E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 872.25 906.25 34.00 3.9% 897.50
High 919.25 916.25 -3.00 -0.3% 897.50
Low 867.50 884.50 17.00 2.0% 813.00
Close 904.75 889.50 -15.25 -1.7% 872.50
Range 51.75 31.75 -20.00 -38.6% 84.50
ATR 56.69 54.91 -1.78 -3.1% 0.00
Volume 3,221,506 2,646,329 -575,177 -17.9% 12,929,040
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 992.00 972.50 907.00
R3 960.25 940.75 898.25
R2 928.50 928.50 895.25
R1 909.00 909.00 892.50 903.00
PP 896.75 896.75 896.75 893.75
S1 877.25 877.25 886.50 871.00
S2 865.00 865.00 883.75
S3 833.25 845.50 880.75
S4 801.50 813.75 872.00
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,114.50 1,078.00 919.00
R3 1,030.00 993.50 895.75
R2 945.50 945.50 888.00
R1 909.00 909.00 880.25 885.00
PP 861.00 861.00 861.00 849.00
S1 824.50 824.50 864.75 800.50
S2 776.50 776.50 857.00
S3 692.00 740.00 849.25
S4 607.50 655.50 826.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 919.25 817.00 102.25 11.5% 47.50 5.3% 71% False False 3,055,312
10 919.25 813.00 106.25 11.9% 48.00 5.4% 72% False False 2,750,375
20 927.25 739.00 188.25 21.2% 55.25 6.2% 80% False False 3,069,702
40 1,067.00 739.00 328.00 36.9% 60.75 6.8% 46% False False 3,143,260
60 1,291.25 739.00 552.25 62.1% 63.50 7.1% 27% False False 3,373,238
80 1,307.25 739.00 568.25 63.9% 54.50 6.1% 26% False False 2,597,938
100 1,315.25 739.00 576.25 64.8% 48.25 5.4% 26% False False 2,079,068
120 1,340.25 739.00 601.25 67.6% 44.75 5.0% 25% False False 1,733,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.68
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,051.25
2.618 999.25
1.618 967.50
1.000 948.00
0.618 935.75
HIGH 916.25
0.618 904.00
0.500 900.50
0.382 896.75
LOW 884.50
0.618 865.00
1.000 852.75
1.618 833.25
2.618 801.50
4.250 749.50
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 900.50 882.50
PP 896.75 875.25
S1 893.00 868.00

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

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