E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 965.75 969.50 3.75 0.4% 864.25
High 979.75 1,006.75 27.00 2.8% 984.00
Low 957.00 964.00 7.00 0.7% 825.00
Close 969.50 1,003.25 33.75 3.5% 967.25
Range 22.75 42.75 20.00 87.9% 159.00
ATR 66.22 64.54 -1.68 -2.5% 0.00
Volume 2,756,518 1,523,295 -1,233,223 -44.7% 16,180,953
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,119.50 1,104.25 1,026.75
R3 1,076.75 1,061.50 1,015.00
R2 1,034.00 1,034.00 1,011.00
R1 1,018.75 1,018.75 1,007.25 1,026.50
PP 991.25 991.25 991.25 995.25
S1 976.00 976.00 999.25 983.50
S2 948.50 948.50 995.50
S3 905.75 933.25 991.50
S4 863.00 890.50 979.75
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,402.50 1,343.75 1,054.75
R3 1,243.50 1,184.75 1,011.00
R2 1,084.50 1,084.50 996.50
R1 1,025.75 1,025.75 981.75 1,055.00
PP 925.50 925.50 925.50 940.00
S1 866.75 866.75 952.75 896.00
S2 766.50 766.50 938.00
S3 607.50 707.75 923.50
S4 448.50 548.75 879.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,006.75 914.25 92.50 9.2% 41.75 4.2% 96% True False 2,843,744
10 1,006.75 825.00 181.75 18.1% 63.50 6.3% 98% True False 3,044,617
20 1,067.00 825.00 242.00 24.1% 75.50 7.5% 74% False False 3,637,094
40 1,291.25 825.00 466.25 46.5% 65.75 6.5% 38% False False 3,369,611
60 1,309.00 825.00 484.00 48.2% 52.00 5.2% 37% False False 2,253,019
80 1,315.25 825.00 490.25 48.9% 45.25 4.5% 36% False False 1,690,710
100 1,371.75 825.00 546.75 54.5% 41.25 4.1% 33% False False 1,353,110
120 1,431.50 825.00 606.50 60.5% 37.00 3.7% 29% False False 1,127,639
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,188.50
2.618 1,118.75
1.618 1,076.00
1.000 1,049.50
0.618 1,033.25
HIGH 1,006.75
0.618 990.50
0.500 985.50
0.382 980.25
LOW 964.00
0.618 937.50
1.000 921.25
1.618 894.75
2.618 852.00
4.250 782.25
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 997.25 993.25
PP 991.25 983.25
S1 985.50 973.50

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

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