E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 959.75 965.75 6.00 0.6% 864.25
High 984.00 979.75 -4.25 -0.4% 984.00
Low 940.00 957.00 17.00 1.8% 825.00
Close 967.25 969.50 2.25 0.2% 967.25
Range 44.00 22.75 -21.25 -48.3% 159.00
ATR 69.57 66.22 -3.34 -4.8% 0.00
Volume 2,930,383 2,756,518 -173,865 -5.9% 16,180,953
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,037.00 1,026.00 982.00
R3 1,014.25 1,003.25 975.75
R2 991.50 991.50 973.75
R1 980.50 980.50 971.50 986.00
PP 968.75 968.75 968.75 971.50
S1 957.75 957.75 967.50 963.25
S2 946.00 946.00 965.25
S3 923.25 935.00 963.25
S4 900.50 912.25 957.00
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,402.50 1,343.75 1,054.75
R3 1,243.50 1,184.75 1,011.00
R2 1,084.50 1,084.50 996.50
R1 1,025.75 1,025.75 981.75 1,055.00
PP 925.50 925.50 925.50 940.00
S1 866.75 866.75 952.75 896.00
S2 766.50 766.50 938.00
S3 607.50 707.75 923.50
S4 448.50 548.75 879.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984.00 827.25 156.75 16.2% 56.25 5.8% 91% False False 3,124,482
10 992.75 825.00 167.75 17.3% 63.25 6.5% 86% False False 3,135,883
20 1,078.00 825.00 253.00 26.1% 77.50 8.0% 57% False False 3,784,694
40 1,291.25 825.00 466.25 48.1% 66.00 6.8% 31% False False 3,334,178
60 1,315.25 825.00 490.25 50.6% 51.75 5.3% 29% False False 2,227,672
80 1,315.25 825.00 490.25 50.6% 45.25 4.7% 29% False False 1,671,701
100 1,371.75 825.00 546.75 56.4% 40.75 4.2% 26% False False 1,337,877
120 1,443.50 825.00 618.50 63.8% 36.75 3.8% 23% False False 1,114,945
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.53
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1,076.50
2.618 1,039.25
1.618 1,016.50
1.000 1,002.50
0.618 993.75
HIGH 979.75
0.618 971.00
0.500 968.50
0.382 965.75
LOW 957.00
0.618 943.00
1.000 934.25
1.618 920.25
2.618 897.50
4.250 860.25
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 969.00 964.75
PP 968.75 960.00
S1 968.50 955.50

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

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