E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 1,237.25 1,243.00 5.75 0.5% 1,165.50
High 1,257.00 1,260.25 3.25 0.3% 1,257.00
Low 1,234.25 1,243.00 8.75 0.7% 1,164.00
Close 1,237.50 1,249.00 11.50 0.9% 1,237.50
Range 22.75 17.25 -5.50 -24.2% 93.00
ATR 30.13 29.61 -0.53 -1.8% 0.00
Volume 16,684 42,777 26,093 156.4% 98,942
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,302.50 1,293.00 1,258.50
R3 1,285.25 1,275.75 1,253.75
R2 1,268.00 1,268.00 1,252.25
R1 1,258.50 1,258.50 1,250.50 1,263.25
PP 1,250.75 1,250.75 1,250.75 1,253.00
S1 1,241.25 1,241.25 1,247.50 1,246.00
S2 1,233.50 1,233.50 1,245.75
S3 1,216.25 1,224.00 1,244.25
S4 1,199.00 1,206.75 1,239.50
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,498.50 1,461.00 1,288.75
R3 1,405.50 1,368.00 1,263.00
R2 1,312.50 1,312.50 1,254.50
R1 1,275.00 1,275.00 1,246.00 1,293.75
PP 1,219.50 1,219.50 1,219.50 1,229.00
S1 1,182.00 1,182.00 1,229.00 1,200.75
S2 1,126.50 1,126.50 1,220.50
S3 1,033.50 1,089.00 1,212.00
S4 940.50 996.00 1,186.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,260.25 1,177.25 83.00 6.6% 27.50 2.2% 86% True False 26,710
10 1,260.25 1,141.75 118.50 9.5% 26.50 2.1% 91% True False 17,135
20 1,269.00 1,141.75 127.25 10.2% 28.00 2.2% 84% False False 11,299
40 1,283.00 1,141.75 141.25 11.3% 28.75 2.3% 76% False False 6,785
60 1,283.00 1,062.00 221.00 17.7% 31.25 2.5% 85% False False 4,941
80 1,283.00 1,062.00 221.00 17.7% 31.00 2.5% 85% False False 3,736
100 1,335.75 1,062.00 273.75 21.9% 32.00 2.6% 68% False False 2,998
120 1,342.75 1,062.00 280.75 22.5% 29.50 2.4% 67% False False 2,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,333.50
2.618 1,305.50
1.618 1,288.25
1.000 1,277.50
0.618 1,271.00
HIGH 1,260.25
0.618 1,253.75
0.500 1,251.50
0.382 1,249.50
LOW 1,243.00
0.618 1,232.25
1.000 1,225.75
1.618 1,215.00
2.618 1,197.75
4.250 1,169.75
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 1,251.50 1,247.75
PP 1,250.75 1,246.25
S1 1,250.00 1,245.00

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

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