E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1,453.25 1,453.50 0.25 0.0% 1,430.00
High 1,459.25 1,455.00 -4.25 -0.3% 1,468.00
Low 1,451.25 1,443.50 -7.75 -0.5% 1,414.50
Close 1,453.25 1,453.75 0.50 0.0% 1,459.00
Range 8.00 11.50 3.50 43.8% 53.50
ATR 13.47 13.33 -0.14 -1.0% 0.00
Volume 1,658,342 1,744,200 85,858 5.2% 4,380,993
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,485.25 1,481.00 1,460.00
R3 1,473.75 1,469.50 1,457.00
R2 1,462.25 1,462.25 1,455.75
R1 1,458.00 1,458.00 1,454.75 1,460.00
PP 1,450.75 1,450.75 1,450.75 1,451.75
S1 1,446.50 1,446.50 1,452.75 1,448.50
S2 1,439.25 1,439.25 1,451.75
S3 1,427.75 1,435.00 1,450.50
S4 1,416.25 1,423.50 1,447.50
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,607.75 1,586.75 1,488.50
R3 1,554.25 1,533.25 1,473.75
R2 1,500.75 1,500.75 1,468.75
R1 1,479.75 1,479.75 1,464.00 1,490.25
PP 1,447.25 1,447.25 1,447.25 1,452.50
S1 1,426.25 1,426.25 1,454.00 1,436.75
S2 1,393.75 1,393.75 1,449.25
S3 1,340.25 1,372.75 1,444.25
S4 1,286.75 1,319.25 1,429.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,468.00 1,443.50 24.50 1.7% 10.75 0.7% 42% False True 1,852,265
10 1,468.00 1,414.50 53.50 3.7% 13.00 0.9% 73% False False 1,120,802
20 1,468.00 1,387.50 80.50 5.5% 13.00 0.9% 82% False False 565,934
40 1,468.00 1,343.00 125.00 8.6% 13.50 0.9% 89% False False 284,436
60 1,468.00 1,300.50 167.50 11.5% 15.50 1.1% 91% False False 190,238
80 1,468.00 1,250.00 218.00 15.0% 16.50 1.1% 93% False False 142,891
100 1,468.00 1,250.00 218.00 15.0% 16.50 1.1% 93% False False 114,402
120 1,468.00 1,250.00 218.00 15.0% 15.25 1.1% 93% False False 95,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.78
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,504.00
2.618 1,485.00
1.618 1,473.50
1.000 1,466.50
0.618 1,462.00
HIGH 1,455.00
0.618 1,450.50
0.500 1,449.25
0.382 1,448.00
LOW 1,443.50
0.618 1,436.50
1.000 1,432.00
1.618 1,425.00
2.618 1,413.50
4.250 1,394.50
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1,452.25 1,453.00
PP 1,450.75 1,452.25
S1 1,449.25 1,451.50

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

View Archives - Comment on this page... - Back to Index of Symbols