E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 1,263.75 1,235.50 -28.25 -2.2% 1,248.00
High 1,272.00 1,260.50 -11.50 -0.9% 1,272.00
Low 1,230.75 1,228.50 -2.25 -0.2% 1,228.50
Close 1,236.00 1,258.75 22.75 1.8% 1,258.75
Range 41.25 32.00 -9.25 -22.4% 43.50
ATR 29.74 29.90 0.16 0.5% 0.00
Volume 2,437,801 1,143,395 -1,294,406 -53.1% 10,823,780
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,345.25 1,334.00 1,276.25
R3 1,313.25 1,302.00 1,267.50
R2 1,281.25 1,281.25 1,264.50
R1 1,270.00 1,270.00 1,261.75 1,275.50
PP 1,249.25 1,249.25 1,249.25 1,252.00
S1 1,238.00 1,238.00 1,255.75 1,243.50
S2 1,217.25 1,217.25 1,253.00
S3 1,185.25 1,206.00 1,250.00
S4 1,153.25 1,174.00 1,241.25
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,383.50 1,364.75 1,282.75
R3 1,340.00 1,321.25 1,270.75
R2 1,296.50 1,296.50 1,266.75
R1 1,277.75 1,277.75 1,262.75 1,287.00
PP 1,253.00 1,253.00 1,253.00 1,257.75
S1 1,234.25 1,234.25 1,254.75 1,243.50
S2 1,209.50 1,209.50 1,250.75
S3 1,166.00 1,190.75 1,246.75
S4 1,122.50 1,147.25 1,234.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,272.00 1,228.50 43.50 3.5% 27.25 2.2% 70% False True 2,164,756
10 1,272.00 1,169.25 102.75 8.2% 28.25 2.2% 87% False False 2,318,797
20 1,272.00 1,147.50 124.50 9.9% 27.75 2.2% 89% False False 2,260,128
40 1,289.25 1,147.50 141.75 11.3% 29.75 2.4% 78% False False 2,399,054
60 1,289.25 1,068.00 221.25 17.6% 31.50 2.5% 86% False False 2,585,551
80 1,289.25 1,068.00 221.25 17.6% 32.50 2.6% 86% False False 2,174,759
100 1,342.00 1,068.00 274.00 21.8% 34.25 2.7% 70% False False 1,740,868
120 1,348.75 1,068.00 280.75 22.3% 31.75 2.5% 68% False False 1,450,946
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 6.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,396.50
2.618 1,344.25
1.618 1,312.25
1.000 1,292.50
0.618 1,280.25
HIGH 1,260.50
0.618 1,248.25
0.500 1,244.50
0.382 1,240.75
LOW 1,228.50
0.618 1,208.75
1.000 1,196.50
1.618 1,176.75
2.618 1,144.75
4.250 1,092.50
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 1,254.00 1,256.00
PP 1,249.25 1,253.00
S1 1,244.50 1,250.25

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

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