E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1,406.25 1,399.25 -7.00 -0.5% 1,424.50
High 1,407.50 1,412.25 4.75 0.3% 1,433.25
Low 1,397.00 1,393.00 -4.00 -0.3% 1,394.50
Close 1,407.50 1,407.50 0.00 0.0% 1,407.50
Range 10.50 19.25 8.75 83.3% 38.75
ATR 16.26 16.47 0.21 1.3% 0.00
Volume 181,669 178,848 -2,821 -1.6% 9,737,027
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,462.00 1,454.00 1,418.00
R3 1,442.75 1,434.75 1,412.75
R2 1,423.50 1,423.50 1,411.00
R1 1,415.50 1,415.50 1,409.25 1,419.50
PP 1,404.25 1,404.25 1,404.25 1,406.25
S1 1,396.25 1,396.25 1,405.75 1,400.25
S2 1,385.00 1,385.00 1,404.00
S3 1,365.75 1,377.00 1,402.25
S4 1,346.50 1,357.75 1,397.00
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,528.00 1,506.50 1,428.75
R3 1,489.25 1,467.75 1,418.25
R2 1,450.50 1,450.50 1,414.50
R1 1,429.00 1,429.00 1,411.00 1,420.50
PP 1,411.75 1,411.75 1,411.75 1,407.50
S1 1,390.25 1,390.25 1,404.00 1,381.50
S2 1,373.00 1,373.00 1,400.50
S3 1,334.25 1,351.50 1,396.75
S4 1,295.50 1,312.75 1,386.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,416.75 1,393.00 23.75 1.7% 15.50 1.1% 61% False True 1,203,150
10 1,459.75 1,393.00 66.75 4.7% 17.75 1.3% 22% False True 1,583,884
20 1,466.00 1,393.00 73.00 5.2% 16.50 1.2% 20% False True 1,579,452
40 1,468.00 1,390.25 77.75 5.5% 15.75 1.1% 22% False False 1,417,505
60 1,468.00 1,384.00 84.00 6.0% 14.00 1.0% 28% False False 946,483
80 1,468.00 1,313.25 154.75 11.0% 15.25 1.1% 61% False False 710,447
100 1,468.00 1,292.00 176.00 12.5% 16.00 1.1% 66% False False 568,595
120 1,468.00 1,250.00 218.00 15.5% 16.50 1.2% 72% False False 473,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.88
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,494.00
2.618 1,462.75
1.618 1,443.50
1.000 1,431.50
0.618 1,424.25
HIGH 1,412.25
0.618 1,405.00
0.500 1,402.50
0.382 1,400.25
LOW 1,393.00
0.618 1,381.00
1.000 1,373.75
1.618 1,361.75
2.618 1,342.50
4.250 1,311.25
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1,406.00 1,406.00
PP 1,404.25 1,404.25
S1 1,402.50 1,402.50

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

View Archives - Comment on this page... - Back to Index of Symbols