E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 1,307.25 1,296.50 -10.75 -0.8% 1,332.00
High 1,308.00 1,318.75 10.75 0.8% 1,332.00
Low 1,285.75 1,295.00 9.25 0.7% 1,290.25
Close 1,295.00 1,315.75 20.75 1.6% 1,309.50
Range 22.25 23.75 1.50 6.7% 41.75
ATR 19.42 19.73 0.31 1.6% 0.00
Volume 1,284 1,404 120 9.3% 8,940
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,381.00 1,372.25 1,328.75
R3 1,357.25 1,348.50 1,322.25
R2 1,333.50 1,333.50 1,320.00
R1 1,324.75 1,324.75 1,318.00 1,329.00
PP 1,309.75 1,309.75 1,309.75 1,312.00
S1 1,301.00 1,301.00 1,313.50 1,305.50
S2 1,286.00 1,286.00 1,311.50
S3 1,262.25 1,277.25 1,309.25
S4 1,238.50 1,253.50 1,302.75
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,435.75 1,414.50 1,332.50
R3 1,394.00 1,372.75 1,321.00
R2 1,352.25 1,352.25 1,317.25
R1 1,331.00 1,331.00 1,313.25 1,320.75
PP 1,310.50 1,310.50 1,310.50 1,305.50
S1 1,289.25 1,289.25 1,305.75 1,279.00
S2 1,268.75 1,268.75 1,301.75
S3 1,227.00 1,247.50 1,298.00
S4 1,185.25 1,205.75 1,286.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,322.00 1,285.75 36.25 2.8% 20.00 1.5% 83% False False 1,729
10 1,348.75 1,285.75 63.00 4.8% 20.75 1.6% 48% False False 1,423
20 1,348.75 1,252.00 96.75 7.4% 19.75 1.5% 66% False False 1,249
40 1,348.75 1,247.50 101.25 7.7% 18.00 1.4% 67% False False 792
60 1,361.00 1,247.50 113.50 8.6% 16.75 1.3% 60% False False 590
80 1,361.00 1,247.50 113.50 8.6% 15.50 1.2% 60% False False 492
100 1,361.00 1,232.00 129.00 9.8% 14.50 1.1% 65% False False 414
120 1,361.00 1,232.00 129.00 9.8% 12.25 0.9% 65% False False 345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,419.75
2.618 1,381.00
1.618 1,357.25
1.000 1,342.50
0.618 1,333.50
HIGH 1,318.75
0.618 1,309.75
0.500 1,307.00
0.382 1,304.00
LOW 1,295.00
0.618 1,280.25
1.000 1,271.25
1.618 1,256.50
2.618 1,232.75
4.250 1,194.00
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 1,312.75 1,311.25
PP 1,309.75 1,306.75
S1 1,307.00 1,302.25

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

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