E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 1,236.00 1,236.00 0.00 0.0% 1,250.25
High 1,249.00 1,251.00 2.00 0.2% 1,254.50
Low 1,223.00 1,232.25 9.25 0.8% 1,198.00
Close 1,236.25 1,249.00 12.75 1.0% 1,211.00
Range 26.00 18.75 -7.25 -27.9% 56.50
ATR 28.55 27.85 -0.70 -2.5% 0.00
Volume 1,650,581 1,070,137 -580,444 -35.2% 12,619,979
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,300.25 1,293.50 1,259.25
R3 1,281.50 1,274.75 1,254.25
R2 1,262.75 1,262.75 1,252.50
R1 1,256.00 1,256.00 1,250.75 1,259.50
PP 1,244.00 1,244.00 1,244.00 1,245.75
S1 1,237.25 1,237.25 1,247.25 1,240.50
S2 1,225.25 1,225.25 1,245.50
S3 1,206.50 1,218.50 1,243.75
S4 1,187.75 1,199.75 1,238.75
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 1,251.00 1,195.50 55.50 4.4% 24.75 2.0% 96% True False 1,604,710
10 1,254.75 1,195.50 59.25 4.7% 27.00 2.2% 90% False False 2,087,061
20 1,266.00 1,141.75 124.25 9.9% 27.25 2.2% 86% False False 1,132,454
40 1,283.00 1,141.75 141.25 11.3% 28.50 2.3% 76% False False 568,644
60 1,283.00 1,062.00 221.00 17.7% 29.50 2.4% 85% False False 379,761
80 1,283.00 1,062.00 221.00 17.7% 30.50 2.4% 85% False False 284,967
100 1,283.00 1,062.00 221.00 17.7% 33.00 2.6% 85% False False 228,002
120 1,342.75 1,062.00 280.75 22.5% 30.75 2.5% 67% False False 190,006
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 6.98
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,330.75
2.618 1,300.00
1.618 1,281.25
1.000 1,269.75
0.618 1,262.50
HIGH 1,251.00
0.618 1,243.75
0.500 1,241.50
0.382 1,239.50
LOW 1,232.25
0.618 1,220.75
1.000 1,213.50
1.618 1,202.00
2.618 1,183.25
4.250 1,152.50
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 1,246.50 1,241.00
PP 1,244.00 1,233.00
S1 1,241.50 1,225.00

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

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