E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 903.50 941.00 37.50 4.2% 965.75
High 937.50 962.50 25.00 2.7% 1,008.50
Low 901.00 905.50 4.50 0.5% 897.00
Close 936.25 921.50 -14.75 -1.6% 936.25
Range 36.50 57.00 20.50 56.2% 111.50
ATR 62.12 61.75 -0.37 -0.6% 0.00
Volume 3,511,716 2,698,265 -813,451 -23.2% 12,856,321
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,100.75 1,068.25 952.75
R3 1,043.75 1,011.25 937.25
R2 986.75 986.75 932.00
R1 954.25 954.25 926.75 942.00
PP 929.75 929.75 929.75 923.75
S1 897.25 897.25 916.25 885.00
S2 872.75 872.75 911.00
S3 815.75 840.25 905.75
S4 758.75 783.25 890.25
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,281.75 1,220.50 997.50
R3 1,170.25 1,109.00 967.00
R2 1,058.75 1,058.75 956.75
R1 997.50 997.50 946.50 972.50
PP 947.25 947.25 947.25 934.75
S1 886.00 886.00 926.00 861.00
S2 835.75 835.75 915.75
S3 724.25 774.50 905.50
S4 612.75 663.00 875.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,008.50 897.00 111.50 12.1% 51.75 5.6% 22% False False 2,559,613
10 1,008.50 827.25 181.25 19.7% 54.00 5.9% 52% False False 2,842,047
20 1,067.00 825.00 242.00 26.3% 66.25 7.2% 40% False False 3,216,818
40 1,291.25 825.00 466.25 50.6% 67.75 7.3% 21% False False 3,525,006
60 1,307.25 825.00 482.25 52.3% 54.25 5.9% 20% False False 2,440,683
80 1,315.25 825.00 490.25 53.2% 46.50 5.0% 20% False False 1,831,409
100 1,340.25 825.00 515.25 55.9% 42.50 4.6% 19% False False 1,465,851
120 1,410.25 825.00 585.25 63.5% 38.25 4.1% 16% False False 1,221,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,204.75
2.618 1,111.75
1.618 1,054.75
1.000 1,019.50
0.618 997.75
HIGH 962.50
0.618 940.75
0.500 934.00
0.382 927.25
LOW 905.50
0.618 870.25
1.000 848.50
1.618 813.25
2.618 756.25
4.250 663.25
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 934.00 929.75
PP 929.75 927.00
S1 925.75 924.25

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

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