E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1,465.75 1,460.50 -5.25 -0.4% 1,436.75
High 1,465.75 1,463.25 -2.50 -0.2% 1,474.75
Low 1,457.50 1,455.75 -1.75 -0.1% 1,421.50
Close 1,460.75 1,459.25 -1.50 -0.1% 1,465.75
Range 8.25 7.50 -0.75 -9.1% 53.25
ATR 15.05 14.51 -0.54 -3.6% 0.00
Volume 676,512 762,529 86,017 12.7% 8,147,015
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,482.00 1,478.00 1,463.50
R3 1,474.50 1,470.50 1,461.25
R2 1,467.00 1,467.00 1,460.50
R1 1,463.00 1,463.00 1,460.00 1,461.25
PP 1,459.50 1,459.50 1,459.50 1,458.50
S1 1,455.50 1,455.50 1,458.50 1,453.75
S2 1,452.00 1,452.00 1,458.00
S3 1,444.50 1,448.00 1,457.25
S4 1,437.00 1,440.50 1,455.00
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,613.75 1,593.00 1,495.00
R3 1,560.50 1,539.75 1,480.50
R2 1,507.25 1,507.25 1,475.50
R1 1,486.50 1,486.50 1,470.75 1,497.00
PP 1,454.00 1,454.00 1,454.00 1,459.25
S1 1,433.25 1,433.25 1,460.75 1,443.50
S2 1,400.75 1,400.75 1,456.00
S3 1,347.50 1,380.00 1,451.00
S4 1,294.25 1,326.75 1,436.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,474.75 1,428.50 46.25 3.2% 15.00 1.0% 66% False False 1,411,847
10 1,474.75 1,397.25 77.50 5.3% 15.25 1.0% 80% False False 1,452,791
20 1,474.75 1,394.50 80.25 5.5% 14.25 1.0% 81% False False 1,456,861
40 1,474.75 1,321.25 153.50 10.5% 15.25 1.0% 90% False False 1,535,570
60 1,474.75 1,302.50 172.25 11.8% 16.50 1.1% 91% False False 1,585,255
80 1,474.75 1,255.50 219.25 15.0% 18.00 1.2% 93% False False 1,531,121
100 1,474.75 1,255.50 219.25 15.0% 18.50 1.3% 93% False False 1,225,638
120 1,474.75 1,255.50 219.25 15.0% 18.25 1.2% 93% False False 1,021,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.60
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,495.00
2.618 1,483.00
1.618 1,475.50
1.000 1,470.75
0.618 1,468.00
HIGH 1,463.25
0.618 1,460.50
0.500 1,459.50
0.382 1,458.50
LOW 1,455.75
0.618 1,451.00
1.000 1,448.25
1.618 1,443.50
2.618 1,436.00
4.250 1,424.00
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1,459.50 1,465.25
PP 1,459.50 1,463.25
S1 1,459.25 1,461.25

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

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