E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 1,268.75 1,275.50 6.75 0.5% 1,293.25
High 1,278.00 1,282.75 4.75 0.4% 1,315.25
Low 1,262.25 1,265.00 2.75 0.2% 1,276.50
Close 1,275.25 1,277.00 1.75 0.1% 1,301.50
Range 15.75 17.75 2.00 12.7% 38.75
ATR 23.31 22.91 -0.40 -1.7% 0.00
Volume 3,431 6,323 2,892 84.3% 17,411
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,328.25 1,320.25 1,286.75
R3 1,310.50 1,302.50 1,282.00
R2 1,292.75 1,292.75 1,280.25
R1 1,284.75 1,284.75 1,278.75 1,288.75
PP 1,275.00 1,275.00 1,275.00 1,277.00
S1 1,267.00 1,267.00 1,275.25 1,271.00
S2 1,257.25 1,257.25 1,273.75
S3 1,239.50 1,249.25 1,272.00
S4 1,221.75 1,231.50 1,267.25
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,414.00 1,396.50 1,322.75
R3 1,375.25 1,357.75 1,312.25
R2 1,336.50 1,336.50 1,308.50
R1 1,319.00 1,319.00 1,305.00 1,327.75
PP 1,297.75 1,297.75 1,297.75 1,302.00
S1 1,280.25 1,280.25 1,298.00 1,289.00
S2 1,259.00 1,259.00 1,294.50
S3 1,220.25 1,241.50 1,290.75
S4 1,181.50 1,202.75 1,280.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,307.25 1,262.25 45.00 3.5% 19.25 1.5% 33% False False 4,468
10 1,315.25 1,262.25 53.00 4.2% 22.25 1.7% 28% False False 4,283
20 1,315.25 1,234.00 81.25 6.4% 22.75 1.8% 53% False False 3,696
40 1,315.25 1,202.00 113.25 8.9% 25.00 2.0% 66% False False 3,776
60 1,410.25 1,202.00 208.25 16.3% 23.25 1.8% 36% False False 2,813
80 1,443.50 1,202.00 241.50 18.9% 20.00 1.6% 31% False False 2,123
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,358.25
2.618 1,329.25
1.618 1,311.50
1.000 1,300.50
0.618 1,293.75
HIGH 1,282.75
0.618 1,276.00
0.500 1,274.00
0.382 1,271.75
LOW 1,265.00
0.618 1,254.00
1.000 1,247.25
1.618 1,236.25
2.618 1,218.50
4.250 1,189.50
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 1,276.00 1,275.75
PP 1,275.00 1,274.50
S1 1,274.00 1,273.00

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

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