E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	11-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	919.50	893.50	-26.00	-2.8%	965.75
High	927.25	911.00	-16.25	-1.8%	1,008.50
Low	882.75	848.50	-34.25	-3.9%	897.00
Close	893.00	853.50	-39.50	-4.4%	936.25
Range	44.50	62.50	18.00	40.4%	111.50
ATR	60.52	60.66	0.14	0.2%	0.00
Volume	2,130,841	2,679,092	548,251	25.7%	12,856,321

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,058.50	1,018.50	888.00
R3	996.00	956.00	870.75
R2	933.50	933.50	865.00
R1	893.50	893.50	859.25	882.25
PP	871.00	871.00	871.00	865.50
S1	831.00	831.00	847.75	819.75
S2	808.50	808.50	842.00
S3	746.00	768.50	836.25
S4	683.50	706.00	819.00

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	962.50	848.50	114.00	13.4%	52.25	6.1%	4%	False	True	2,751,662
10	1,008.50	848.50	160.00	18.7%	47.50	5.6%	3%	False	True	2,653,501
20	1,008.50	825.00	183.50	21.5%	61.50	7.2%	16%	False	False	3,084,664
40	1,291.25	825.00	466.25	54.6%	67.25	7.9%	6%	False	False	3,422,436
60	1,305.25	825.00	480.25	56.3%	55.25	6.5%	6%	False	False	2,520,698
80	1,315.25	825.00	490.25	57.4%	47.25	5.5%	6%	False	False	1,891,461
100	1,340.25	825.00	515.25	60.4%	43.25	5.1%	6%	False	False	1,513,928
120	1,410.25	825.00	585.25	68.6%	39.00	4.6%	5%	False	False	1,261,674

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	9.08
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,176.50
2.618	1,074.50
1.618	1,012.00
1.000	973.50
0.618	949.50
HIGH	911.00
0.618	887.00
0.500	879.75
0.382	872.50
LOW	848.50
0.618	810.00
1.000	786.00
1.618	747.50
2.618	685.00
4.250	583.00

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	879.75	905.50
PP	871.00	888.25
S1	862.25	870.75

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