E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 1,307.50 1,304.50 -3.00 -0.2% 1,260.75
High 1,314.25 1,315.50 1.25 0.1% 1,315.50
Low 1,301.75 1,292.75 -9.00 -0.7% 1,250.00
Close 1,303.50 1,315.50 12.00 0.9% 1,315.50
Range 12.50 22.75 10.25 82.0% 65.50
ATR 17.88 18.23 0.35 1.9% 0.00
Volume 144 243 99 68.8% 4,108
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,376.25 1,368.50 1,328.00
R3 1,353.50 1,345.75 1,321.75
R2 1,330.75 1,330.75 1,319.75
R1 1,323.00 1,323.00 1,317.50 1,327.00
PP 1,308.00 1,308.00 1,308.00 1,309.75
S1 1,300.25 1,300.25 1,313.50 1,304.00
S2 1,285.25 1,285.25 1,311.25
S3 1,262.50 1,277.50 1,309.25
S4 1,239.75 1,254.75 1,303.00
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,490.25 1,468.25 1,351.50
R3 1,424.75 1,402.75 1,333.50
R2 1,359.25 1,359.25 1,327.50
R1 1,337.25 1,337.25 1,321.50 1,348.25
PP 1,293.75 1,293.75 1,293.75 1,299.00
S1 1,271.75 1,271.75 1,309.50 1,282.75
S2 1,228.25 1,228.25 1,303.50
S3 1,162.75 1,206.25 1,297.50
S4 1,097.25 1,140.75 1,279.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,315.50 1,250.00 65.50 5.0% 16.00 1.2% 100% True False 821
10 1,320.50 1,250.00 70.50 5.4% 17.00 1.3% 93% False False 772
20 1,348.50 1,250.00 98.50 7.5% 17.00 1.3% 66% False False 534
40 1,396.75 1,250.00 146.75 11.2% 14.00 1.1% 45% False False 425
60 1,404.00 1,250.00 154.00 11.7% 12.50 0.9% 43% False False 331
80 1,404.00 1,250.00 154.00 11.7% 10.00 0.8% 43% False False 250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,412.25
2.618 1,375.00
1.618 1,352.25
1.000 1,338.25
0.618 1,329.50
HIGH 1,315.50
0.618 1,306.75
0.500 1,304.00
0.382 1,301.50
LOW 1,292.75
0.618 1,278.75
1.000 1,270.00
1.618 1,256.00
2.618 1,233.25
4.250 1,196.00
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 1,311.75 1,309.25
PP 1,308.00 1,302.75
S1 1,304.00 1,296.50

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

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