E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1,312.75 1,320.00 7.25 0.6% 1,330.00
High 1,329.00 1,320.00 -9.00 -0.7% 1,352.75
Low 1,312.75 1,309.50 -3.25 -0.2% 1,327.25
Close 1,315.25 1,309.50 -5.75 -0.4% 1,337.00
Range 16.25 10.50 -5.75 -35.4% 25.50
ATR 14.68 14.38 -0.30 -2.0% 0.00
Volume 52 49 -3 -5.8% 718
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1,344.50 1,337.50 1,315.25
R3 1,334.00 1,327.00 1,312.50
R2 1,323.50 1,323.50 1,311.50
R1 1,316.50 1,316.50 1,310.50 1,314.75
PP 1,313.00 1,313.00 1,313.00 1,312.00
S1 1,306.00 1,306.00 1,308.50 1,304.25
S2 1,302.50 1,302.50 1,307.50
S3 1,292.00 1,295.50 1,306.50
S4 1,281.50 1,285.00 1,303.75
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1,415.50 1,401.75 1,351.00
R3 1,390.00 1,376.25 1,344.00
R2 1,364.50 1,364.50 1,341.75
R1 1,350.75 1,350.75 1,339.25 1,357.50
PP 1,339.00 1,339.00 1,339.00 1,342.50
S1 1,325.25 1,325.25 1,334.75 1,332.00
S2 1,313.50 1,313.50 1,332.25
S3 1,288.00 1,299.75 1,330.00
S4 1,262.50 1,274.25 1,323.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,350.50 1,309.50 41.00 3.1% 14.25 1.1% 0% False True 53
10 1,384.00 1,309.50 74.50 5.7% 16.25 1.2% 0% False True 155
20 1,396.75 1,309.50 87.25 6.7% 12.25 0.9% 0% False True 319
40 1,404.00 1,309.50 94.50 7.2% 11.00 0.8% 0% False True 231
60 1,404.00 1,309.50 94.50 7.2% 8.50 0.6% 0% False True 158
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 0.98
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,364.50
2.618 1,347.50
1.618 1,337.00
1.000 1,330.50
0.618 1,326.50
HIGH 1,320.00
0.618 1,316.00
0.500 1,314.75
0.382 1,313.50
LOW 1,309.50
0.618 1,303.00
1.000 1,299.00
1.618 1,292.50
2.618 1,282.00
4.250 1,265.00
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1,314.75 1,323.00
PP 1,313.00 1,318.50
S1 1,311.25 1,314.00

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

View Archives - Comment on this page... - Back to Index of Symbols