E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 1,444.00 1,455.75 11.75 0.8% 1,432.75
High 1,457.75 1,466.00 8.25 0.6% 1,466.00
Low 1,444.00 1,451.25 7.25 0.5% 1,427.75
Close 1,455.75 1,455.50 -0.25 0.0% 1,455.50
Range 13.75 14.75 1.00 7.3% 38.25
ATR 14.52 14.54 0.02 0.1% 0.00
Volume 1,566,715 1,681,666 114,951 7.3% 8,315,693
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,501.75 1,493.50 1,463.50
R3 1,487.00 1,478.75 1,459.50
R2 1,472.25 1,472.25 1,458.25
R1 1,464.00 1,464.00 1,456.75 1,460.75
PP 1,457.50 1,457.50 1,457.50 1,456.00
S1 1,449.25 1,449.25 1,454.25 1,446.00
S2 1,442.75 1,442.75 1,452.75
S3 1,428.00 1,434.50 1,451.50
S4 1,413.25 1,419.75 1,447.50
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,564.50 1,548.25 1,476.50
R3 1,526.25 1,510.00 1,466.00
R2 1,488.00 1,488.00 1,462.50
R1 1,471.75 1,471.75 1,459.00 1,480.00
PP 1,449.75 1,449.75 1,449.75 1,453.75
S1 1,433.50 1,433.50 1,452.00 1,441.50
S2 1,411.50 1,411.50 1,448.50
S3 1,373.25 1,395.25 1,445.00
S4 1,335.00 1,357.00 1,434.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,466.00 1,427.75 38.25 2.6% 15.75 1.1% 73% True False 1,663,138
10 1,466.00 1,424.00 42.00 2.9% 15.75 1.1% 75% True False 1,704,071
20 1,468.00 1,414.50 53.50 3.7% 14.50 1.0% 77% False False 1,491,223
40 1,468.00 1,387.25 80.75 5.5% 13.25 0.9% 85% False False 749,952
60 1,468.00 1,314.25 153.75 10.6% 14.50 1.0% 92% False False 500,653
80 1,468.00 1,296.00 172.00 11.8% 15.75 1.1% 93% False False 375,885
100 1,468.00 1,250.00 218.00 15.0% 16.50 1.1% 94% False False 300,832
120 1,468.00 1,250.00 218.00 15.0% 15.75 1.1% 94% False False 250,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,528.75
2.618 1,504.50
1.618 1,489.75
1.000 1,480.75
0.618 1,475.00
HIGH 1,466.00
0.618 1,460.25
0.500 1,458.50
0.382 1,457.00
LOW 1,451.25
0.618 1,442.25
1.000 1,436.50
1.618 1,427.50
2.618 1,412.75
4.250 1,388.50
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1,458.50 1,454.00
PP 1,457.50 1,452.25
S1 1,456.50 1,450.75

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

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