E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 1,433.50 1,445.50 12.00 0.8% 1,421.25
High 1,446.25 1,446.50 0.25 0.0% 1,450.50
Low 1,431.75 1,393.00 -38.75 -2.7% 1,393.00
Close 1,445.50 1,424.75 -20.75 -1.4% 1,424.75
Range 14.50 53.50 39.00 269.0% 57.50
ATR 16.35 19.01 2.65 16.2% 0.00
Volume 343,847 73,100 -270,747 -78.7% 2,654,033
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,582.00 1,556.75 1,454.25
R3 1,528.50 1,503.25 1,439.50
R2 1,475.00 1,475.00 1,434.50
R1 1,449.75 1,449.75 1,429.75 1,435.50
PP 1,421.50 1,421.50 1,421.50 1,414.25
S1 1,396.25 1,396.25 1,419.75 1,382.00
S2 1,368.00 1,368.00 1,415.00
S3 1,314.50 1,342.75 1,410.00
S4 1,261.00 1,289.25 1,395.25
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,595.25 1,567.50 1,456.50
R3 1,537.75 1,510.00 1,440.50
R2 1,480.25 1,480.25 1,435.25
R1 1,452.50 1,452.50 1,430.00 1,466.50
PP 1,422.75 1,422.75 1,422.75 1,429.75
S1 1,395.00 1,395.00 1,419.50 1,409.00
S2 1,365.25 1,365.25 1,414.25
S3 1,307.75 1,337.50 1,409.00
S4 1,250.25 1,280.00 1,393.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,450.50 1,393.00 57.50 4.0% 24.50 1.7% 55% False True 530,806
10 1,450.50 1,393.00 57.50 4.0% 19.50 1.4% 55% False True 1,039,009
20 1,450.50 1,383.00 67.50 4.7% 17.00 1.2% 62% False False 1,370,713
40 1,450.50 1,340.25 110.25 7.7% 18.75 1.3% 77% False False 1,562,558
60 1,466.00 1,340.25 125.75 8.8% 18.25 1.3% 67% False False 1,620,940
80 1,468.00 1,340.25 127.75 9.0% 17.00 1.2% 66% False False 1,459,928
100 1,468.00 1,340.25 127.75 9.0% 16.00 1.1% 66% False False 1,168,508
120 1,468.00 1,313.25 154.75 10.9% 16.50 1.2% 72% False False 974,094
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 4.18
Widest range in 224 trading days
Fibonacci Retracements and Extensions
4.250 1,674.00
2.618 1,586.50
1.618 1,533.00
1.000 1,500.00
0.618 1,479.50
HIGH 1,446.50
0.618 1,426.00
0.500 1,419.75
0.382 1,413.50
LOW 1,393.00
0.618 1,360.00
1.000 1,339.50
1.618 1,306.50
2.618 1,253.00
4.250 1,165.50
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 1,423.00 1,423.75
PP 1,421.50 1,422.75
S1 1,419.75 1,421.75

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

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