E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 1,360.50 1,364.50 4.00 0.3% 1,344.50
High 1,368.75 1,364.75 -4.00 -0.3% 1,368.75
Low 1,359.75 1,350.25 -9.50 -0.7% 1,333.00
Close 1,365.00 1,351.25 -13.75 -1.0% 1,351.25
Range 9.00 14.50 5.50 61.1% 35.75
ATR 18.05 17.82 -0.24 -1.3% 0.00
Volume 2,305 1,447 -858 -37.2% 9,569
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1,399.00 1,389.50 1,359.25
R3 1,384.50 1,375.00 1,355.25
R2 1,370.00 1,370.00 1,354.00
R1 1,360.50 1,360.50 1,352.50 1,358.00
PP 1,355.50 1,355.50 1,355.50 1,354.00
S1 1,346.00 1,346.00 1,350.00 1,343.50
S2 1,341.00 1,341.00 1,348.50
S3 1,326.50 1,331.50 1,347.25
S4 1,312.00 1,317.00 1,343.25
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1,458.25 1,440.50 1,371.00
R3 1,422.50 1,404.75 1,361.00
R2 1,386.75 1,386.75 1,357.75
R1 1,369.00 1,369.00 1,354.50 1,378.00
PP 1,351.00 1,351.00 1,351.00 1,355.50
S1 1,333.25 1,333.25 1,348.00 1,342.00
S2 1,315.25 1,315.25 1,344.75
S3 1,279.50 1,297.50 1,341.50
S4 1,243.75 1,261.75 1,331.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,368.75 1,333.00 35.75 2.6% 14.00 1.0% 51% False False 1,913
10 1,368.75 1,313.25 55.50 4.1% 16.00 1.2% 68% False False 2,148
20 1,368.75 1,296.00 72.75 5.4% 17.50 1.3% 76% False False 1,772
40 1,368.75 1,250.00 118.75 8.8% 18.50 1.4% 85% False False 1,283
60 1,396.75 1,250.00 146.75 10.9% 17.50 1.3% 69% False False 977
80 1,402.25 1,250.00 152.25 11.3% 15.25 1.1% 67% False False 770
100 1,404.00 1,250.00 154.00 11.4% 13.50 1.0% 66% False False 630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,426.50
2.618 1,402.75
1.618 1,388.25
1.000 1,379.25
0.618 1,373.75
HIGH 1,364.75
0.618 1,359.25
0.500 1,357.50
0.382 1,355.75
LOW 1,350.25
0.618 1,341.25
1.000 1,335.75
1.618 1,326.75
2.618 1,312.25
4.250 1,288.50
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 1,357.50 1,357.25
PP 1,355.50 1,355.25
S1 1,353.25 1,353.25

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

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