E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 1,212.25 1,212.00 -0.25 0.0% 1,250.25
High 1,225.00 1,219.75 -5.25 -0.4% 1,254.50
Low 1,208.25 1,195.50 -12.75 -1.1% 1,198.00
Close 1,211.00 1,199.00 -12.00 -1.0% 1,211.00
Range 16.75 24.25 7.50 44.8% 56.50
ATR 28.28 27.99 -0.29 -1.0% 0.00
Volume 2,182,870 1,294,215 -888,655 -40.7% 12,619,979
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,277.50 1,262.50 1,212.25
R3 1,253.25 1,238.25 1,205.75
R2 1,229.00 1,229.00 1,203.50
R1 1,214.00 1,214.00 1,201.25 1,209.50
PP 1,204.75 1,204.75 1,204.75 1,202.50
S1 1,189.75 1,189.75 1,196.75 1,185.00
S2 1,180.50 1,180.50 1,194.50
S3 1,156.25 1,165.50 1,192.25
S4 1,132.00 1,141.25 1,185.75
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,390.75 1,357.25 1,242.00
R3 1,334.25 1,300.75 1,226.50
R2 1,277.75 1,277.75 1,221.25
R1 1,244.25 1,244.25 1,216.25 1,232.75
PP 1,221.25 1,221.25 1,221.25 1,215.50
S1 1,187.75 1,187.75 1,205.75 1,176.25
S2 1,164.75 1,164.75 1,200.75
S3 1,108.25 1,131.25 1,195.50
S4 1,051.75 1,074.75 1,180.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,244.00 1,195.50 48.50 4.0% 23.75 2.0% 7% False True 2,267,136
10 1,266.00 1,195.50 70.50 5.9% 27.00 2.3% 5% False True 1,795,409
20 1,266.00 1,141.75 124.25 10.4% 26.75 2.2% 46% False False 906,272
40 1,283.00 1,141.75 141.25 11.8% 28.50 2.4% 41% False False 455,103
60 1,283.00 1,062.00 221.00 18.4% 30.00 2.5% 62% False False 304,070
80 1,283.00 1,062.00 221.00 18.4% 30.75 2.6% 62% False False 228,140
100 1,297.75 1,062.00 235.75 19.7% 33.00 2.8% 58% False False 182,538
120 1,342.75 1,062.00 280.75 23.4% 30.50 2.5% 49% False False 152,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,322.75
2.618 1,283.25
1.618 1,259.00
1.000 1,244.00
0.618 1,234.75
HIGH 1,219.75
0.618 1,210.50
0.500 1,207.50
0.382 1,204.75
LOW 1,195.50
0.618 1,180.50
1.000 1,171.25
1.618 1,156.25
2.618 1,132.00
4.250 1,092.50
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 1,207.50 1,210.25
PP 1,204.75 1,206.50
S1 1,202.00 1,202.75

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

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