E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	1,235.00	1,195.50	-39.50	-3.2%	1,258.50
High	1,239.25	1,221.00	-18.25	-1.5%	1,283.75
Low	1,195.50	1,163.00	-32.50	-2.7%	1,212.25
Close	1,196.00	1,216.25	20.25	1.7%	1,258.50
Range	43.75	58.00	14.25	32.6%	71.50
ATR	30.22	32.21	1.98	6.6%	0.00
Volume	2,558,755	3,993,598	1,434,843	56.1%	2,664,037

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,374.00	1,353.25	1,248.25
R3	1,316.00	1,295.25	1,232.25
R2	1,258.00	1,258.00	1,227.00
R1	1,237.25	1,237.25	1,221.50	1,247.50
PP	1,200.00	1,200.00	1,200.00	1,205.25
S1	1,179.25	1,179.25	1,211.00	1,189.50
S2	1,142.00	1,142.00	1,205.50
S3	1,084.00	1,121.25	1,200.25
S4	1,026.00	1,063.25	1,184.25

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,466.00	1,433.75	1,297.75
R3	1,394.50	1,362.25	1,278.25
R2	1,323.00	1,323.00	1,271.50
R1	1,290.75	1,290.75	1,265.00	1,294.25
PP	1,251.50	1,251.50	1,251.50	1,253.25
S1	1,219.25	1,219.25	1,252.00	1,222.75
S2	1,180.00	1,180.00	1,245.50
S3	1,108.50	1,147.75	1,238.75
S4	1,037.00	1,076.25	1,219.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,259.25	1,163.00	96.25	7.9%	38.50	3.2%	55%	False	True	1,810,518
10	1,283.75	1,163.00	120.75	9.9%	36.50	3.0%	44%	False	True	930,890
20	1,305.25	1,163.00	142.25	11.7%	28.75	2.4%	37%	False	True	471,562
40	1,315.25	1,163.00	152.25	12.5%	26.50	2.2%	35%	False	True	237,528
60	1,340.25	1,163.00	177.25	14.6%	26.75	2.2%	30%	False	True	159,635
80	1,410.25	1,163.00	247.25	20.3%	24.25	2.0%	22%	False	True	119,805
100	1,443.50	1,163.00	280.50	23.1%	21.25	1.8%	19%	False	True	95,854

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	9.70
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	1,467.50
2.618	1,372.75
1.618	1,314.75
1.000	1,279.00
0.618	1,256.75
HIGH	1,221.00
0.618	1,198.75
0.500	1,192.00
0.382	1,185.25
LOW	1,163.00
0.618	1,127.25
1.000	1,105.00
1.618	1,069.25
2.618	1,011.25
4.250	916.50

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	1,208.25	1,214.50
PP	1,200.00	1,212.75
S1	1,192.00	1,211.00

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