E-mini S&P 500 Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 893.50 854.00 -39.50 -4.4% 965.75
High 911.00 913.75 2.75 0.3% 1,008.50
Low 848.50 816.75 -31.75 -3.7% 897.00
Close 853.50 907.75 54.25 6.4% 936.25
Range 62.50 97.00 34.50 55.2% 111.50
ATR 60.66 63.26 2.60 4.3% 0.00
Volume 2,679,092 3,001,549 322,457 12.0% 12,856,321
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,170.50 1,136.00 961.00
R3 1,073.50 1,039.00 934.50
R2 976.50 976.50 925.50
R1 942.00 942.00 916.75 959.25
PP 879.50 879.50 879.50 888.00
S1 845.00 845.00 898.75 862.25
S2 782.50 782.50 890.00
S3 685.50 748.00 881.00
S4 588.50 651.00 854.50
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
5 962.50 816.75 145.75 16.1% 59.50 6.6% 62% False True 2,804,292
10 1,008.50 816.75 191.75 21.1% 53.00 5.8% 47% False True 2,629,645
20 1,008.50 816.75 191.75 21.1% 62.00 6.8% 47% False True 3,043,177
40 1,291.25 816.75 474.50 52.3% 67.50 7.4% 19% False True 3,371,594
60 1,305.25 816.75 488.50 53.8% 56.50 6.2% 19% False True 2,570,667
80 1,315.25 816.75 498.50 54.9% 48.25 5.3% 18% False True 1,928,921
100 1,322.75 816.75 506.00 55.7% 44.00 4.9% 18% False True 1,543,869
120 1,410.25 816.75 593.50 65.4% 39.75 4.4% 15% False True 1,286,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.70
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,326.00
2.618 1,167.75
1.618 1,070.75
1.000 1,010.75
0.618 973.75
HIGH 913.75
0.618 876.75
0.500 865.25
0.382 853.75
LOW 816.75
0.618 756.75
1.000 719.75
1.618 659.75
2.618 562.75
4.250 404.50
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 893.50 895.75
PP 879.50 884.00
S1 865.25 872.00

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

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