E-mini S&P 500 Future December 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 1,248.00 1,253.25 5.25 0.4% 1,172.00
High 1,266.25 1,265.75 -0.50 0.0% 1,262.75
Low 1,248.00 1,245.25 -2.75 -0.2% 1,169.25
Close 1,255.00 1,255.00 0.00 0.0% 1,243.50
Range 18.25 20.50 2.25 12.3% 93.50
ATR 29.90 29.23 -0.67 -2.2% 0.00
Volume 2,333,706 2,184,229 -149,477 -6.4% 12,364,191
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,316.75 1,306.50 1,266.25
R3 1,296.25 1,286.00 1,260.75
R2 1,275.75 1,275.75 1,258.75
R1 1,265.50 1,265.50 1,257.00 1,270.50
PP 1,255.25 1,255.25 1,255.25 1,258.00
S1 1,245.00 1,245.00 1,253.00 1,250.00
S2 1,234.75 1,234.75 1,251.25
S3 1,214.25 1,224.50 1,249.25
S4 1,193.75 1,204.00 1,243.75
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,505.75 1,468.00 1,295.00
R3 1,412.25 1,374.50 1,269.25
R2 1,318.75 1,318.75 1,260.75
R1 1,281.00 1,281.00 1,252.00 1,300.00
PP 1,225.25 1,225.25 1,225.25 1,234.50
S1 1,187.50 1,187.50 1,235.00 1,206.50
S2 1,131.75 1,131.75 1,226.25
S3 1,038.25 1,094.00 1,217.75
S4 944.75 1,000.50 1,192.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,266.25 1,183.00 83.25 6.6% 27.75 2.2% 86% False False 2,419,578
10 1,266.25 1,147.50 118.75 9.5% 25.75 2.1% 91% False False 2,302,978
20 1,275.25 1,147.50 127.75 10.2% 28.00 2.2% 84% False False 2,348,013
40 1,289.25 1,147.50 141.75 11.3% 29.00 2.3% 76% False False 2,412,009
60 1,289.25 1,068.00 221.25 17.6% 31.75 2.5% 85% False False 2,651,293
80 1,289.25 1,068.00 221.25 17.6% 32.25 2.6% 85% False False 2,096,074
100 1,342.00 1,068.00 274.00 21.8% 33.75 2.7% 68% False False 1,677,858
120 1,348.75 1,068.00 280.75 22.4% 31.25 2.5% 67% False False 1,398,411
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,353.00
2.618 1,319.50
1.618 1,299.00
1.000 1,286.25
0.618 1,278.50
HIGH 1,265.75
0.618 1,258.00
0.500 1,255.50
0.382 1,253.00
LOW 1,245.25
0.618 1,232.50
1.000 1,224.75
1.618 1,212.00
2.618 1,191.50
4.250 1,158.00
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 1,255.50 1,254.75
PP 1,255.25 1,254.50
S1 1,255.25 1,254.00

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.