E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 1,243.00 1,247.75 4.75 0.4% 1,165.50
High 1,260.25 1,259.75 -0.50 0.0% 1,257.00
Low 1,243.00 1,239.50 -3.50 -0.3% 1,164.00
Close 1,249.00 1,249.00 0.00 0.0% 1,237.50
Range 17.25 20.25 3.00 17.4% 93.00
ATR 29.61 28.94 -0.67 -2.3% 0.00
Volume 42,777 71,529 28,752 67.2% 98,942
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,310.25 1,299.75 1,260.25
R3 1,290.00 1,279.50 1,254.50
R2 1,269.75 1,269.75 1,252.75
R1 1,259.25 1,259.25 1,250.75 1,264.50
PP 1,249.50 1,249.50 1,249.50 1,252.00
S1 1,239.00 1,239.00 1,247.25 1,244.25
S2 1,229.25 1,229.25 1,245.25
S3 1,209.00 1,218.75 1,243.50
S4 1,188.75 1,198.50 1,237.75
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,498.50 1,461.00 1,288.75
R3 1,405.50 1,368.00 1,263.00
R2 1,312.50 1,312.50 1,254.50
R1 1,275.00 1,275.00 1,246.00 1,293.75
PP 1,219.50 1,219.50 1,219.50 1,229.00
S1 1,182.00 1,182.00 1,229.00 1,200.75
S2 1,126.50 1,126.50 1,220.50
S3 1,033.50 1,089.00 1,212.00
S4 940.50 996.00 1,186.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,260.25 1,177.25 83.00 6.6% 27.75 2.2% 86% False False 39,314
10 1,260.25 1,141.75 118.50 9.5% 25.75 2.1% 91% False False 23,422
20 1,269.00 1,141.75 127.25 10.2% 27.75 2.2% 84% False False 14,764
40 1,283.00 1,141.75 141.25 11.3% 28.50 2.3% 76% False False 8,523
60 1,283.00 1,062.00 221.00 17.7% 31.00 2.5% 85% False False 6,132
80 1,283.00 1,062.00 221.00 17.7% 30.75 2.5% 85% False False 4,630
100 1,335.75 1,062.00 273.75 21.9% 32.25 2.6% 68% False False 3,714
120 1,342.75 1,062.00 280.75 22.5% 29.75 2.4% 67% False False 3,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,345.75
2.618 1,312.75
1.618 1,292.50
1.000 1,280.00
0.618 1,272.25
HIGH 1,259.75
0.618 1,252.00
0.500 1,249.50
0.382 1,247.25
LOW 1,239.50
0.618 1,227.00
1.000 1,219.25
1.618 1,206.75
2.618 1,186.50
4.250 1,153.50
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 1,249.50 1,248.50
PP 1,249.50 1,247.75
S1 1,249.25 1,247.25

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

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