E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 1,411.00 1,425.00 14.00 1.0% 1,406.25
High 1,429.25 1,431.75 2.50 0.2% 1,431.50
Low 1,409.75 1,384.00 -25.75 -1.8% 1,393.00
Close 1,425.25 1,389.00 -36.25 -2.5% 1,405.50
Range 19.50 47.75 28.25 144.9% 38.50
ATR 17.72 19.86 2.15 12.1% 0.00
Volume 1,481,236 3,199,570 1,718,334 116.0% 5,931,414
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,544.75 1,514.75 1,415.25
R3 1,497.00 1,467.00 1,402.25
R2 1,449.25 1,449.25 1,397.75
R1 1,419.25 1,419.25 1,393.50 1,410.50
PP 1,401.50 1,401.50 1,401.50 1,397.25
S1 1,371.50 1,371.50 1,384.50 1,362.50
S2 1,353.75 1,353.75 1,380.25
S3 1,306.00 1,323.75 1,375.75
S4 1,258.25 1,276.00 1,362.75
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,525.50 1,504.00 1,426.75
R3 1,487.00 1,465.50 1,416.00
R2 1,448.50 1,448.50 1,412.50
R1 1,427.00 1,427.00 1,409.00 1,418.50
PP 1,410.00 1,410.00 1,410.00 1,405.75
S1 1,388.50 1,388.50 1,402.00 1,380.00
S2 1,371.50 1,371.50 1,398.50
S3 1,333.00 1,350.00 1,395.00
S4 1,294.50 1,311.50 1,384.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,431.75 1,384.00 47.75 3.4% 26.75 1.9% 10% True True 1,972,947
10 1,431.75 1,384.00 47.75 3.4% 21.50 1.6% 10% True True 1,589,965
20 1,459.75 1,384.00 75.75 5.5% 20.00 1.4% 7% False True 1,691,855
40 1,468.00 1,384.00 84.00 6.0% 17.25 1.2% 6% False True 1,692,270
60 1,468.00 1,384.00 84.00 6.0% 15.75 1.1% 6% False True 1,140,263
80 1,468.00 1,314.25 153.75 11.1% 15.75 1.1% 49% False False 855,761
100 1,468.00 1,296.00 172.00 12.4% 16.50 1.2% 54% False False 684,948
120 1,468.00 1,250.00 218.00 15.7% 16.75 1.2% 64% False False 570,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.25
Widest range in 193 trading days
Fibonacci Retracements and Extensions
4.250 1,634.75
2.618 1,556.75
1.618 1,509.00
1.000 1,479.50
0.618 1,461.25
HIGH 1,431.75
0.618 1,413.50
0.500 1,408.00
0.382 1,402.25
LOW 1,384.00
0.618 1,354.50
1.000 1,336.25
1.618 1,306.75
2.618 1,259.00
4.250 1,181.00
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 1,408.00 1,408.00
PP 1,401.50 1,401.50
S1 1,395.25 1,395.25

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

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