E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1,406.00 1,402.75 -3.25 -0.2% 1,403.25
High 1,411.75 1,414.75 3.00 0.2% 1,419.50
Low 1,401.50 1,396.75 -4.75 -0.3% 1,383.00
Close 1,405.50 1,408.25 2.75 0.2% 1,414.50
Range 10.25 18.00 7.75 75.6% 36.50
ATR 17.54 17.58 0.03 0.2% 0.00
Volume 1,619,569 2,045,099 425,530 26.3% 8,552,848
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,460.50 1,452.50 1,418.25
R3 1,442.50 1,434.50 1,413.25
R2 1,424.50 1,424.50 1,411.50
R1 1,416.50 1,416.50 1,410.00 1,420.50
PP 1,406.50 1,406.50 1,406.50 1,408.50
S1 1,398.50 1,398.50 1,406.50 1,402.50
S2 1,388.50 1,388.50 1,405.00
S3 1,370.50 1,380.50 1,403.25
S4 1,352.50 1,362.50 1,398.25
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,515.25 1,501.25 1,434.50
R3 1,478.75 1,464.75 1,424.50
R2 1,442.25 1,442.25 1,421.25
R1 1,428.25 1,428.25 1,417.75 1,435.25
PP 1,405.75 1,405.75 1,405.75 1,409.00
S1 1,391.75 1,391.75 1,411.25 1,398.75
S2 1,369.25 1,369.25 1,407.75
S3 1,332.75 1,355.25 1,404.50
S4 1,296.25 1,318.75 1,394.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,424.00 1,396.75 27.25 1.9% 14.25 1.0% 42% False True 1,776,252
10 1,424.00 1,377.00 47.00 3.3% 15.25 1.1% 66% False False 1,585,158
20 1,431.75 1,340.25 91.50 6.5% 19.25 1.4% 74% False False 1,903,310
40 1,459.75 1,340.25 119.50 8.5% 18.75 1.3% 57% False False 1,759,410
60 1,468.00 1,340.25 127.75 9.1% 17.25 1.2% 53% False False 1,714,097
80 1,468.00 1,340.25 127.75 9.1% 16.00 1.1% 53% False False 1,291,077
100 1,468.00 1,314.25 153.75 10.9% 16.25 1.2% 61% False False 1,033,295
120 1,468.00 1,296.00 172.00 12.2% 16.75 1.2% 65% False False 861,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,491.25
2.618 1,461.75
1.618 1,443.75
1.000 1,432.75
0.618 1,425.75
HIGH 1,414.75
0.618 1,407.75
0.500 1,405.75
0.382 1,403.75
LOW 1,396.75
0.618 1,385.75
1.000 1,378.75
1.618 1,367.75
2.618 1,349.75
4.250 1,320.25
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1,407.50 1,410.50
PP 1,406.50 1,409.75
S1 1,405.75 1,409.00

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

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