E-mini S&P 500 Future December 2011

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary Previous Current 22-Sep-2011 23-Sep-2011 Change Change % Previous Week Open 1,155.25 1,124.25 -31.00 -2.7% 1,199.25 High 1,159.00 1,138.50 -20.50 -1.8% 1,214.50 Low 1,106.75 1,102.00 -4.75 -0.4% 1,102.00 Close 1,123.50 1,129.75 6.25 0.6% 1,129.75 Range 52.25 36.50 -15.75 -30.1% 112.50 ATR 36.37 36.38 0.01 0.0% 0.00 Volume 4,733,306 3,347,254 -1,386,052 -29.3% 16,377,344
Daily Pivots for day following 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1,233.00 1,217.75 1,149.75 R3 1,196.50 1,181.25 1,139.75 R2 1,160.00 1,160.00 1,136.50 R1 1,144.75 1,144.75 1,133.00 1,152.50 PP 1,123.50 1,123.50 1,123.50 1,127.25 S1 1,108.25 1,108.25 1,126.50 1,116.00 S2 1,087.00 1,087.00 1,123.00 S3 1,050.50 1,071.75 1,119.75 S4 1,014.00 1,035.25 1,109.75	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1,486.25 1,420.50 1,191.50 R3 1,373.75 1,308.00 1,160.75 R2 1,261.25 1,261.25 1,150.50 R1 1,195.50 1,195.50 1,140.00 1,172.00 PP 1,148.75 1,148.75 1,148.75 1,137.00 S1 1,083.00 1,083.00 1,119.50 1,059.50 S2 1,036.25 1,036.25 1,109.00 S3 923.75 970.50 1,098.75 S4 811.25 858.00 1,068.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,214.50 1,102.00 112.50 10.0% 37.75 3.3% 25% False True 3,275,468 10 1,214.50 1,102.00 112.50 10.0% 35.25 3.1% 25% False True 3,289,879 20 1,223.75 1,102.00 121.75 10.8% 34.25 3.0% 23% False True 1,891,424 40 1,304.00 1,071.50 232.50 20.6% 40.25 3.6% 25% False False 949,422 60 1,348.75 1,071.50 277.25 24.5% 33.25 3.0% 21% False False 633,492 80 1,348.75 1,071.50 277.25 24.5% 29.25 2.6% 21% False False 475,305 100 1,348.75 1,071.50 277.25 24.5% 26.75 2.4% 21% False False 380,272 120 1,361.00 1,071.50 289.50 25.6% 24.25 2.1% 20% False False 316,933
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False 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 9.95 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,293.50 2.618 1,234.00 1.618 1,197.50 1.000 1,175.00 0.618 1,161.00 HIGH 1,138.50 0.618 1,124.50 0.500 1,120.25 0.382 1,116.00 LOW 1,102.00 0.618 1,079.50 1.000 1,065.50 1.618 1,043.00 2.618 1,006.50 4.250 947.00
Fisher Pivots for day following 23-Sep-2011 Pivot 1 day 3 day R1 1,126.50 1,153.00 PP 1,123.50 1,145.25 S1 1,120.25 1,137.50

Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.