E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	957.50	903.50	-54.00	-5.6%	965.75
High	958.00	937.50	-20.50	-2.1%	1,008.50
Low	897.00	901.00	4.00	0.4%	897.00
Close	904.50	936.25	31.75	3.5%	936.25
Range	61.00	36.50	-24.50	-40.2%	111.50
ATR	64.09	62.12	-1.97	-3.1%	0.00
Volume	2,738,398	3,511,716	773,318	28.2%	12,856,321

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,034.50	1,021.75	956.25
R3	998.00	985.25	946.25
R2	961.50	961.50	943.00
R1	948.75	948.75	939.50	955.00
PP	925.00	925.00	925.00	928.00
S1	912.25	912.25	933.00	918.50
S2	888.50	888.50	929.50
S3	852.00	875.75	926.25
S4	815.50	839.25	916.25

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,281.75	1,220.50	997.50
R3	1,170.25	1,109.00	967.00
R2	1,058.75	1,058.75	956.75
R1	997.50	997.50	946.50	972.50
PP	947.25	947.25	947.25	934.75
S1	886.00	886.00	926.00	861.00
S2	835.75	835.75	915.75
S3	724.25	774.50	905.50
S4	612.75	663.00	875.00

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	11.9%	45.00	4.8%	35%	False	False	2,571,264
10	1,008.50	825.00	183.50	19.6%	55.25	5.9%	61%	False	False	2,903,727
20	1,067.00	825.00	242.00	25.8%	69.00	7.4%	46%	False	False	3,376,858
40	1,291.25	825.00	466.25	49.8%	67.50	7.2%	24%	False	False	3,521,518
60	1,307.25	825.00	482.25	51.5%	53.50	5.7%	23%	False	False	2,395,771
80	1,315.25	825.00	490.25	52.4%	46.00	4.9%	23%	False	False	1,797,747
100	1,340.25	825.00	515.25	55.0%	42.25	4.5%	22%	False	False	1,438,871
120	1,410.25	825.00	585.25	62.5%	38.00	4.0%	19%	False	False	1,199,110

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.75
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,092.50
2.618	1,033.00
1.618	996.50
1.000	974.00
0.618	960.00
HIGH	937.50
0.618	923.50
0.500	919.25
0.382	915.00
LOW	901.00
0.618	878.50
1.000	864.50
1.618	842.00
2.618	805.50
4.250	746.00

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	930.50	952.75
PP	925.00	947.25
S1	919.25	941.75

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