E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 1,153.50 1,166.00 12.50 1.1% 1,171.50
High 1,170.75 1,183.00 12.25 1.0% 1,200.50
Low 1,137.25 1,147.50 10.25 0.9% 1,112.00
Close 1,166.25 1,151.75 -14.50 -1.2% 1,118.25
Range 33.50 35.50 2.00 6.0% 88.50
ATR 39.02 38.77 -0.25 -0.6% 0.00
Volume 15,933 17,337 1,404 8.8% 21,581
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,267.25 1,245.00 1,171.25
R3 1,231.75 1,209.50 1,161.50
R2 1,196.25 1,196.25 1,158.25
R1 1,174.00 1,174.00 1,155.00 1,167.50
PP 1,160.75 1,160.75 1,160.75 1,157.50
S1 1,138.50 1,138.50 1,148.50 1,132.00
S2 1,125.25 1,125.25 1,145.25
S3 1,089.75 1,103.00 1,142.00
S4 1,054.25 1,067.50 1,132.25
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,409.00 1,352.25 1,167.00
R3 1,320.50 1,263.75 1,142.50
R2 1,232.00 1,232.00 1,134.50
R1 1,175.25 1,175.25 1,126.25 1,159.50
PP 1,143.50 1,143.50 1,143.50 1,135.75
S1 1,086.75 1,086.75 1,110.25 1,071.00
S2 1,055.00 1,055.00 1,102.00
S3 966.50 998.25 1,094.00
S4 878.00 909.75 1,069.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,183.00 1,105.75 77.25 6.7% 36.25 3.1% 60% True False 10,947
10 1,200.50 1,105.75 94.75 8.2% 35.50 3.1% 49% False False 7,476
20 1,304.00 1,071.50 232.50 20.2% 46.50 4.0% 35% False False 7,421
40 1,348.75 1,071.50 277.25 24.1% 33.00 2.9% 29% False False 4,526
60 1,348.75 1,071.50 277.25 24.1% 27.75 2.4% 29% False False 3,265
80 1,348.75 1,071.50 277.25 24.1% 25.00 2.2% 29% False False 2,484
100 1,361.00 1,071.50 289.50 25.1% 22.25 1.9% 28% False False 2,035
120 1,361.00 1,071.50 289.50 25.1% 20.75 1.8% 28% False False 1,714
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 8.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,334.00
2.618 1,276.00
1.618 1,240.50
1.000 1,218.50
0.618 1,205.00
HIGH 1,183.00
0.618 1,169.50
0.500 1,165.25
0.382 1,161.00
LOW 1,147.50
0.618 1,125.50
1.000 1,112.00
1.618 1,090.00
2.618 1,054.50
4.250 996.50
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 1,165.25 1,150.50
PP 1,160.75 1,149.25
S1 1,156.25 1,148.00

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

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