E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 1,229.75 1,250.25 20.50 1.7% 1,243.00
High 1,254.75 1,254.50 -0.25 0.0% 1,266.00
Low 1,222.75 1,220.00 -2.75 -0.2% 1,222.75
Close 1,253.00 1,229.25 -23.75 -1.9% 1,253.00
Range 32.00 34.50 2.50 7.8% 43.25
ATR 29.67 30.01 0.35 1.2% 0.00
Volume 2,409,951 2,578,512 168,561 7.0% 4,082,677
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,338.00 1,318.25 1,248.25
R3 1,303.50 1,283.75 1,238.75
R2 1,269.00 1,269.00 1,235.50
R1 1,249.25 1,249.25 1,232.50 1,242.00
PP 1,234.50 1,234.50 1,234.50 1,231.00
S1 1,214.75 1,214.75 1,226.00 1,207.50
S2 1,200.00 1,200.00 1,223.00
S3 1,165.50 1,180.25 1,219.75
S4 1,131.00 1,145.75 1,210.25
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,377.00 1,358.25 1,276.75
R3 1,333.75 1,315.00 1,265.00
R2 1,290.50 1,290.50 1,261.00
R1 1,271.75 1,271.75 1,257.00 1,281.00
PP 1,247.25 1,247.25 1,247.25 1,252.00
S1 1,228.50 1,228.50 1,249.00 1,238.00
S2 1,204.00 1,204.00 1,245.00
S3 1,160.75 1,185.25 1,241.00
S4 1,117.50 1,142.00 1,229.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,266.00 1,220.00 46.00 3.7% 30.50 2.5% 20% False True 1,323,682
10 1,266.00 1,177.25 88.75 7.2% 29.00 2.4% 59% False False 675,196
20 1,266.00 1,141.75 124.25 10.1% 27.75 2.3% 70% False False 341,256
40 1,283.00 1,141.75 141.25 11.5% 29.25 2.4% 62% False False 172,022
60 1,283.00 1,062.00 221.00 18.0% 31.25 2.5% 76% False False 115,220
80 1,283.00 1,062.00 221.00 18.0% 31.25 2.5% 76% False False 86,465
100 1,335.75 1,062.00 273.75 22.3% 32.75 2.7% 61% False False 69,181
120 1,342.75 1,062.00 280.75 22.8% 30.25 2.5% 60% False False 57,655
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 True
Bear Hook False
Bull Hook False
Stretch 6.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,401.00
2.618 1,344.75
1.618 1,310.25
1.000 1,289.00
0.618 1,275.75
HIGH 1,254.50
0.618 1,241.25
0.500 1,237.25
0.382 1,233.25
LOW 1,220.00
0.618 1,198.75
1.000 1,185.50
1.618 1,164.25
2.618 1,129.75
4.250 1,073.50
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 1,237.25 1,243.00
PP 1,234.50 1,238.50
S1 1,232.00 1,233.75

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

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