E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 883.50 873.50 -10.00 -1.1% 872.25
High 894.00 916.00 22.00 2.5% 919.25
Low 857.25 869.50 12.25 1.4% 829.00
Close 873.25 913.50 40.25 4.6% 886.00
Range 36.75 46.50 9.75 26.5% 90.25
ATR 50.96 50.65 -0.32 -0.6% 0.00
Volume 1,220,089 846,057 -374,032 -30.7% 12,779,217
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,039.25 1,022.75 939.00
R3 992.75 976.25 926.25
R2 946.25 946.25 922.00
R1 929.75 929.75 917.75 938.00
PP 899.75 899.75 899.75 903.75
S1 883.25 883.25 909.25 891.50
S2 853.25 853.25 905.00
S3 806.75 836.75 900.75
S4 760.25 790.25 888.00
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,148.75 1,107.75 935.75
R3 1,058.50 1,017.50 910.75
R2 968.25 968.25 902.50
R1 927.25 927.25 894.25 947.75
PP 878.00 878.00 878.00 888.50
S1 837.00 837.00 877.75 857.50
S2 787.75 787.75 869.50
S3 697.50 746.75 861.25
S4 607.25 656.50 836.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 916.00 829.00 87.00 9.5% 40.50 4.4% 97% True False 1,795,505
10 919.25 817.00 102.25 11.2% 44.00 4.8% 94% False False 2,425,409
20 919.25 739.00 180.25 19.7% 50.50 5.5% 97% False False 2,736,929
40 1,008.50 739.00 269.50 29.5% 55.00 6.0% 65% False False 2,863,212
60 1,224.75 739.00 485.75 53.2% 61.25 6.7% 36% False False 3,123,391
80 1,305.25 739.00 566.25 62.0% 55.75 6.1% 31% False False 2,709,833
100 1,315.25 739.00 576.25 63.1% 49.25 5.4% 30% False False 2,168,640
120 1,315.25 739.00 576.25 63.1% 45.50 5.0% 30% False False 1,807,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,113.50
2.618 1,037.75
1.618 991.25
1.000 962.50
0.618 944.75
HIGH 916.00
0.618 898.25
0.500 892.75
0.382 887.25
LOW 869.50
0.618 840.75
1.000 823.00
1.618 794.25
2.618 747.75
4.250 672.00
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 906.50 899.75
PP 899.75 886.25
S1 892.75 872.50

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

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