E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 1,212.00 1,195.00 -17.00 -1.4% 1,170.25
High 1,222.00 1,198.25 -23.75 -1.9% 1,223.75
Low 1,195.25 1,163.00 -32.25 -2.7% 1,163.00
Close 1,195.50 1,163.50 -32.00 -2.7% 1,163.50
Range 26.75 35.25 8.50 31.8% 60.75
ATR 36.56 36.46 -0.09 -0.3% 0.00
Volume 28,654 33,677 5,023 17.5% 114,222
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,280.75 1,257.25 1,183.00
R3 1,245.50 1,222.00 1,173.25
R2 1,210.25 1,210.25 1,170.00
R1 1,186.75 1,186.75 1,166.75 1,181.00
PP 1,175.00 1,175.00 1,175.00 1,172.00
S1 1,151.50 1,151.50 1,160.25 1,145.50
S2 1,139.75 1,139.75 1,157.00
S3 1,104.50 1,116.25 1,153.75
S4 1,069.25 1,081.00 1,144.00
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,365.75 1,325.25 1,197.00
R3 1,305.00 1,264.50 1,180.25
R2 1,244.25 1,244.25 1,174.75
R1 1,203.75 1,203.75 1,169.00 1,193.50
PP 1,183.50 1,183.50 1,183.50 1,178.25
S1 1,143.00 1,143.00 1,158.00 1,133.00
S2 1,122.75 1,122.75 1,152.25
S3 1,062.00 1,082.25 1,146.75
S4 1,001.25 1,021.50 1,130.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,223.75 1,163.00 60.75 5.2% 30.00 2.6% 1% False True 22,844
10 1,223.75 1,105.75 118.00 10.1% 34.25 2.9% 49% False False 17,547
20 1,223.75 1,071.50 152.25 13.1% 43.75 3.8% 60% False False 12,634
40 1,342.00 1,071.50 270.50 23.2% 35.25 3.0% 34% False False 7,648
60 1,348.75 1,071.50 277.25 23.8% 29.75 2.6% 33% False False 5,421
80 1,348.75 1,071.50 277.25 23.8% 26.00 2.2% 33% False False 4,092
100 1,361.00 1,071.50 289.50 24.9% 23.50 2.0% 32% False False 3,323
120 1,361.00 1,071.50 289.50 24.9% 22.00 1.9% 32% False False 2,793
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 9.95
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,348.00
2.618 1,290.50
1.618 1,255.25
1.000 1,233.50
0.618 1,220.00
HIGH 1,198.25
0.618 1,184.75
0.500 1,180.50
0.382 1,176.50
LOW 1,163.00
0.618 1,141.25
1.000 1,127.75
1.618 1,106.00
2.618 1,070.75
4.250 1,013.25
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 1,180.50 1,193.50
PP 1,175.00 1,183.50
S1 1,169.25 1,173.50

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

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