E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 1,431.50 1,450.00 18.50 1.3% 1,430.00
High 1,457.25 1,468.00 10.75 0.7% 1,468.00
Low 1,428.00 1,449.50 21.50 1.5% 1,414.50
Close 1,450.50 1,459.00 8.50 0.6% 1,459.00
Range 29.25 18.50 -10.75 -36.8% 53.50
ATR 14.58 14.86 0.28 1.9% 0.00
Volume 1,355,960 2,463,875 1,107,915 81.7% 4,380,993
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,514.25 1,505.25 1,469.25
R3 1,495.75 1,486.75 1,464.00
R2 1,477.25 1,477.25 1,462.50
R1 1,468.25 1,468.25 1,460.75 1,472.75
PP 1,458.75 1,458.75 1,458.75 1,461.00
S1 1,449.75 1,449.75 1,457.25 1,454.25
S2 1,440.25 1,440.25 1,455.50
S3 1,421.75 1,431.25 1,454.00
S4 1,403.25 1,412.75 1,448.75
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,607.75 1,586.75 1,488.50
R3 1,554.25 1,533.25 1,473.75
R2 1,500.75 1,500.75 1,468.75
R1 1,479.75 1,479.75 1,464.00 1,490.25
PP 1,447.25 1,447.25 1,447.25 1,452.50
S1 1,426.25 1,426.25 1,454.00 1,436.75
S2 1,393.75 1,393.75 1,449.25
S3 1,340.25 1,372.75 1,444.25
S4 1,286.75 1,319.25 1,429.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,468.00 1,414.50 53.50 3.7% 17.25 1.2% 83% True False 876,198
10 1,468.00 1,387.50 80.50 5.5% 15.25 1.0% 89% True False 450,519
20 1,468.00 1,387.50 80.50 5.5% 13.75 0.9% 89% True False 226,969
40 1,468.00 1,314.25 153.75 10.5% 15.00 1.0% 94% True False 114,654
60 1,468.00 1,296.00 172.00 11.8% 16.00 1.1% 95% True False 77,027
80 1,468.00 1,250.00 218.00 14.9% 16.75 1.2% 96% True False 57,968
100 1,468.00 1,250.00 218.00 14.9% 16.50 1.1% 96% True False 46,448
120 1,468.00 1,250.00 218.00 14.9% 15.25 1.0% 96% True False 38,732
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,546.50
2.618 1,516.50
1.618 1,498.00
1.000 1,486.50
0.618 1,479.50
HIGH 1,468.00
0.618 1,461.00
0.500 1,458.75
0.382 1,456.50
LOW 1,449.50
0.618 1,438.00
1.000 1,431.00
1.618 1,419.50
2.618 1,401.00
4.250 1,371.00
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 1,459.00 1,454.25
PP 1,458.75 1,449.50
S1 1,458.75 1,444.75

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

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