E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 749.75 801.00 51.25 6.8% 862.00
High 802.25 866.25 64.00 8.0% 881.75
Low 739.00 783.25 44.25 6.0% 739.00
Close 792.00 848.00 56.00 7.1% 792.00
Range 63.25 83.00 19.75 31.2% 142.75
ATR 61.15 62.71 1.56 2.6% 0.00
Volume 4,471,459 4,278,847 -192,612 -4.3% 17,350,681
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,081.50 1,047.75 893.75
R3 998.50 964.75 870.75
R2 915.50 915.50 863.25
R1 881.75 881.75 855.50 898.50
PP 832.50 832.50 832.50 841.00
S1 798.75 798.75 840.50 815.50
S2 749.50 749.50 832.75
S3 666.50 715.75 825.25
S4 583.50 632.75 802.25
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,232.50 1,155.00 870.50
R3 1,089.75 1,012.25 831.25
R2 947.00 947.00 818.25
R1 869.50 869.50 805.00 837.00
PP 804.25 804.25 804.25 788.00
S1 726.75 726.75 779.00 694.00
S2 661.50 661.50 765.75
S3 518.75 584.00 752.75
S4 376.00 441.25 713.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.00 739.00 130.00 15.3% 65.50 7.7% 84% False False 3,651,459
10 927.25 739.00 188.25 22.2% 62.50 7.4% 58% False False 3,389,029
20 1,008.50 739.00 269.50 31.8% 58.25 6.9% 40% False False 3,115,538
40 1,175.75 739.00 436.75 51.5% 68.50 8.1% 25% False False 3,442,408
60 1,305.25 739.00 566.25 66.8% 61.25 7.2% 19% False False 3,003,603
80 1,315.25 739.00 576.25 68.0% 51.50 6.1% 19% False False 2,254,595
100 1,315.25 739.00 576.25 68.0% 46.75 5.5% 19% False False 1,804,431
120 1,374.00 739.00 635.00 74.9% 42.25 5.0% 17% False False 1,503,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,219.00
2.618 1,083.50
1.618 1,000.50
1.000 949.25
0.618 917.50
HIGH 866.25
0.618 834.50
0.500 824.75
0.382 815.00
LOW 783.25
0.618 732.00
1.000 700.25
1.618 649.00
2.618 566.00
4.250 430.50
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 840.25 833.00
PP 832.50 817.75
S1 824.75 802.50

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

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