E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 1,291.25 1,284.75 -6.50 -0.5% 1,261.25
High 1,294.50 1,300.75 6.25 0.5% 1,298.00
Low 1,274.50 1,275.25 0.75 0.1% 1,246.25
Close 1,284.50 1,293.75 9.25 0.7% 1,292.25
Range 20.00 25.50 5.50 27.5% 51.75
ATR 25.55 25.54 0.00 0.0% 0.00
Volume 1,743,555 2,184,428 440,873 25.3% 9,109,227
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,366.50 1,355.50 1,307.75
R3 1,341.00 1,330.00 1,300.75
R2 1,315.50 1,315.50 1,298.50
R1 1,304.50 1,304.50 1,296.00 1,310.00
PP 1,290.00 1,290.00 1,290.00 1,292.50
S1 1,279.00 1,279.00 1,291.50 1,284.50
S2 1,264.50 1,264.50 1,289.00
S3 1,239.00 1,253.50 1,286.75
S4 1,213.50 1,228.00 1,279.75
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,434.00 1,415.00 1,320.75
R3 1,382.25 1,363.25 1,306.50
R2 1,330.50 1,330.50 1,301.75
R1 1,311.50 1,311.50 1,297.00 1,321.00
PP 1,278.75 1,278.75 1,278.75 1,283.50
S1 1,259.75 1,259.75 1,287.50 1,269.25
S2 1,227.00 1,227.00 1,282.75
S3 1,175.25 1,208.00 1,278.00
S4 1,123.50 1,156.25 1,263.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,313.50 1,262.00 51.50 4.0% 26.00 2.0% 62% False False 2,039,462
10 1,313.50 1,246.25 67.25 5.2% 24.75 1.9% 71% False False 1,964,365
20 1,313.50 1,231.50 82.00 6.3% 24.50 1.9% 76% False False 1,994,472
40 1,349.75 1,200.75 149.00 11.5% 26.25 2.0% 62% False False 2,259,183
60 1,414.00 1,200.75 213.25 16.5% 24.50 1.9% 44% False False 1,644,103
80 1,442.25 1,200.75 241.50 18.7% 23.25 1.8% 39% False False 1,234,190
100 1,442.25 1,200.75 241.50 18.7% 23.00 1.8% 39% False False 988,156
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,409.00
2.618 1,367.50
1.618 1,342.00
1.000 1,326.25
0.618 1,316.50
HIGH 1,300.75
0.618 1,291.00
0.500 1,288.00
0.382 1,285.00
LOW 1,275.25
0.618 1,259.50
1.000 1,249.75
1.618 1,234.00
2.618 1,208.50
4.250 1,167.00
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 1,291.75 1,293.00
PP 1,290.00 1,292.00
S1 1,288.00 1,291.00

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

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