E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1,398.25 1,397.25 -1.00 -0.1% 1,404.00
High 1,400.75 1,425.00 24.25 1.7% 1,408.75
Low 1,390.25 1,396.75 6.50 0.5% 1,388.25
Close 1,396.50 1,424.00 27.50 2.0% 1,398.00
Range 10.50 28.25 17.75 169.0% 20.50
ATR 12.81 13.93 1.12 8.8% 0.00
Volume 10,143 49,186 39,043 384.9% 14,735
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,500.00 1,490.25 1,439.50
R3 1,471.75 1,462.00 1,431.75
R2 1,443.50 1,443.50 1,429.25
R1 1,433.75 1,433.75 1,426.50 1,438.50
PP 1,415.25 1,415.25 1,415.25 1,417.75
S1 1,405.50 1,405.50 1,421.50 1,410.50
S2 1,387.00 1,387.00 1,418.75
S3 1,358.75 1,377.25 1,416.25
S4 1,330.50 1,349.00 1,408.50
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 1,425.00 1,387.50 37.50 2.6% 14.75 1.0% 97% True False 20,287
10 1,425.00 1,387.50 37.50 2.6% 12.75 0.9% 97% True False 11,066
20 1,425.00 1,385.75 39.25 2.8% 12.00 0.8% 97% True False 7,233
40 1,425.00 1,314.25 110.75 7.8% 15.00 1.1% 99% True False 4,721
60 1,425.00 1,296.00 129.00 9.1% 16.25 1.1% 99% True False 3,618
80 1,425.00 1,250.00 175.00 12.3% 17.00 1.2% 99% True False 2,865
100 1,425.00 1,250.00 175.00 12.3% 16.00 1.1% 99% True False 2,356
120 1,425.00 1,250.00 175.00 12.3% 15.00 1.0% 99% True False 1,987
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 2.38
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1,545.00
2.618 1,499.00
1.618 1,470.75
1.000 1,453.25
0.618 1,442.50
HIGH 1,425.00
0.618 1,414.25
0.500 1,411.00
0.382 1,407.50
LOW 1,396.75
0.618 1,379.25
1.000 1,368.50
1.618 1,351.00
2.618 1,322.75
4.250 1,276.75
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1,419.50 1,418.00
PP 1,415.25 1,412.25
S1 1,411.00 1,406.25

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

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