E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1,185.75 1,184.25 -1.50 -0.1% 1,163.50
High 1,200.50 1,184.25 -16.25 -1.4% 1,183.00
Low 1,176.25 1,122.50 -53.75 -4.6% 1,071.50
Close 1,184.25 1,137.75 -46.50 -3.9% 1,171.00
Range 24.25 61.75 37.50 154.6% 111.50
ATR 38.26 39.94 1.68 4.4% 0.00
Volume 1,927 1,453 -474 -24.6% 55,632
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,333.50 1,297.25 1,171.75
R3 1,271.75 1,235.50 1,154.75
R2 1,210.00 1,210.00 1,149.00
R1 1,173.75 1,173.75 1,143.50 1,161.00
PP 1,148.25 1,148.25 1,148.25 1,141.75
S1 1,112.00 1,112.00 1,132.00 1,099.25
S2 1,086.50 1,086.50 1,126.50
S3 1,024.75 1,050.25 1,120.75
S4 963.00 988.50 1,103.75
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,476.25 1,435.25 1,232.25
R3 1,364.75 1,323.75 1,201.75
R2 1,253.25 1,253.25 1,191.50
R1 1,212.25 1,212.25 1,181.25 1,232.75
PP 1,141.75 1,141.75 1,141.75 1,152.00
S1 1,100.75 1,100.75 1,160.75 1,121.25
S2 1,030.25 1,030.25 1,150.50
S3 918.75 989.25 1,140.25
S4 807.25 877.75 1,109.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,200.50 1,122.50 78.00 6.9% 34.75 3.0% 20% False True 4,005
10 1,213.00 1,071.50 141.50 12.4% 55.00 4.8% 47% False False 8,099
20 1,342.00 1,071.50 270.50 23.8% 42.00 3.7% 24% False False 5,363
40 1,348.75 1,071.50 277.25 24.4% 31.00 2.7% 24% False False 3,350
60 1,348.75 1,071.50 277.25 24.4% 26.25 2.3% 24% False False 2,355
80 1,361.00 1,071.50 289.50 25.4% 23.25 2.0% 23% False False 1,807
100 1,361.00 1,071.50 289.50 25.4% 21.00 1.8% 23% False False 1,490
120 1,361.00 1,071.50 289.50 25.4% 19.25 1.7% 23% False False 1,259
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 12.70
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,446.75
2.618 1,346.00
1.618 1,284.25
1.000 1,246.00
0.618 1,222.50
HIGH 1,184.25
0.618 1,160.75
0.500 1,153.50
0.382 1,146.00
LOW 1,122.50
0.618 1,084.25
1.000 1,060.75
1.618 1,022.50
2.618 960.75
4.250 860.00
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1,153.50 1,161.50
PP 1,148.25 1,153.50
S1 1,143.00 1,145.75

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

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