E-mini S&P 500 Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 1,342.50 1,320.75 -21.75 -1.6% 1,359.00
High 1,343.50 1,327.75 -15.75 -1.2% 1,372.00
Low 1,315.25 1,316.25 1.00 0.1% 1,315.25
Close 1,319.00 1,318.25 -0.75 -0.1% 1,319.00
Range 28.25 11.50 -16.75 -59.3% 56.75
ATR 21.93 21.18 -0.74 -3.4% 0.00
Volume 2,356,034 2,322,976 -33,058 -1.4% 10,411,038
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,355.25 1,348.25 1,324.50
R3 1,343.75 1,336.75 1,321.50
R2 1,332.25 1,332.25 1,320.25
R1 1,325.25 1,325.25 1,319.25 1,323.00
PP 1,320.75 1,320.75 1,320.75 1,319.50
S1 1,313.75 1,313.75 1,317.25 1,311.50
S2 1,309.25 1,309.25 1,316.25
S3 1,297.75 1,302.25 1,315.00
S4 1,286.25 1,290.75 1,312.00
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 1,505.75 1,469.00 1,350.25
R3 1,449.00 1,412.25 1,334.50
R2 1,392.25 1,392.25 1,329.50
R1 1,355.50 1,355.50 1,324.25 1,345.50
PP 1,335.50 1,335.50 1,335.50 1,330.50
S1 1,298.75 1,298.75 1,313.75 1,288.75
S2 1,278.75 1,278.75 1,308.50
S3 1,222.00 1,242.00 1,303.50
S4 1,165.25 1,185.25 1,287.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,372.00 1,315.25 56.75 4.3% 19.75 1.5% 5% False False 2,140,033
10 1,372.00 1,315.25 56.75 4.3% 21.00 1.6% 5% False False 1,497,795
20 1,414.00 1,315.25 98.75 7.5% 22.00 1.7% 3% False False 761,517
40 1,442.25 1,315.25 127.00 9.6% 20.25 1.5% 2% False False 383,292
60 1,442.25 1,315.25 127.00 9.6% 20.75 1.6% 2% False False 256,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.20
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,376.50
2.618 1,357.75
1.618 1,346.25
1.000 1,339.25
0.618 1,334.75
HIGH 1,327.75
0.618 1,323.25
0.500 1,322.00
0.382 1,320.75
LOW 1,316.25
0.618 1,309.25
1.000 1,304.75
1.618 1,297.75
2.618 1,286.25
4.250 1,267.50
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 1,322.00 1,332.50
PP 1,320.75 1,327.75
S1 1,319.50 1,323.00

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

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