E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 1,343.00 1,359.00 16.00 1.2% 1,361.00
High 1,363.50 1,367.50 4.00 0.3% 1,373.25
Low 1,339.00 1,351.50 12.50 0.9% 1,333.25
Close 1,359.75 1,360.00 0.25 0.0% 1,359.75
Range 24.50 16.00 -8.50 -34.7% 40.00
ATR 22.33 21.88 -0.45 -2.0% 0.00
Volume 1,672,536 2,033,847 361,311 21.6% 2,318,999
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,407.75 1,399.75 1,368.75
R3 1,391.75 1,383.75 1,364.50
R2 1,375.75 1,375.75 1,363.00
R1 1,367.75 1,367.75 1,361.50 1,371.75
PP 1,359.75 1,359.75 1,359.75 1,361.50
S1 1,351.75 1,351.75 1,358.50 1,355.75
S2 1,343.75 1,343.75 1,357.00
S3 1,327.75 1,335.75 1,355.50
S4 1,311.75 1,319.75 1,351.25
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,475.50 1,457.50 1,381.75
R3 1,435.50 1,417.50 1,370.75
R2 1,395.50 1,395.50 1,367.00
R1 1,377.50 1,377.50 1,363.50 1,366.50
PP 1,355.50 1,355.50 1,355.50 1,350.00
S1 1,337.50 1,337.50 1,356.00 1,326.50
S2 1,315.50 1,315.50 1,352.50
S3 1,275.50 1,297.50 1,348.75
S4 1,235.50 1,257.50 1,337.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,369.50 1,333.25 36.25 2.7% 22.25 1.6% 74% False False 855,557
10 1,414.00 1,333.25 80.75 5.9% 25.50 1.9% 33% False False 448,053
20 1,430.50 1,333.25 97.25 7.2% 21.50 1.6% 28% False False 228,728
40 1,442.25 1,333.25 109.00 8.0% 20.25 1.5% 25% False False 116,093
60 1,442.25 1,309.75 132.50 9.7% 20.75 1.5% 38% False False 78,789
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 5.88
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,435.50
2.618 1,409.50
1.618 1,393.50
1.000 1,383.50
0.618 1,377.50
HIGH 1,367.50
0.618 1,361.50
0.500 1,359.50
0.382 1,357.50
LOW 1,351.50
0.618 1,341.50
1.000 1,335.50
1.618 1,325.50
2.618 1,309.50
4.250 1,283.50
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 1,359.75 1,356.75
PP 1,359.75 1,353.50
S1 1,359.50 1,350.50

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

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