E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 1,278.00 1,277.00 -1.00 -0.1% 1,294.00
High 1,282.50 1,278.75 -3.75 -0.3% 1,301.75
Low 1,267.25 1,236.50 -30.75 -2.4% 1,264.00
Close 1,276.75 1,238.00 -38.75 -3.0% 1,284.25
Range 15.25 42.25 27.00 177.0% 37.75
ATR 22.12 23.56 1.44 6.5% 0.00
Volume 20,077 31,970 11,893 59.2% 89,183
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,377.75 1,350.25 1,261.25
R3 1,335.50 1,308.00 1,249.50
R2 1,293.25 1,293.25 1,245.75
R1 1,265.75 1,265.75 1,241.75 1,258.50
PP 1,251.00 1,251.00 1,251.00 1,247.50
S1 1,223.50 1,223.50 1,234.25 1,216.00
S2 1,208.75 1,208.75 1,230.25
S3 1,166.50 1,181.25 1,226.50
S4 1,124.25 1,139.00 1,214.75
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1,396.50 1,378.25 1,305.00
R3 1,358.75 1,340.50 1,294.75
R2 1,321.00 1,321.00 1,291.25
R1 1,302.75 1,302.75 1,287.75 1,293.00
PP 1,283.25 1,283.25 1,283.25 1,278.50
S1 1,265.00 1,265.00 1,280.75 1,255.25
S2 1,245.50 1,245.50 1,277.25
S3 1,207.75 1,227.25 1,273.75
S4 1,170.00 1,189.50 1,263.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,305.25 1,236.50 68.75 5.6% 25.75 2.1% 2% False True 20,765
10 1,305.25 1,236.50 68.75 5.6% 23.00 1.9% 2% False True 16,504
20 1,315.25 1,236.50 78.75 6.4% 23.00 1.9% 2% False True 10,267
40 1,315.25 1,202.00 113.25 9.1% 24.50 2.0% 32% False False 7,121
60 1,371.75 1,202.00 169.75 13.7% 23.75 1.9% 21% False False 5,381
80 1,443.50 1,202.00 241.50 19.5% 21.50 1.7% 15% False False 4,099
100 1,443.50 1,202.00 241.50 19.5% 19.00 1.5% 15% False False 3,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.30
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1,458.25
2.618 1,389.25
1.618 1,347.00
1.000 1,321.00
0.618 1,304.75
HIGH 1,278.75
0.618 1,262.50
0.500 1,257.50
0.382 1,252.75
LOW 1,236.50
0.618 1,210.50
1.000 1,194.25
1.618 1,168.25
2.618 1,126.00
4.250 1,057.00
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 1,257.50 1,271.00
PP 1,251.00 1,260.00
S1 1,244.50 1,249.00

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

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