E-mini S&P 500 Future December 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 1,148.25 1,157.25 9.00 0.8% 1,122.00
High 1,170.75 1,159.75 -11.00 -0.9% 1,190.00
Low 1,133.50 1,121.50 -12.00 -1.1% 1,115.00
Close 1,156.25 1,126.00 -30.25 -2.6% 1,126.00
Range 37.25 38.25 1.00 2.7% 75.00
ATR 36.92 37.01 0.10 0.3% 0.00
Volume 2,970,593 2,978,324 7,731 0.3% 15,078,962
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,250.50 1,226.50 1,147.00
R3 1,212.25 1,188.25 1,136.50
R2 1,174.00 1,174.00 1,133.00
R1 1,150.00 1,150.00 1,129.50 1,143.00
PP 1,135.75 1,135.75 1,135.75 1,132.25
S1 1,111.75 1,111.75 1,122.50 1,104.50
S2 1,097.50 1,097.50 1,119.00
S3 1,059.25 1,073.50 1,115.50
S4 1,021.00 1,035.25 1,105.00
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,368.75 1,322.25 1,167.25
R3 1,293.75 1,247.25 1,146.50
R2 1,218.75 1,218.75 1,139.75
R1 1,172.25 1,172.25 1,133.00 1,195.50
PP 1,143.75 1,143.75 1,143.75 1,155.25
S1 1,097.25 1,097.25 1,119.00 1,120.50
S2 1,068.75 1,068.75 1,112.25
S3 993.75 1,022.25 1,105.50
S4 918.75 947.25 1,084.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,190.00 1,115.00 75.00 6.7% 38.50 3.4% 15% False False 3,015,792
10 1,214.50 1,102.00 112.50 10.0% 38.25 3.4% 21% False False 3,145,630
20 1,214.50 1,102.00 112.50 10.0% 35.75 3.2% 21% False False 2,640,564
40 1,223.75 1,071.50 152.25 13.5% 40.25 3.6% 36% False False 1,326,079
60 1,348.75 1,071.50 277.25 24.6% 35.25 3.1% 20% False False 884,744
80 1,348.75 1,071.50 277.25 24.6% 31.00 2.8% 20% False False 663,787
100 1,348.75 1,071.50 277.25 24.6% 27.75 2.5% 20% False False 531,050
120 1,361.00 1,071.50 289.50 25.7% 25.25 2.3% 19% False False 442,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,322.25
2.618 1,260.00
1.618 1,221.75
1.000 1,198.00
0.618 1,183.50
HIGH 1,159.75
0.618 1,145.25
0.500 1,140.50
0.382 1,136.00
LOW 1,121.50
0.618 1,097.75
1.000 1,083.25
1.618 1,059.50
2.618 1,021.25
4.250 959.00
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 1,140.50 1,151.50
PP 1,135.75 1,143.00
S1 1,131.00 1,134.50

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.