E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 1,218.25 1,194.00 -24.25 -2.0% 1,157.75
High 1,230.75 1,229.75 -1.00 -0.1% 1,221.50
Low 1,193.50 1,185.50 -8.00 -0.7% 1,156.50
Close 1,194.00 1,223.00 29.00 2.4% 1,219.25
Range 37.25 44.25 7.00 18.8% 65.00
ATR 34.28 34.99 0.71 2.1% 0.00
Volume 2,384,903 2,979,505 594,602 24.9% 10,794,485
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,345.50 1,328.50 1,247.25
R3 1,301.25 1,284.25 1,235.25
R2 1,257.00 1,257.00 1,231.00
R1 1,240.00 1,240.00 1,227.00 1,248.50
PP 1,212.75 1,212.75 1,212.75 1,217.00
S1 1,195.75 1,195.75 1,219.00 1,204.25
S2 1,168.50 1,168.50 1,215.00
S3 1,124.25 1,151.50 1,210.75
S4 1,080.00 1,107.25 1,198.75
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,394.00 1,371.75 1,255.00
R3 1,329.00 1,306.75 1,237.00
R2 1,264.00 1,264.00 1,231.25
R1 1,241.75 1,241.75 1,225.25 1,253.00
PP 1,199.00 1,199.00 1,199.00 1,204.75
S1 1,176.75 1,176.75 1,213.25 1,188.00
S2 1,134.00 1,134.00 1,207.25
S3 1,069.00 1,111.75 1,201.50
S4 1,004.00 1,046.75 1,183.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,230.75 1,180.75 50.00 4.1% 32.75 2.7% 85% False False 2,486,873
10 1,230.75 1,106.50 124.25 10.2% 31.00 2.5% 94% False False 2,494,631
20 1,230.75 1,068.00 162.75 13.3% 37.00 3.0% 95% False False 2,951,430
40 1,230.75 1,068.00 162.75 13.3% 35.00 2.9% 95% False False 2,138,943
60 1,334.00 1,068.00 266.00 21.7% 38.00 3.1% 58% False False 1,427,952
80 1,348.75 1,068.00 280.75 23.0% 33.25 2.7% 55% False False 1,071,345
100 1,348.75 1,068.00 280.75 23.0% 30.00 2.5% 55% False False 857,177
120 1,361.00 1,068.00 293.00 24.0% 27.75 2.3% 53% False False 714,342
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 7.00
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,417.75
2.618 1,345.50
1.618 1,301.25
1.000 1,274.00
0.618 1,257.00
HIGH 1,229.75
0.618 1,212.75
0.500 1,207.50
0.382 1,202.50
LOW 1,185.50
0.618 1,158.25
1.000 1,141.25
1.618 1,114.00
2.618 1,069.75
4.250 997.50
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 1,218.00 1,218.00
PP 1,212.75 1,213.00
S1 1,207.50 1,208.00

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

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