E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 1,375.00 1,384.50 9.50 0.7% 1,389.00
High 1,381.50 1,402.50 21.00 1.5% 1,392.25
Low 1,372.75 1,382.00 9.25 0.7% 1,372.75
Close 1,381.50 1,402.50 21.00 1.5% 1,381.50
Range 8.75 20.50 11.75 134.3% 19.50
ATR 8.00 8.93 0.93 11.6% 0.00
Volume 607 43 -564 -92.9% 1,085
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,457.25 1,450.25 1,413.75
R3 1,436.75 1,429.75 1,408.25
R2 1,416.25 1,416.25 1,406.25
R1 1,409.25 1,409.25 1,404.50 1,412.75
PP 1,395.75 1,395.75 1,395.75 1,397.50
S1 1,388.75 1,388.75 1,400.50 1,392.25
S2 1,375.25 1,375.25 1,398.75
S3 1,354.75 1,368.25 1,396.75
S4 1,334.25 1,347.75 1,391.25
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,440.75 1,430.50 1,392.25
R3 1,421.25 1,411.00 1,386.75
R2 1,401.75 1,401.75 1,385.00
R1 1,391.50 1,391.50 1,383.25 1,387.00
PP 1,382.25 1,382.25 1,382.25 1,379.75
S1 1,372.00 1,372.00 1,379.75 1,367.50
S2 1,362.75 1,362.75 1,378.00
S3 1,343.25 1,352.50 1,376.25
S4 1,323.75 1,333.00 1,370.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,402.50 1,372.75 29.75 2.1% 10.75 0.8% 100% True False 212
10 1,402.50 1,360.25 42.25 3.0% 9.00 0.6% 100% True False 119
20 1,402.50 1,323.50 79.00 5.6% 5.25 0.4% 100% True False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1,489.50
2.618 1,456.25
1.618 1,435.75
1.000 1,423.00
0.618 1,415.25
HIGH 1,402.50
0.618 1,394.75
0.500 1,392.25
0.382 1,389.75
LOW 1,382.00
0.618 1,369.25
1.000 1,361.50
1.618 1,348.75
2.618 1,328.25
4.250 1,295.00
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1,399.00 1,397.50
PP 1,395.75 1,392.50
S1 1,392.25 1,387.50

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

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