E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 1,166.25 1,116.75 -49.50 -4.2% 1,295.25
High 1,173.00 1,178.00 5.00 0.4% 1,304.00
Low 1,108.50 1,097.50 -11.00 -1.0% 1,158.00
Close 1,117.75 1,162.75 45.00 4.0% 1,192.00
Range 64.50 80.50 16.00 24.8% 146.00
ATR 39.02 41.99 2.96 7.6% 0.00
Volume 14,195 9,963 -4,232 -29.8% 23,592
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,387.50 1,355.75 1,207.00
R3 1,307.00 1,275.25 1,185.00
R2 1,226.50 1,226.50 1,177.50
R1 1,194.75 1,194.75 1,170.25 1,210.50
PP 1,146.00 1,146.00 1,146.00 1,154.00
S1 1,114.25 1,114.25 1,155.25 1,130.00
S2 1,065.50 1,065.50 1,148.00
S3 985.00 1,033.75 1,140.50
S4 904.50 953.25 1,118.50
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,656.00 1,570.00 1,272.25
R3 1,510.00 1,424.00 1,232.25
R2 1,364.00 1,364.00 1,218.75
R1 1,278.00 1,278.00 1,205.50 1,248.00
PP 1,218.00 1,218.00 1,218.00 1,203.00
S1 1,132.00 1,132.00 1,178.50 1,102.00
S2 1,072.00 1,072.00 1,165.25
S3 926.00 986.00 1,151.75
S4 780.00 840.00 1,111.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,213.00 1,071.50 141.50 12.2% 75.50 6.5% 64% False False 12,193
10 1,304.00 1,071.50 232.50 20.0% 57.25 4.9% 39% False False 7,366
20 1,342.00 1,071.50 270.50 23.3% 38.25 3.3% 34% False False 4,696
40 1,348.75 1,071.50 277.25 23.8% 28.75 2.5% 33% False False 2,902
60 1,348.75 1,071.50 277.25 23.8% 24.25 2.1% 33% False False 2,041
80 1,361.00 1,071.50 289.50 24.9% 22.00 1.9% 32% False False 1,581
100 1,361.00 1,071.50 289.50 24.9% 19.75 1.7% 32% False False 1,290
120 1,361.00 1,071.50 289.50 24.9% 18.00 1.5% 32% False False 1,092
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 13.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,520.00
2.618 1,388.75
1.618 1,308.25
1.000 1,258.50
0.618 1,227.75
HIGH 1,178.00
0.618 1,147.25
0.500 1,137.75
0.382 1,128.25
LOW 1,097.50
0.618 1,047.75
1.000 1,017.00
1.618 967.25
2.618 886.75
4.250 755.50
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 1,154.50 1,150.00
PP 1,146.00 1,137.50
S1 1,137.75 1,124.75

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

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