E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 09-Dec-2008

Day Change Summary
	Previous	Current
	08-Dec-2008	09-Dec-2008	Change	Change %	Previous Week
Open	872.25	906.25	34.00	3.9%	897.50
High	919.25	916.25	-3.00	-0.3%	897.50
Low	867.50	884.50	17.00	2.0%	813.00
Close	904.75	889.50	-15.25	-1.7%	872.50
Range	51.75	31.75	-20.00	-38.6%	84.50
ATR	56.69	54.91	-1.78	-3.1%	0.00
Volume	3,221,506	2,646,329	-575,177	-17.9%	12,929,040

Daily Pivots for day following 09-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	992.00	972.50	907.00
R3	960.25	940.75	898.25
R2	928.50	928.50	895.25
R1	909.00	909.00	892.50	903.00
PP	896.75	896.75	896.75	893.75
S1	877.25	877.25	886.50	871.00
S2	865.00	865.00	883.75
S3	833.25	845.50	880.75
S4	801.50	813.75	872.00

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,114.50	1,078.00	919.00
R3	1,030.00	993.50	895.75
R2	945.50	945.50	888.00
R1	909.00	909.00	880.25	885.00
PP	861.00	861.00	861.00	849.00
S1	824.50	824.50	864.75	800.50
S2	776.50	776.50	857.00
S3	692.00	740.00	849.25
S4	607.50	655.50	826.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	919.25	817.00	102.25	11.5%	47.50	5.3%	71%	False	False	3,055,312
10	919.25	813.00	106.25	11.9%	48.00	5.4%	72%	False	False	2,750,375
20	927.25	739.00	188.25	21.2%	55.25	6.2%	80%	False	False	3,069,702
40	1,067.00	739.00	328.00	36.9%	60.75	6.8%	46%	False	False	3,143,260
60	1,291.25	739.00	552.25	62.1%	63.50	7.1%	27%	False	False	3,373,238
80	1,307.25	739.00	568.25	63.9%	54.50	6.1%	26%	False	False	2,597,938
100	1,315.25	739.00	576.25	64.8%	48.25	5.4%	26%	False	False	2,079,068
120	1,340.25	739.00	601.25	67.6%	44.75	5.0%	25%	False	False	1,733,159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	11.68
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,051.25
2.618	999.25
1.618	967.50
1.000	948.00
0.618	935.75
HIGH	916.25
0.618	904.00
0.500	900.50
0.382	896.75
LOW	884.50
0.618	865.00
1.000	852.75
1.618	833.25
2.618	801.50
4.250	749.50

Fisher Pivots for day following 09-Dec-2008
Pivot	1 day	3 day
R1	900.50	882.50
PP	896.75	875.25
S1	893.00	868.00

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