E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	1,184.50	1,188.00	3.50	0.3%	1,203.50
High	1,200.00	1,240.75	40.75	3.4%	1,203.50
Low	1,181.00	1,177.25	-3.75	-0.3%	1,141.75
Close	1,190.50	1,240.00	49.50	4.2%	1,147.50
Range	19.00	63.50	44.50	234.2%	61.75
ATR	29.46	31.89	2.43	8.3%	0.00
Volume	8,510	14,701	6,191	72.7%	29,636

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,409.75	1,388.50	1,275.00
R3	1,346.25	1,325.00	1,257.50
R2	1,282.75	1,282.75	1,251.75
R1	1,261.50	1,261.50	1,245.75	1,272.00
PP	1,219.25	1,219.25	1,219.25	1,224.75
S1	1,198.00	1,198.00	1,234.25	1,208.50
S2	1,155.75	1,155.75	1,228.25
S3	1,092.25	1,134.50	1,222.50
S4	1,028.75	1,071.00	1,205.00

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,349.50	1,310.25	1,181.50
R3	1,287.75	1,248.50	1,164.50
R2	1,226.00	1,226.00	1,158.75
R1	1,186.75	1,186.75	1,153.25	1,175.50
PP	1,164.25	1,164.25	1,164.25	1,158.50
S1	1,125.00	1,125.00	1,141.75	1,113.75
S2	1,102.50	1,102.50	1,136.25
S3	1,040.75	1,063.25	1,130.50
S4	979.00	1,001.50	1,113.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,240.75	1,141.75	99.00	8.0%	32.50	2.6%	99%	True	False	9,192
10	1,251.75	1,141.75	110.00	8.9%	29.25	2.4%	89%	False	False	8,355
20	1,269.00	1,141.75	127.25	10.3%	29.75	2.4%	77%	False	False	6,237
40	1,283.00	1,100.50	182.50	14.7%	29.75	2.4%	76%	False	False	4,222
60	1,283.00	1,062.00	221.00	17.8%	31.75	2.6%	81%	False	False	3,106
80	1,283.00	1,062.00	221.00	17.8%	33.25	2.7%	81%	False	False	2,362
100	1,335.75	1,062.00	273.75	22.1%	32.25	2.6%	65%	False	False	1,895
120	1,342.75	1,062.00	280.75	22.6%	29.25	2.4%	63%	False	False	1,582

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.90
Widest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	1,510.50
2.618	1,407.00
1.618	1,343.50
1.000	1,304.25
0.618	1,280.00
HIGH	1,240.75
0.618	1,216.50
0.500	1,209.00
0.382	1,201.50
LOW	1,177.25
0.618	1,138.00
1.000	1,113.75
1.618	1,074.50
2.618	1,011.00
4.250	907.50

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	1,229.75	1,227.50
PP	1,219.25	1,215.00
S1	1,209.00	1,202.50

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