E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1,423.25 1,431.50 8.25 0.6% 1,398.75
High 1,433.00 1,457.25 24.25 1.7% 1,431.75
Low 1,421.50 1,428.00 6.50 0.5% 1,387.50
Close 1,432.50 1,450.50 18.00 1.3% 1,431.25
Range 11.50 29.25 17.75 154.3% 44.25
ATR 13.45 14.58 1.13 8.4% 0.00
Volume 288,402 1,355,960 1,067,558 370.2% 124,203
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,533.00 1,521.00 1,466.50
R3 1,503.75 1,491.75 1,458.50
R2 1,474.50 1,474.50 1,455.75
R1 1,462.50 1,462.50 1,453.25 1,468.50
PP 1,445.25 1,445.25 1,445.25 1,448.25
S1 1,433.25 1,433.25 1,447.75 1,439.25
S2 1,416.00 1,416.00 1,445.25
S3 1,386.75 1,404.00 1,442.50
S4 1,357.50 1,374.75 1,434.50
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,549.50 1,534.75 1,455.50
R3 1,505.25 1,490.50 1,443.50
R2 1,461.00 1,461.00 1,439.25
R1 1,446.25 1,446.25 1,435.25 1,453.50
PP 1,416.75 1,416.75 1,416.75 1,420.50
S1 1,402.00 1,402.00 1,427.25 1,409.50
S2 1,372.50 1,372.50 1,423.25
S3 1,328.25 1,357.75 1,419.00
S4 1,284.00 1,313.50 1,407.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,457.25 1,414.50 42.75 2.9% 15.25 1.1% 84% True False 389,338
10 1,457.25 1,387.50 69.75 4.8% 15.00 1.0% 90% True False 204,812
20 1,457.25 1,387.50 69.75 4.8% 13.25 0.9% 90% True False 103,919
40 1,457.25 1,314.25 143.00 9.9% 15.00 1.0% 95% True False 53,093
60 1,457.25 1,296.00 161.25 11.1% 16.25 1.1% 96% True False 35,987
80 1,457.25 1,250.00 207.25 14.3% 16.75 1.2% 97% True False 27,173
100 1,457.25 1,250.00 207.25 14.3% 16.25 1.1% 97% True False 21,821
120 1,457.25 1,250.00 207.25 14.3% 15.00 1.0% 97% True False 18,200
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 1.85
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,581.50
2.618 1,533.75
1.618 1,504.50
1.000 1,486.50
0.618 1,475.25
HIGH 1,457.25
0.618 1,446.00
0.500 1,442.50
0.382 1,439.25
LOW 1,428.00
0.618 1,410.00
1.000 1,398.75
1.618 1,380.75
2.618 1,351.50
4.250 1,303.75
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1,448.00 1,445.50
PP 1,445.25 1,440.75
S1 1,442.50 1,436.00

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

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