E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 853.00 877.25 24.25 2.8% 801.00
High 887.75 897.00 9.25 1.0% 897.00
Low 829.50 875.00 45.50 5.5% 783.25
Close 886.25 895.25 9.00 1.0% 895.25
Range 58.25 22.00 -36.25 -62.2% 113.75
ATR 60.92 58.14 -2.78 -4.6% 0.00
Volume 3,116,154 2,177,331 -938,823 -30.1% 12,985,730
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 955.00 947.25 907.25
R3 933.00 925.25 901.25
R2 911.00 911.00 899.25
R1 903.25 903.25 897.25 907.00
PP 889.00 889.00 889.00 891.00
S1 881.25 881.25 893.25 885.00
S2 867.00 867.00 891.25
S3 845.00 859.25 889.25
S4 823.00 837.25 883.25
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,199.75 1,161.25 957.75
R3 1,086.00 1,047.50 926.50
R2 972.25 972.25 916.00
R1 933.75 933.75 905.75 953.00
PP 858.50 858.50 858.50 868.00
S1 820.00 820.00 884.75 839.25
S2 744.75 744.75 874.50
S3 631.00 706.25 864.00
S4 517.25 592.50 832.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 897.00 739.00 158.00 17.6% 53.50 6.0% 99% True False 3,491,437
10 918.00 739.00 179.00 20.0% 54.00 6.0% 87% False False 3,478,569
20 1,008.50 739.00 269.50 30.1% 53.50 6.0% 58% False False 3,054,107
40 1,161.00 739.00 422.00 47.1% 67.75 7.6% 37% False False 3,425,553
60 1,291.25 739.00 552.25 61.7% 61.75 6.9% 28% False False 3,147,678
80 1,315.25 739.00 576.25 64.4% 52.00 5.8% 27% False False 2,363,325
100 1,315.25 739.00 576.25 64.4% 46.75 5.2% 27% False False 1,891,455
120 1,371.75 739.00 632.75 70.7% 42.75 4.8% 25% False False 1,576,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.28
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 990.50
2.618 954.50
1.618 932.50
1.000 919.00
0.618 910.50
HIGH 897.00
0.618 888.50
0.500 886.00
0.382 883.50
LOW 875.00
0.618 861.50
1.000 853.00
1.618 839.50
2.618 817.50
4.250 781.50
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 892.25 884.50
PP 889.00 874.00
S1 886.00 863.25

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

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