E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1,425.75 1,428.25 2.50 0.2% 1,457.25
High 1,439.25 1,434.50 -4.75 -0.3% 1,457.25
Low 1,421.25 1,420.00 -1.25 -0.1% 1,420.00
Close 1,428.50 1,421.50 -7.00 -0.5% 1,421.50
Range 18.00 14.50 -3.50 -19.4% 37.25
ATR 14.68 14.67 -0.01 -0.1% 0.00
Volume 1,585,045 1,624,836 39,791 2.5% 7,800,288
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,468.75 1,459.75 1,429.50
R3 1,454.25 1,445.25 1,425.50
R2 1,439.75 1,439.75 1,424.25
R1 1,430.75 1,430.75 1,422.75 1,428.00
PP 1,425.25 1,425.25 1,425.25 1,424.00
S1 1,416.25 1,416.25 1,420.25 1,413.50
S2 1,410.75 1,410.75 1,418.75
S3 1,396.25 1,401.75 1,417.50
S4 1,381.75 1,387.25 1,413.50
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,544.75 1,520.25 1,442.00
R3 1,507.50 1,483.00 1,431.75
R2 1,470.25 1,470.25 1,428.25
R1 1,445.75 1,445.75 1,425.00 1,439.50
PP 1,433.00 1,433.00 1,433.00 1,429.75
S1 1,408.50 1,408.50 1,418.00 1,402.00
S2 1,395.75 1,395.75 1,414.75
S3 1,358.50 1,371.25 1,411.25
S4 1,321.25 1,334.00 1,401.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,457.25 1,420.00 37.25 2.6% 14.75 1.0% 4% False True 1,560,057
10 1,466.00 1,420.00 46.00 3.2% 15.25 1.1% 3% False True 1,611,598
20 1,466.00 1,420.00 46.00 3.2% 14.00 1.0% 3% False True 1,662,188
40 1,468.00 1,387.50 80.50 5.7% 13.75 1.0% 42% False False 944,578
60 1,468.00 1,314.25 153.75 10.8% 14.75 1.0% 70% False False 630,498
80 1,468.00 1,296.00 172.00 12.1% 15.50 1.1% 73% False False 473,317
100 1,468.00 1,250.00 218.00 15.3% 16.25 1.1% 79% False False 378,812
120 1,468.00 1,250.00 218.00 15.3% 16.00 1.1% 79% False False 315,738
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 3.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,496.00
2.618 1,472.50
1.618 1,458.00
1.000 1,449.00
0.618 1,443.50
HIGH 1,434.50
0.618 1,429.00
0.500 1,427.25
0.382 1,425.50
LOW 1,420.00
0.618 1,411.00
1.000 1,405.50
1.618 1,396.50
2.618 1,382.00
4.250 1,358.50
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1,427.25 1,429.50
PP 1,425.25 1,427.00
S1 1,423.50 1,424.25

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

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