E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 801.00 847.25 46.25 5.8% 862.00
High 866.25 874.00 7.75 0.9% 881.75
Low 783.25 833.50 50.25 6.4% 739.00
Close 848.00 853.25 5.25 0.6% 792.00
Range 83.00 40.50 -42.50 -51.2% 142.75
ATR 62.71 61.13 -1.59 -2.5% 0.00
Volume 4,278,847 3,413,398 -865,449 -20.2% 17,350,681
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 975.00 954.75 875.50
R3 934.50 914.25 864.50
R2 894.00 894.00 860.75
R1 873.75 873.75 857.00 884.00
PP 853.50 853.50 853.50 858.75
S1 833.25 833.25 849.50 843.50
S2 813.00 813.00 845.75
S3 772.50 792.75 842.00
S4 732.00 752.25 831.00
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
5 874.00 739.00 135.00 15.8% 64.75 7.6% 85% True False 3,774,292
10 918.00 739.00 179.00 21.0% 62.00 7.3% 64% False False 3,517,285
20 1,008.50 739.00 269.50 31.6% 54.50 6.4% 42% False False 3,139,859
40 1,174.00 739.00 435.00 51.0% 67.75 7.9% 26% False False 3,429,040
60 1,291.25 739.00 552.25 64.7% 61.25 7.2% 21% False False 3,060,320
80 1,315.25 739.00 576.25 67.5% 51.75 6.1% 20% False False 2,297,212
100 1,315.25 739.00 576.25 67.5% 46.75 5.5% 20% False False 1,838,552
120 1,371.75 739.00 632.75 74.2% 42.50 5.0% 18% False False 1,532,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,046.00
2.618 980.00
1.618 939.50
1.000 914.50
0.618 899.00
HIGH 874.00
0.618 858.50
0.500 853.75
0.382 849.00
LOW 833.50
0.618 808.50
1.000 793.00
1.618 768.00
2.618 727.50
4.250 661.50
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 853.75 837.75
PP 853.50 822.00
S1 853.50 806.50

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

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