E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 1,196.75 1,215.50 18.75 1.6% 1,263.50
High 1,219.00 1,227.75 8.75 0.7% 1,282.00
Low 1,161.75 1,154.50 -7.25 -0.6% 1,211.25
Close 1,214.25 1,160.75 -53.50 -4.4% 1,257.25
Range 57.25 73.25 16.00 27.9% 70.75
ATR 32.38 35.30 2.92 9.0% 0.00
Volume 1,197,521 1,159,272 -38,249 -3.2% 14,610,335
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,400.75 1,354.00 1,201.00
R3 1,327.50 1,280.75 1,181.00
R2 1,254.25 1,254.25 1,174.25
R1 1,207.50 1,207.50 1,167.50 1,194.25
PP 1,181.00 1,181.00 1,181.00 1,174.50
S1 1,134.25 1,134.25 1,154.00 1,121.00
S2 1,107.75 1,107.75 1,147.25
S3 1,034.50 1,061.00 1,140.50
S4 961.25 987.75 1,120.50
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,462.50 1,430.50 1,296.25
R3 1,391.75 1,359.75 1,276.75
R2 1,321.00 1,321.00 1,270.25
R1 1,289.00 1,289.00 1,263.75 1,269.50
PP 1,250.25 1,250.25 1,250.25 1,240.50
S1 1,218.25 1,218.25 1,250.75 1,199.00
S2 1,179.50 1,179.50 1,244.25
S3 1,108.75 1,147.50 1,237.75
S4 1,038.00 1,076.75 1,218.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,257.75 1,154.50 103.25 8.9% 48.00 4.1% 6% False True 1,704,272
10 1,282.00 1,154.50 127.50 11.0% 42.25 3.6% 5% False True 2,305,547
20 1,303.50 1,154.50 149.00 12.8% 31.50 2.7% 4% False True 1,960,549
40 1,313.50 1,154.50 159.00 13.7% 28.00 2.4% 4% False True 1,945,173
60 1,337.75 1,154.50 183.25 15.8% 28.25 2.4% 3% False True 2,127,681
80 1,414.00 1,154.50 259.50 22.4% 26.50 2.3% 2% False True 1,786,140
100 1,442.25 1,154.50 287.75 24.8% 25.00 2.2% 2% False True 1,429,925
120 1,442.25 1,154.50 287.75 24.8% 24.50 2.1% 2% False True 1,192,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.20
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 1,539.00
2.618 1,419.50
1.618 1,346.25
1.000 1,301.00
0.618 1,273.00
HIGH 1,227.75
0.618 1,199.75
0.500 1,191.00
0.382 1,182.50
LOW 1,154.50
0.618 1,109.25
1.000 1,081.25
1.618 1,036.00
2.618 962.75
4.250 843.25
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 1,191.00 1,196.00
PP 1,181.00 1,184.25
S1 1,171.00 1,172.50

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

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