E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 18-Dec-2008

Day Change Summary
	Previous	Current
	17-Dec-2008	18-Dec-2008	Change	Change %	Previous Week
Open	913.75	908.00	-5.75	-0.6%	872.25
High	919.25	912.75	-6.50	-0.7%	919.25
Low	887.50	876.25	-11.25	-1.3%	829.00
Close	904.25	895.50	-8.75	-1.0%	886.00
Range	31.75	36.50	4.75	15.0%	90.25
ATR	49.30	48.38	-0.91	-1.9%	0.00
Volume	770,136	598,512	-171,624	-22.3%	12,779,217

Daily Pivots for day following 18-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,004.25	986.50	915.50
R3	967.75	950.00	905.50
R2	931.25	931.25	902.25
R1	913.50	913.50	898.75	904.00
PP	894.75	894.75	894.75	890.25
S1	877.00	877.00	892.25	867.50
S2	858.25	858.25	888.75
S3	821.75	840.50	885.50
S4	785.25	804.00	875.50

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,148.75	1,107.75	935.75
R3	1,058.50	1,017.50	910.75
R2	968.25	968.25	902.50
R1	927.25	927.25	894.25	947.75
PP	878.00	878.00	878.00	888.50
S1	837.00	837.00	877.75	857.50
S2	787.75	787.75	869.50
S3	697.50	746.75	861.25
S4	607.25	656.50	836.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	919.25	829.00	90.25	10.1%	42.00	4.7%	74%	False	False	1,026,976
10	919.25	817.00	102.25	11.4%	41.75	4.7%	77%	False	False	1,904,812
20	919.25	739.00	180.25	20.1%	48.75	5.4%	87%	False	False	2,501,513
40	1,008.50	739.00	269.50	30.1%	53.25	5.9%	58%	False	False	2,770,566
60	1,224.75	739.00	485.75	54.2%	61.25	6.8%	32%	False	False	3,048,585
80	1,305.25	739.00	566.25	63.2%	56.00	6.3%	28%	False	False	2,726,819
100	1,315.25	739.00	576.25	64.3%	49.25	5.5%	27%	False	False	2,182,276
120	1,315.25	739.00	576.25	64.3%	45.75	5.1%	27%	False	False	1,819,194

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.70
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,068.00
2.618	1,008.25
1.618	971.75
1.000	949.25
0.618	935.25
HIGH	912.75
0.618	898.75
0.500	894.50
0.382	890.25
LOW	876.25
0.618	853.75
1.000	839.75
1.618	817.25
2.618	780.75
4.250	721.00

Fisher Pivots for day following 18-Dec-2008
Pivot	1 day	3 day
R1	895.25	895.00
PP	894.75	894.75
S1	894.50	894.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols