E-mini S&P 500 Future December 2011


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Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 1,171.50 1,191.50 20.00 1.7% 1,163.50
High 1,195.75 1,195.50 -0.25 0.0% 1,183.00
Low 1,171.00 1,172.25 1.25 0.1% 1,071.50
Close 1,192.75 1,186.50 -6.25 -0.5% 1,171.00
Range 24.75 23.25 -1.50 -6.1% 111.50
ATR 40.57 39.34 -1.24 -3.0% 0.00
Volume 6,887 2,211 -4,676 -67.9% 55,632
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,254.50 1,243.75 1,199.25
R3 1,231.25 1,220.50 1,193.00
R2 1,208.00 1,208.00 1,190.75
R1 1,197.25 1,197.25 1,188.75 1,191.00
PP 1,184.75 1,184.75 1,184.75 1,181.50
S1 1,174.00 1,174.00 1,184.25 1,167.75
S2 1,161.50 1,161.50 1,182.25
S3 1,138.25 1,150.75 1,180.00
S4 1,115.00 1,127.50 1,173.75
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,476.25 1,435.25 1,232.25
R3 1,364.75 1,323.75 1,201.75
R2 1,253.25 1,253.25 1,191.50
R1 1,212.25 1,212.25 1,181.25 1,232.75
PP 1,141.75 1,141.75 1,141.75 1,152.00
S1 1,100.75 1,100.75 1,160.75 1,121.25
S2 1,030.25 1,030.25 1,150.50
S3 918.75 989.25 1,140.25
S4 807.25 877.75 1,109.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,195.75 1,097.50 98.25 8.3% 46.50 3.9% 91% False False 8,161
10 1,258.25 1,071.50 186.75 15.7% 56.25 4.7% 62% False False 8,399
20 1,342.00 1,071.50 270.50 22.8% 39.50 3.3% 43% False False 5,317
40 1,348.75 1,071.50 277.25 23.4% 29.75 2.5% 41% False False 3,283
60 1,348.75 1,071.50 277.25 23.4% 25.25 2.1% 41% False False 2,300
80 1,361.00 1,071.50 289.50 24.4% 22.50 1.9% 40% False False 1,772
100 1,361.00 1,071.50 289.50 24.4% 20.25 1.7% 40% False False 1,457
120 1,361.00 1,071.50 289.50 24.4% 18.50 1.6% 40% False False 1,231
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.63
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,294.25
2.618 1,256.25
1.618 1,233.00
1.000 1,218.75
0.618 1,209.75
HIGH 1,195.50
0.618 1,186.50
0.500 1,184.00
0.382 1,181.25
LOW 1,172.25
0.618 1,158.00
1.000 1,149.00
1.618 1,134.75
2.618 1,111.50
4.250 1,073.50
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 1,185.50 1,180.50
PP 1,184.75 1,174.50
S1 1,184.00 1,168.50

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

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