E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 1,320.00 1,314.75 -5.25 -0.4% 1,330.00
High 1,320.00 1,314.75 -5.25 -0.4% 1,352.75
Low 1,309.50 1,288.25 -21.25 -1.6% 1,327.25
Close 1,309.50 1,288.25 -21.25 -1.6% 1,337.00
Range 10.50 26.50 16.00 152.4% 25.50
ATR 14.38 15.25 0.87 6.0% 0.00
Volume 49 534 485 989.8% 718
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1,376.50 1,359.00 1,302.75
R3 1,350.00 1,332.50 1,295.50
R2 1,323.50 1,323.50 1,293.00
R1 1,306.00 1,306.00 1,290.75 1,301.50
PP 1,297.00 1,297.00 1,297.00 1,295.00
S1 1,279.50 1,279.50 1,285.75 1,275.00
S2 1,270.50 1,270.50 1,283.50
S3 1,244.00 1,253.00 1,281.00
S4 1,217.50 1,226.50 1,273.75
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 1,348.50 1,288.25 60.25 4.7% 16.75 1.3% 0% False True 148
10 1,373.25 1,288.25 85.00 6.6% 17.75 1.4% 0% False True 166
20 1,396.75 1,288.25 108.50 8.4% 12.75 1.0% 0% False True 345
40 1,404.00 1,288.25 115.75 9.0% 11.25 0.9% 0% False True 235
60 1,404.00 1,288.25 115.75 9.0% 8.75 0.7% 0% False True 167
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 0.93
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1,427.50
2.618 1,384.25
1.618 1,357.75
1.000 1,341.25
0.618 1,331.25
HIGH 1,314.75
0.618 1,304.75
0.500 1,301.50
0.382 1,298.25
LOW 1,288.25
0.618 1,271.75
1.000 1,261.75
1.618 1,245.25
2.618 1,218.75
4.250 1,175.50
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 1,301.50 1,308.50
PP 1,297.00 1,301.75
S1 1,292.75 1,295.00

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

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