E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 897.50 816.00 -81.50 -9.1% 801.00
High 897.50 850.75 -46.75 -5.2% 897.00
Low 813.00 813.00 0.00 0.0% 783.25
Close 815.75 849.00 33.25 4.1% 895.25
Range 84.50 37.75 -46.75 -55.3% 113.75
ATR 60.02 58.43 -1.59 -2.7% 0.00
Volume 889,730 2,630,581 1,740,851 195.7% 12,985,730
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 950.75 937.75 869.75
R3 913.00 900.00 859.50
R2 875.25 875.25 856.00
R1 862.25 862.25 852.50 868.75
PP 837.50 837.50 837.50 841.00
S1 824.50 824.50 845.50 831.00
S2 799.75 799.75 842.00
S3 762.00 786.75 838.50
S4 724.25 749.00 828.25
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
5 897.50 813.00 84.50 10.0% 48.50 5.7% 43% False True 2,445,438
10 897.50 739.00 158.50 18.7% 57.00 6.7% 69% False False 3,048,449
20 1,008.50 739.00 269.50 31.7% 56.25 6.6% 41% False False 2,945,777
40 1,078.00 739.00 339.00 39.9% 66.75 7.9% 32% False False 3,365,236
60 1,291.25 739.00 552.25 65.0% 62.75 7.4% 20% False False 3,204,711
80 1,315.25 739.00 576.25 67.9% 52.75 6.2% 19% False False 2,407,199
100 1,315.25 739.00 576.25 67.9% 47.50 5.6% 19% False False 1,926,516
120 1,371.75 739.00 632.75 74.5% 43.50 5.1% 17% False False 1,605,861
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 10.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,011.25
2.618 949.50
1.618 911.75
1.000 888.50
0.618 874.00
HIGH 850.75
0.618 836.25
0.500 832.00
0.382 827.50
LOW 813.00
0.618 789.75
1.000 775.25
1.618 752.00
2.618 714.25
4.250 652.50
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 843.25 855.25
PP 837.50 853.25
S1 832.00 851.00

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

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