E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 1,002.50 957.50 -45.00 -4.5% 864.25
High 1,008.50 958.00 -50.50 -5.0% 984.00
Low 947.00 897.00 -50.00 -5.3% 825.00
Close 958.00 904.50 -53.50 -5.6% 967.25
Range 61.50 61.00 -0.50 -0.8% 159.00
ATR 64.33 64.09 -0.24 -0.4% 0.00
Volume 2,326,394 2,738,398 412,004 17.7% 16,180,953
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,102.75 1,064.75 938.00
R3 1,041.75 1,003.75 921.25
R2 980.75 980.75 915.75
R1 942.75 942.75 910.00 931.25
PP 919.75 919.75 919.75 914.00
S1 881.75 881.75 899.00 870.25
S2 858.75 858.75 893.25
S3 797.75 820.75 887.75
S4 736.75 759.75 871.00
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 1,008.50 897.00 111.50 12.3% 46.50 5.1% 7% False True 2,454,997
10 1,008.50 825.00 183.50 20.3% 59.25 6.5% 43% False False 2,958,434
20 1,067.00 825.00 242.00 26.8% 72.50 8.0% 33% False False 3,409,829
40 1,291.25 825.00 466.25 51.5% 67.00 7.4% 17% False False 3,485,784
60 1,307.25 825.00 482.25 53.3% 53.25 5.9% 16% False False 2,337,298
80 1,315.25 825.00 490.25 54.2% 46.00 5.1% 16% False False 1,753,888
100 1,351.75 825.00 526.75 58.2% 42.00 4.6% 15% False False 1,403,754
120 1,410.25 825.00 585.25 64.7% 37.75 4.2% 14% False False 1,169,845
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 10.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,217.25
2.618 1,117.75
1.618 1,056.75
1.000 1,019.00
0.618 995.75
HIGH 958.00
0.618 934.75
0.500 927.50
0.382 920.25
LOW 897.00
0.618 859.25
1.000 836.00
1.618 798.25
2.618 737.25
4.250 637.75
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 927.50 952.75
PP 919.75 936.75
S1 912.25 920.50

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

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