E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 969.50 1,002.50 33.00 3.4% 864.25
High 1,006.75 1,008.50 1.75 0.2% 984.00
Low 964.00 947.00 -17.00 -1.8% 825.00
Close 1,003.25 958.00 -45.25 -4.5% 967.25
Range 42.75 61.50 18.75 43.9% 159.00
ATR 64.54 64.33 -0.22 -0.3% 0.00
Volume 1,523,295 2,326,394 803,099 52.7% 16,180,953
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,155.75 1,118.25 991.75
R3 1,094.25 1,056.75 975.00
R2 1,032.75 1,032.75 969.25
R1 995.25 995.25 963.75 983.25
PP 971.25 971.25 971.25 965.00
S1 933.75 933.75 952.25 921.75
S2 909.75 909.75 946.75
S3 848.25 872.25 941.00
S4 786.75 810.75 924.25
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 1,008.50 926.75 81.75 8.5% 42.50 4.4% 38% True False 2,555,340
10 1,008.50 825.00 183.50 19.2% 59.75 6.2% 72% True False 3,013,404
20 1,067.00 825.00 242.00 25.3% 74.50 7.8% 55% False False 3,538,599
40 1,291.25 825.00 466.25 48.7% 66.50 7.0% 29% False False 3,423,715
60 1,307.25 825.00 482.25 50.3% 52.50 5.5% 28% False False 2,291,721
80 1,315.25 825.00 490.25 51.2% 45.75 4.8% 27% False False 1,719,750
100 1,354.75 825.00 529.75 55.3% 41.50 4.3% 25% False False 1,376,374
120 1,421.75 825.00 596.75 62.3% 37.25 3.9% 22% False False 1,147,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,270.00
2.618 1,169.50
1.618 1,108.00
1.000 1,070.00
0.618 1,046.50
HIGH 1,008.50
0.618 985.00
0.500 977.75
0.382 970.50
LOW 947.00
0.618 909.00
1.000 885.50
1.618 847.50
2.618 786.00
4.250 685.50
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 977.75 977.75
PP 971.25 971.25
S1 964.50 964.50

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

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