E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	1,251.50	1,254.50	3.00	0.2%	1,253.25
High	1,262.25	1,258.75	-3.50	-0.3%	1,275.25
Low	1,234.00	1,230.50	-3.50	-0.3%	1,218.25
Close	1,254.00	1,231.00	-23.00	-1.8%	1,261.50
Range	28.25	28.25	0.00	0.0%	57.00
ATR	31.89	31.63	-0.26	-0.8%	0.00
Volume	2,243,400	2,708,943	465,543	20.8%	11,647,373

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,324.75	1,306.25	1,246.50
R3	1,296.50	1,278.00	1,238.75
R2	1,268.25	1,268.25	1,236.25
R1	1,249.75	1,249.75	1,233.50	1,245.00
PP	1,240.00	1,240.00	1,240.00	1,237.75
S1	1,221.50	1,221.50	1,228.50	1,216.50
S2	1,211.75	1,211.75	1,225.75
S3	1,183.50	1,193.25	1,223.25
S4	1,155.25	1,165.00	1,215.50

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,422.75	1,399.00	1,292.75
R3	1,365.75	1,342.00	1,277.25
R2	1,308.75	1,308.75	1,272.00
R1	1,285.00	1,285.00	1,266.75	1,297.00
PP	1,251.75	1,251.75	1,251.75	1,257.50
S1	1,228.00	1,228.00	1,256.25	1,240.00
S2	1,194.75	1,194.75	1,251.00
S3	1,137.75	1,171.00	1,245.75
S4	1,080.75	1,114.00	1,230.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,270.75	1,218.25	52.50	4.3%	28.25	2.3%	24%	False	False	2,200,330
10	1,275.25	1,213.50	61.75	5.0%	31.75	2.6%	28%	False	False	2,353,091
20	1,289.25	1,192.50	96.75	7.9%	30.75	2.5%	40%	False	False	2,459,706
40	1,289.25	1,068.00	221.25	18.0%	33.25	2.7%	74%	False	False	2,684,851
60	1,289.25	1,068.00	221.25	18.0%	33.25	2.7%	74%	False	False	2,286,254
80	1,322.75	1,068.00	254.75	20.7%	36.25	2.9%	64%	False	False	1,716,174
100	1,348.75	1,068.00	280.75	22.8%	32.75	2.7%	58%	False	False	1,373,253
120	1,348.75	1,068.00	280.75	22.8%	30.25	2.5%	58%	False	False	1,144,483

Crabel Price Patterns
NR	False
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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.30

Fibonacci Retracements and Extensions
4.250	1,378.75
2.618	1,332.75
1.618	1,304.50
1.000	1,287.00
0.618	1,276.25
HIGH	1,258.75
0.618	1,248.00
0.500	1,244.50
0.382	1,241.25
LOW	1,230.50
0.618	1,213.00
1.000	1,202.25
1.618	1,184.75
2.618	1,156.50
4.250	1,110.50

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	1,244.50	1,250.50
PP	1,240.00	1,244.00
S1	1,235.50	1,237.50

Download as Excel Spreadsheet

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

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