.75 825.00 546.75 59.0% 40.50 4.4% 19% False False 1,248,613
120 1,443.50 825.00 618.50 66.7% 36.00 3.9% 16% False False 1,040,553
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 17.90
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,213.50
2.618 1,120.50
1.618 1,063.50
1.000 1,028.25
0.618 1,006.50
HIGH 971.25
0.618 949.50
0.500 942.75
0.382 936.00
LOW 914.25
0.618 879.00
1.000 857.25
1.618 822.00
2.618 765.00
4.250 672.00
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 942.75 917.50
PP 937.50 907.75
S1 932.25 898.00

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

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