E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 1,249.25 1,257.75 8.50 0.7% 1,165.50
High 1,262.25 1,266.00 3.75 0.3% 1,257.00
Low 1,238.25 1,224.75 -13.50 -1.1% 1,164.00
Close 1,258.25 1,230.25 -28.00 -2.2% 1,237.50
Range 24.00 41.25 17.25 71.9% 93.00
ATR 28.58 29.49 0.90 3.2% 0.00
Volume 280,631 1,277,789 997,158 355.3% 98,942
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,364.00 1,338.50 1,253.00
R3 1,322.75 1,297.25 1,241.50
R2 1,281.50 1,281.50 1,237.75
R1 1,256.00 1,256.00 1,234.00 1,248.00
PP 1,240.25 1,240.25 1,240.25 1,236.50
S1 1,214.75 1,214.75 1,226.50 1,207.00
S2 1,199.00 1,199.00 1,222.75
S3 1,157.75 1,173.50 1,219.00
S4 1,116.50 1,132.25 1,207.50
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 1,266.00 1,224.75 41.25 3.4% 25.00 2.0% 13% True True 337,882
10 1,266.00 1,141.75 124.25 10.1% 27.50 2.2% 71% True False 177,847
20 1,266.00 1,141.75 124.25 10.1% 27.25 2.2% 71% True False 92,359
40 1,283.00 1,141.75 141.25 11.5% 28.75 2.3% 63% False False 47,430
60 1,283.00 1,062.00 221.00 18.0% 30.75 2.5% 76% False False 32,099
80 1,283.00 1,062.00 221.00 18.0% 31.25 2.5% 76% False False 24,110
100 1,335.75 1,062.00 273.75 22.3% 32.50 2.6% 61% False False 19,297
120 1,342.75 1,062.00 280.75 22.8% 30.00 2.4% 60% False False 16,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.55
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,441.25
2.618 1,374.00
1.618 1,332.75
1.000 1,307.25
0.618 1,291.50
HIGH 1,266.00
0.618 1,250.25
0.500 1,245.50
0.382 1,240.50
LOW 1,224.75
0.618 1,199.25
1.000 1,183.50
1.618 1,158.00
2.618 1,116.75
4.250 1,049.50
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 1,245.50 1,245.50
PP 1,240.25 1,240.25
S1 1,235.25 1,235.25

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

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