E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1,458.75 1,454.00 -4.75 -0.3% 1,430.00
High 1,459.00 1,456.25 -2.75 -0.2% 1,468.00
Low 1,450.50 1,449.00 -1.50 -0.1% 1,414.50
Close 1,454.00 1,453.00 -1.00 -0.1% 1,459.00
Range 8.50 7.25 -1.25 -14.7% 53.50
ATR 14.40 13.89 -0.51 -3.5% 0.00
Volume 1,573,731 1,821,180 247,449 15.7% 4,380,993
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,474.50 1,471.00 1,457.00
R3 1,467.25 1,463.75 1,455.00
R2 1,460.00 1,460.00 1,454.25
R1 1,456.50 1,456.50 1,453.75 1,454.50
PP 1,452.75 1,452.75 1,452.75 1,451.75
S1 1,449.25 1,449.25 1,452.25 1,447.50
S2 1,445.50 1,445.50 1,451.75
S3 1,438.25 1,442.00 1,451.00
S4 1,431.00 1,434.75 1,449.00
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 1,421.50 46.50 3.2% 15.00 1.0% 68% False False 1,500,629
10 1,468.00 1,390.25 77.75 5.4% 15.00 1.0% 81% False False 786,480
20 1,468.00 1,387.50 80.50 5.5% 13.25 0.9% 81% False False 396,414
40 1,468.00 1,314.25 153.75 10.6% 14.25 1.0% 90% False False 199,453
60 1,468.00 1,297.00 171.00 11.8% 15.50 1.1% 91% False False 133,569
80 1,468.00 1,250.00 218.00 15.0% 16.75 1.1% 93% False False 100,365
100 1,468.00 1,250.00 218.00 15.0% 16.50 1.1% 93% False False 80,389
120 1,468.00 1,250.00 218.00 15.0% 15.25 1.1% 93% False False 67,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.73
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,487.00
2.618 1,475.25
1.618 1,468.00
1.000 1,463.50
0.618 1,460.75
HIGH 1,456.25
0.618 1,453.50
0.500 1,452.50
0.382 1,451.75
LOW 1,449.00
0.618 1,444.50
1.000 1,441.75
1.618 1,437.25
2.618 1,430.00
4.250 1,418.25
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1,453.00 1,458.50
PP 1,452.75 1,456.75
S1 1,452.50 1,454.75

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

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