E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
03-Sep-2012 04-Sep-2012 Change Change % Previous Week
Open 1,398.75 1,398.75 0.00 0.0% 1,404.00
High 1,398.75 1,402.00 3.25 0.2% 1,408.75
Low 1,395.00 1,387.50 -7.50 -0.5% 1,388.25
Close 1,397.00 1,399.00 2.00 0.1% 1,398.00
Range 3.75 14.50 10.75 286.7% 20.50
ATR 12.87 12.98 0.12 0.9% 0.00
Volume 6,807 28,492 21,685 318.6% 14,735
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,439.75 1,433.75 1,407.00
R3 1,425.25 1,419.25 1,403.00
R2 1,410.75 1,410.75 1,401.75
R1 1,404.75 1,404.75 1,400.25 1,407.75
PP 1,396.25 1,396.25 1,396.25 1,397.50
S1 1,390.25 1,390.25 1,397.75 1,393.25
S2 1,381.75 1,381.75 1,396.25
S3 1,367.25 1,375.75 1,395.00
S4 1,352.75 1,361.25 1,391.00
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,459.75 1,449.50 1,409.25
R3 1,439.25 1,429.00 1,403.75
R2 1,418.75 1,418.75 1,401.75
R1 1,408.50 1,408.50 1,400.00 1,403.50
PP 1,398.25 1,398.25 1,398.25 1,395.75
S1 1,388.00 1,388.00 1,396.00 1,383.00
S2 1,377.75 1,377.75 1,394.25
S3 1,357.25 1,367.50 1,392.25
S4 1,336.75 1,347.00 1,386.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,405.25 1,387.50 17.75 1.3% 11.00 0.8% 65% False True 9,440
10 1,410.25 1,387.50 22.75 1.6% 11.75 0.8% 51% False True 6,348
20 1,417.50 1,384.00 33.50 2.4% 11.00 0.8% 45% False False 4,437
40 1,417.50 1,313.25 104.25 7.5% 14.75 1.1% 82% False False 3,390
60 1,417.50 1,292.00 125.50 9.0% 16.25 1.2% 85% False False 2,655
80 1,417.50 1,250.00 167.50 12.0% 17.00 1.2% 89% False False 2,125
100 1,417.50 1,250.00 167.50 12.0% 15.75 1.1% 89% False False 1,763
120 1,417.50 1,250.00 167.50 12.0% 14.75 1.1% 89% False False 1,493
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 True
Bear Hook False
Bull Hook False
Stretch 2.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,463.50
2.618 1,440.00
1.618 1,425.50
1.000 1,416.50
0.618 1,411.00
HIGH 1,402.00
0.618 1,396.50
0.500 1,394.75
0.382 1,393.00
LOW 1,387.50
0.618 1,378.50
1.000 1,373.00
1.618 1,364.00
2.618 1,349.50
4.250 1,326.00
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1,397.50 1,398.00
PP 1,396.25 1,397.25
S1 1,394.75 1,396.25

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

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