E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1,336.25 1,326.00 -10.25 -0.8% 1,307.25
High 1,342.00 1,334.25 -7.75 -0.6% 1,342.00
Low 1,327.50 1,316.50 -11.00 -0.8% 1,285.75
Close 1,335.50 1,328.00 -7.50 -0.6% 1,335.50
Range 14.50 17.75 3.25 22.4% 56.25
ATR 19.32 19.30 -0.02 -0.1% 0.00
Volume 3,280 3,344 64 2.0% 8,442
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,379.50 1,371.50 1,337.75
R3 1,361.75 1,353.75 1,333.00
R2 1,344.00 1,344.00 1,331.25
R1 1,336.00 1,336.00 1,329.75 1,340.00
PP 1,326.25 1,326.25 1,326.25 1,328.25
S1 1,318.25 1,318.25 1,326.25 1,322.25
S2 1,308.50 1,308.50 1,324.75
S3 1,290.75 1,300.50 1,323.00
S4 1,273.00 1,282.75 1,318.25
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,489.75 1,469.00 1,366.50
R3 1,433.50 1,412.75 1,351.00
R2 1,377.25 1,377.25 1,345.75
R1 1,356.50 1,356.50 1,340.75 1,367.00
PP 1,321.00 1,321.00 1,321.00 1,326.25
S1 1,300.25 1,300.25 1,330.25 1,310.50
S2 1,264.75 1,264.75 1,325.25
S3 1,208.50 1,244.00 1,320.00
S4 1,152.25 1,187.75 1,304.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,342.00 1,295.00 47.00 3.5% 18.75 1.4% 70% False False 2,100
10 1,342.00 1,285.75 56.25 4.2% 19.75 1.5% 75% False False 1,983
20 1,348.75 1,252.00 96.75 7.3% 19.25 1.5% 79% False False 1,527
40 1,348.75 1,247.50 101.25 7.6% 18.25 1.4% 80% False False 1,016
60 1,361.00 1,247.50 113.50 8.5% 17.25 1.3% 71% False False 733
80 1,361.00 1,247.50 113.50 8.5% 15.75 1.2% 71% False False 602
100 1,361.00 1,232.00 129.00 9.7% 15.00 1.1% 74% False False 503
120 1,361.00 1,232.00 129.00 9.7% 12.75 1.0% 74% False False 421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,409.75
2.618 1,380.75
1.618 1,363.00
1.000 1,352.00
0.618 1,345.25
HIGH 1,334.25
0.618 1,327.50
0.500 1,325.50
0.382 1,323.25
LOW 1,316.50
0.618 1,305.50
1.000 1,298.75
1.618 1,287.75
2.618 1,270.00
4.250 1,241.00
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1,327.00 1,327.25
PP 1,326.25 1,326.50
S1 1,325.50 1,326.00

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

View Archives - Comment on this page... - Back to Index of Symbols