E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1,193.75 1,180.00 -13.75 -1.2% 1,161.00
High 1,198.00 1,188.25 -9.75 -0.8% 1,198.00
Low 1,176.25 1,141.00 -35.25 -3.0% 1,130.50
Close 1,180.00 1,152.25 -27.75 -2.4% 1,152.25
Range 21.75 47.25 25.50 117.2% 67.50
ATR 35.14 36.00 0.87 2.5% 0.00
Volume 1,326,103 3,165,176 1,839,073 138.7% 4,799,853
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,302.25 1,274.50 1,178.25
R3 1,255.00 1,227.25 1,165.25
R2 1,207.75 1,207.75 1,161.00
R1 1,180.00 1,180.00 1,156.50 1,170.25
PP 1,160.50 1,160.50 1,160.50 1,155.50
S1 1,132.75 1,132.75 1,148.00 1,123.00
S2 1,113.25 1,113.25 1,143.50
S3 1,066.00 1,085.50 1,139.25
S4 1,018.75 1,038.25 1,126.25
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,362.75 1,325.00 1,189.50
R3 1,295.25 1,257.50 1,170.75
R2 1,227.75 1,227.75 1,164.50
R1 1,190.00 1,190.00 1,158.50 1,175.00
PP 1,160.25 1,160.25 1,160.25 1,152.75
S1 1,122.50 1,122.50 1,146.00 1,107.50
S2 1,092.75 1,092.75 1,140.00
S3 1,025.25 1,055.00 1,133.75
S4 957.75 987.50 1,115.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,198.25 1,130.50 67.75 5.9% 34.00 3.0% 32% False False 966,706
10 1,223.75 1,126.75 97.00 8.4% 33.25 2.9% 26% False False 492,969
20 1,223.75 1,105.75 118.00 10.2% 34.25 3.0% 39% False False 250,222
40 1,342.00 1,071.50 270.50 23.5% 36.25 3.1% 30% False False 127,459
60 1,348.75 1,071.50 277.25 24.1% 30.75 2.7% 29% False False 85,342
80 1,348.75 1,071.50 277.25 24.1% 26.75 2.3% 29% False False 64,086
100 1,361.00 1,071.50 289.50 25.1% 24.25 2.1% 28% False False 51,309
120 1,361.00 1,071.50 289.50 25.1% 22.25 1.9% 28% False False 42,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.50
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,389.00
2.618 1,312.00
1.618 1,264.75
1.000 1,235.50
0.618 1,217.50
HIGH 1,188.25
0.618 1,170.25
0.500 1,164.50
0.382 1,159.00
LOW 1,141.00
0.618 1,111.75
1.000 1,093.75
1.618 1,064.50
2.618 1,017.25
4.250 940.25
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1,164.50 1,169.50
PP 1,160.50 1,163.75
S1 1,156.50 1,158.00

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

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