E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 865.25 810.50 -54.75 -6.3% 941.00
High 866.00 820.75 -45.25 -5.2% 962.50
Low 804.25 745.00 -59.25 -7.4% 816.75
Close 812.50 748.25 -64.25 -7.9% 861.50
Range 61.75 75.75 14.00 22.7% 145.75
ATR 59.85 60.99 1.14 1.9% 0.00
Volume 3,277,728 3,430,032 152,304 4.6% 14,959,031
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 998.50 949.25 790.00
R3 922.75 873.50 769.00
R2 847.00 847.00 762.25
R1 797.75 797.75 755.25 784.50
PP 771.25 771.25 771.25 764.75
S1 722.00 722.00 741.25 708.75
S2 695.50 695.50 734.25
S3 619.75 646.25 727.50
S4 544.00 570.50 706.50
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,317.50 1,235.25 941.75
R3 1,171.75 1,089.50 901.50
R2 1,026.00 1,026.00 888.25
R1 943.75 943.75 874.75 912.00
PP 880.25 880.25 880.25 864.50
S1 798.00 798.00 848.25 766.25
S2 734.50 734.50 834.75
S3 588.75 652.25 821.50
S4 443.00 506.50 781.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.00 745.00 173.00 23.1% 54.75 7.3% 2% False True 3,465,701
10 962.50 745.00 217.50 29.1% 57.25 7.6% 1% False True 3,134,996
20 1,008.50 745.00 263.50 35.2% 58.25 7.8% 1% False True 3,046,715
40 1,221.25 745.00 476.25 63.6% 68.25 9.1% 1% False True 3,347,790
60 1,305.25 745.00 560.25 74.9% 59.50 7.9% 1% False True 2,858,455
80 1,315.25 745.00 570.25 76.2% 50.00 6.7% 1% False True 2,145,309
100 1,315.25 745.00 570.25 76.2% 45.50 6.1% 1% False True 1,716,967
120 1,410.25 745.00 665.25 88.9% 41.50 5.6% 0% False True 1,431,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,142.75
2.618 1,019.00
1.618 943.25
1.000 896.50
0.618 867.50
HIGH 820.75
0.618 791.75
0.500 783.00
0.382 774.00
LOW 745.00
0.618 698.25
1.000 669.25
1.618 622.50
2.618 546.75
4.250 423.00
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 783.00 807.00
PP 771.25 787.50
S1 759.75 767.75

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

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