E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 1,124.75 1,103.75 -21.00 -1.9% 1,220.00
High 1,161.00 1,104.00 -57.00 -4.9% 1,221.25
Low 1,102.50 1,009.00 -93.50 -8.5% 1,102.50
Close 1,108.25 1,053.25 -55.00 -5.0% 1,108.25
Range 58.50 95.00 36.50 62.4% 118.75
ATR 47.26 50.97 3.71 7.9% 0.00
Volume 2,741,088 3,191,895 450,807 16.4% 14,347,696
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,340.50 1,291.75 1,105.50
R3 1,245.50 1,196.75 1,079.50
R2 1,150.50 1,150.50 1,070.75
R1 1,101.75 1,101.75 1,062.00 1,078.50
PP 1,055.50 1,055.50 1,055.50 1,043.75
S1 1,006.75 1,006.75 1,044.50 983.50
S2 960.50 960.50 1,035.75
S3 865.50 911.75 1,027.00
S4 770.50 816.75 1,001.00
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,500.25 1,423.00 1,173.50
R3 1,381.50 1,304.25 1,141.00
R2 1,262.75 1,262.75 1,130.00
R1 1,185.50 1,185.50 1,119.25 1,164.75
PP 1,144.00 1,144.00 1,144.00 1,133.50
S1 1,066.75 1,066.75 1,097.25 1,046.00
S2 1,025.25 1,025.25 1,086.50
S3 906.50 948.00 1,075.50
S4 787.75 829.25 1,043.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,175.75 1,009.00 166.75 15.8% 61.00 5.8% 27% False True 3,062,813
10 1,224.75 1,009.00 215.75 20.5% 55.50 5.3% 21% False True 2,853,997
20 1,291.25 1,009.00 282.25 26.8% 54.50 5.2% 16% False True 2,883,662
40 1,315.25 1,009.00 306.25 29.1% 38.75 3.7% 14% False True 1,449,161
60 1,315.25 1,009.00 306.25 29.1% 34.50 3.3% 14% False True 967,370
80 1,371.75 1,009.00 362.75 34.4% 31.75 3.0% 12% False True 726,173
100 1,443.50 1,009.00 434.50 41.3% 28.50 2.7% 10% False True 580,995
120 1,443.50 1,009.00 434.50 41.3% 25.25 2.4% 10% False True 484,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,507.75
2.618 1,352.75
1.618 1,257.75
1.000 1,199.00
0.618 1,162.75
HIGH 1,104.00
0.618 1,067.75
0.500 1,056.50
0.382 1,045.25
LOW 1,009.00
0.618 950.25
1.000 914.00
1.618 855.25
2.618 760.25
4.250 605.25
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 1,056.50 1,091.50
PP 1,055.50 1,078.75
S1 1,054.25 1,066.00

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

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