E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 1,264.50 1,283.50 19.00 1.5% 1,262.25
High 1,286.50 1,291.00 4.50 0.3% 1,293.00
Low 1,262.00 1,266.75 4.75 0.4% 1,249.50
Close 1,286.50 1,268.50 -18.00 -1.4% 1,255.75
Range 24.50 24.25 -0.25 -1.0% 43.50
ATR 25.26 25.19 -0.07 -0.3% 0.00
Volume 2,658 3,256 598 22.5% 20,349
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,348.25 1,332.50 1,281.75
R3 1,324.00 1,308.25 1,275.25
R2 1,299.75 1,299.75 1,273.00
R1 1,284.00 1,284.00 1,270.75 1,279.75
PP 1,275.50 1,275.50 1,275.50 1,273.25
S1 1,259.75 1,259.75 1,266.25 1,255.50
S2 1,251.25 1,251.25 1,264.00
S3 1,227.00 1,235.50 1,261.75
S4 1,202.75 1,211.25 1,255.25
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1,396.50 1,369.75 1,279.75
R3 1,353.00 1,326.25 1,267.75
R2 1,309.50 1,309.50 1,263.75
R1 1,282.75 1,282.75 1,259.75 1,274.50
PP 1,266.00 1,266.00 1,266.00 1,262.00
S1 1,239.25 1,239.25 1,251.75 1,231.00
S2 1,222.50 1,222.50 1,247.75
S3 1,179.00 1,195.75 1,243.75
S4 1,135.50 1,152.25 1,231.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,291.00 1,234.00 57.00 4.5% 23.50 1.9% 61% True False 2,934
10 1,293.00 1,234.00 59.00 4.7% 23.50 1.9% 58% False False 3,656
20 1,293.00 1,202.00 91.00 7.2% 27.25 2.2% 73% False False 3,633
40 1,410.25 1,202.00 208.25 16.4% 24.50 1.9% 32% False False 2,658
60 1,443.50 1,202.00 241.50 19.0% 20.25 1.6% 28% False False 1,841
80 1,443.50 1,202.00 241.50 19.0% 17.25 1.4% 28% False False 1,384
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 4.70
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,394.00
2.618 1,354.50
1.618 1,330.25
1.000 1,315.25
0.618 1,306.00
HIGH 1,291.00
0.618 1,281.75
0.500 1,279.00
0.382 1,276.00
LOW 1,266.75
0.618 1,251.75
1.000 1,242.50
1.618 1,227.50
2.618 1,203.25
4.250 1,163.75
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 1,279.00 1,266.50
PP 1,275.50 1,264.50
S1 1,272.00 1,262.50

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

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