E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1,402.75 1,406.50 3.75 0.3% 1,403.25
High 1,414.75 1,413.50 -1.25 -0.1% 1,419.50
Low 1,396.75 1,404.00 7.25 0.5% 1,383.00
Close 1,408.25 1,413.00 4.75 0.3% 1,414.50
Range 18.00 9.50 -8.50 -47.2% 36.50
ATR 17.58 17.00 -0.58 -3.3% 0.00
Volume 2,045,099 1,382,373 -662,726 -32.4% 8,552,848
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,438.75 1,435.25 1,418.25
R3 1,429.25 1,425.75 1,415.50
R2 1,419.75 1,419.75 1,414.75
R1 1,416.25 1,416.25 1,413.75 1,418.00
PP 1,410.25 1,410.25 1,410.25 1,411.00
S1 1,406.75 1,406.75 1,412.25 1,408.50
S2 1,400.75 1,400.75 1,411.25
S3 1,391.25 1,397.25 1,410.50
S4 1,381.75 1,387.75 1,407.75
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% 13.50 0.9% 60% False False 1,677,161
10 1,424.00 1,383.00 41.00 2.9% 15.00 1.1% 73% False False 1,616,531
20 1,424.00 1,340.25 83.75 5.9% 17.25 1.2% 87% False False 1,812,451
40 1,459.75 1,340.25 119.50 8.5% 18.50 1.3% 61% False False 1,752,153
60 1,468.00 1,340.25 127.75 9.0% 17.25 1.2% 57% False False 1,732,330
80 1,468.00 1,340.25 127.75 9.0% 16.00 1.1% 57% False False 1,308,310
100 1,468.00 1,314.25 153.75 10.9% 16.25 1.1% 64% False False 1,047,099
120 1,468.00 1,296.00 172.00 12.2% 16.75 1.2% 68% False False 872,865
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.58
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,454.00
2.618 1,438.25
1.618 1,428.75
1.000 1,423.00
0.618 1,419.25
HIGH 1,413.50
0.618 1,409.75
0.500 1,408.75
0.382 1,407.75
LOW 1,404.00
0.618 1,398.25
1.000 1,394.50
1.618 1,388.75
2.618 1,379.25
4.250 1,363.50
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1,411.50 1,410.50
PP 1,410.25 1,408.25
S1 1,408.75 1,405.75

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

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