E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1,378.25 1,373.25 -5.00 -0.4% 1,402.75
High 1,386.25 1,381.75 -4.50 -0.3% 1,431.75
Low 1,365.75 1,349.50 -16.25 -1.2% 1,363.50
Close 1,371.00 1,353.00 -18.00 -1.3% 1,375.75
Range 20.50 32.25 11.75 57.3% 68.25
ATR 19.78 20.67 0.89 4.5% 0.00
Volume 1,950,603 2,448,722 498,119 25.5% 11,234,453
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,458.25 1,437.75 1,370.75
R3 1,426.00 1,405.50 1,361.75
R2 1,393.75 1,393.75 1,359.00
R1 1,373.25 1,373.25 1,356.00 1,367.50
PP 1,361.50 1,361.50 1,361.50 1,358.50
S1 1,341.00 1,341.00 1,350.00 1,335.00
S2 1,329.25 1,329.25 1,347.00
S3 1,297.00 1,308.75 1,344.25
S4 1,264.75 1,276.50 1,335.25
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,595.00 1,553.75 1,413.25
R3 1,526.75 1,485.50 1,394.50
R2 1,458.50 1,458.50 1,388.25
R1 1,417.25 1,417.25 1,382.00 1,403.75
PP 1,390.25 1,390.25 1,390.25 1,383.50
S1 1,349.00 1,349.00 1,369.50 1,335.50
S2 1,322.00 1,322.00 1,363.25
S3 1,253.75 1,280.75 1,357.00
S4 1,185.50 1,212.50 1,338.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,397.50 1,349.50 48.00 3.5% 22.25 1.6% 7% False True 2,140,538
10 1,431.75 1,349.50 82.25 6.1% 24.50 1.8% 4% False True 2,056,742
20 1,459.75 1,349.50 110.25 8.1% 21.50 1.6% 3% False True 1,832,389
40 1,466.00 1,349.50 116.50 8.6% 18.25 1.4% 3% False True 1,738,010
60 1,468.00 1,349.50 118.50 8.8% 16.75 1.2% 3% False True 1,318,413
80 1,468.00 1,321.25 146.75 10.8% 16.25 1.2% 22% False False 989,445
100 1,468.00 1,300.50 167.50 12.4% 16.50 1.2% 31% False False 791,922
120 1,468.00 1,250.00 218.00 16.1% 17.25 1.3% 47% False False 660,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.88
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,518.75
2.618 1,466.25
1.618 1,434.00
1.000 1,414.00
0.618 1,401.75
HIGH 1,381.75
0.618 1,369.50
0.500 1,365.50
0.382 1,361.75
LOW 1,349.50
0.618 1,329.50
1.000 1,317.25
1.618 1,297.25
2.618 1,265.00
4.250 1,212.50
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1,365.50 1,368.00
PP 1,361.50 1,363.00
S1 1,357.25 1,358.00

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

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