E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 847.25 853.00 5.75 0.7% 862.00
High 874.00 887.75 13.75 1.6% 881.75
Low 833.50 829.50 -4.00 -0.5% 739.00
Close 853.25 886.25 33.00 3.9% 792.00
Range 40.50 58.25 17.75 43.8% 142.75
ATR 61.13 60.92 -0.21 -0.3% 0.00
Volume 3,413,398 3,116,154 -297,244 -8.7% 17,350,681
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,042.50 1,022.75 918.25
R3 984.25 964.50 902.25
R2 926.00 926.00 897.00
R1 906.25 906.25 891.50 916.00
PP 867.75 867.75 867.75 872.75
S1 848.00 848.00 881.00 858.00
S2 809.50 809.50 875.50
S3 751.25 789.75 870.25
S4 693.00 731.50 854.25
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
5 887.75 739.00 148.75 16.8% 64.25 7.2% 99% True False 3,741,978
10 918.00 739.00 179.00 20.2% 61.50 7.0% 82% False False 3,560,991
20 1,008.50 739.00 269.50 30.4% 54.50 6.2% 55% False False 3,107,246
40 1,174.00 739.00 435.00 49.1% 68.50 7.7% 34% False False 3,433,708
60 1,291.25 739.00 552.25 62.3% 62.00 7.0% 27% False False 3,111,922
80 1,315.25 739.00 576.25 65.0% 52.00 5.9% 26% False False 2,336,139
100 1,315.25 739.00 576.25 65.0% 47.00 5.3% 26% False False 1,869,692
120 1,371.75 739.00 632.75 71.4% 42.75 4.8% 23% False False 1,558,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,135.25
2.618 1,040.25
1.618 982.00
1.000 946.00
0.618 923.75
HIGH 887.75
0.618 865.50
0.500 858.50
0.382 851.75
LOW 829.50
0.618 793.50
1.000 771.25
1.618 735.25
2.618 677.00
4.250 582.00
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 877.00 869.25
PP 867.75 852.50
S1 858.50 835.50

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

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