E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 1,251.50 1,254.50 3.00 0.2% 1,253.25
High 1,262.25 1,258.75 -3.50 -0.3% 1,275.25
Low 1,234.00 1,230.50 -3.50 -0.3% 1,218.25
Close 1,254.00 1,231.00 -23.00 -1.8% 1,261.50
Range 28.25 28.25 0.00 0.0% 57.00
ATR 31.89 31.63 -0.26 -0.8% 0.00
Volume 2,243,400 2,708,943 465,543 20.8% 11,647,373
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 1,324.75 1,306.25 1,246.50
R3 1,296.50 1,278.00 1,238.75
R2 1,268.25 1,268.25 1,236.25
R1 1,249.75 1,249.75 1,233.50 1,245.00
PP 1,240.00 1,240.00 1,240.00 1,237.75
S1 1,221.50 1,221.50 1,228.50 1,216.50
S2 1,211.75 1,211.75 1,225.75
S3 1,183.50 1,193.25 1,223.25
S4 1,155.25 1,165.00 1,215.50
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1,422.75 1,399.00 1,292.75
R3 1,365.75 1,342.00 1,277.25
R2 1,308.75 1,308.75 1,272.00
R1 1,285.00 1,285.00 1,266.75 1,297.00
PP 1,251.75 1,251.75 1,251.75 1,257.50
S1 1,228.00 1,228.00 1,256.25 1,240.00
S2 1,194.75 1,194.75 1,251.00
S3 1,137.75 1,171.00 1,245.75
S4 1,080.75 1,114.00 1,230.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,270.75 1,218.25 52.50 4.3% 28.25 2.3% 24% False False 2,200,330
10 1,275.25 1,213.50 61.75 5.0% 31.75 2.6% 28% False False 2,353,091
20 1,289.25 1,192.50 96.75 7.9% 30.75 2.5% 40% False False 2,459,706
40 1,289.25 1,068.00 221.25 18.0% 33.25 2.7% 74% False False 2,684,851
60 1,289.25 1,068.00 221.25 18.0% 33.25 2.7% 74% False False 2,286,254
80 1,322.75 1,068.00 254.75 20.7% 36.25 2.9% 64% False False 1,716,174
100 1,348.75 1,068.00 280.75 22.8% 32.75 2.7% 58% False False 1,373,253
120 1,348.75 1,068.00 280.75 22.8% 30.25 2.5% 58% False False 1,144,483
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.30
Fibonacci Retracements and Extensions
4.250 1,378.75
2.618 1,332.75
1.618 1,304.50
1.000 1,287.00
0.618 1,276.25
HIGH 1,258.75
0.618 1,248.00
0.500 1,244.50
0.382 1,241.25
LOW 1,230.50
0.618 1,213.00
1.000 1,202.25
1.618 1,184.75
2.618 1,156.50
4.250 1,110.50
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 1,244.50 1,250.50
PP 1,240.00 1,244.00
S1 1,235.50 1,237.50

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

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