E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 1,281.75 1,283.00 1.25 0.1% 1,320.75
High 1,292.00 1,286.75 -5.25 -0.4% 1,337.75
Low 1,275.25 1,261.00 -14.25 -1.1% 1,272.75
Close 1,281.00 1,286.25 5.25 0.4% 1,280.00
Range 16.75 25.75 9.00 53.7% 65.00
ATR 22.05 22.31 0.26 1.2% 0.00
Volume 2,338,736 2,168,867 -169,869 -7.3% 10,604,676
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,355.25 1,346.50 1,300.50
R3 1,329.50 1,320.75 1,293.25
R2 1,303.75 1,303.75 1,291.00
R1 1,295.00 1,295.00 1,288.50 1,299.50
PP 1,278.00 1,278.00 1,278.00 1,280.25
S1 1,269.25 1,269.25 1,284.00 1,273.50
S2 1,252.25 1,252.25 1,281.50
S3 1,226.50 1,243.50 1,279.25
S4 1,200.75 1,217.75 1,272.00
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,491.75 1,451.00 1,315.75
R3 1,426.75 1,386.00 1,298.00
R2 1,361.75 1,361.75 1,292.00
R1 1,321.00 1,321.00 1,286.00 1,309.00
PP 1,296.75 1,296.75 1,296.75 1,290.75
S1 1,256.00 1,256.00 1,274.00 1,244.00
S2 1,231.75 1,231.75 1,268.00
S3 1,166.75 1,191.00 1,262.00
S4 1,101.75 1,126.00 1,244.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,337.75 1,261.00 76.75 6.0% 24.75 1.9% 33% False True 2,267,465
10 1,355.50 1,261.00 94.50 7.3% 22.50 1.7% 27% False True 2,178,183
20 1,414.00 1,261.00 153.00 11.9% 24.00 1.9% 17% False True 1,397,109
40 1,442.25 1,261.00 181.25 14.1% 21.00 1.6% 14% False True 702,442
60 1,442.25 1,261.00 181.25 14.1% 20.75 1.6% 14% False True 469,669
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,396.25
2.618 1,354.25
1.618 1,328.50
1.000 1,312.50
0.618 1,302.75
HIGH 1,286.75
0.618 1,277.00
0.500 1,274.00
0.382 1,270.75
LOW 1,261.00
0.618 1,245.00
1.000 1,235.25
1.618 1,219.25
2.618 1,193.50
4.250 1,151.50
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 1,282.00 1,283.00
PP 1,278.00 1,279.75
S1 1,274.00 1,276.50

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

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