E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 1,352.00 1,350.75 -1.25 -0.1% 1,318.75
High 1,355.00 1,362.00 7.00 0.5% 1,352.50
Low 1,343.25 1,348.75 5.50 0.4% 1,296.00
Close 1,350.75 1,361.25 10.50 0.8% 1,349.50
Range 11.75 13.25 1.50 12.8% 56.50
ATR 20.42 19.91 -0.51 -2.5% 0.00
Volume 2,442 1,173 -1,269 -52.0% 6,637
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 1,397.00 1,392.50 1,368.50
R3 1,383.75 1,379.25 1,365.00
R2 1,370.50 1,370.50 1,363.75
R1 1,366.00 1,366.00 1,362.50 1,368.25
PP 1,357.25 1,357.25 1,357.25 1,358.50
S1 1,352.75 1,352.75 1,360.00 1,355.00
S2 1,344.00 1,344.00 1,358.75
S3 1,330.75 1,339.50 1,357.50
S4 1,317.50 1,326.25 1,354.00
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,502.25 1,482.25 1,380.50
R3 1,445.75 1,425.75 1,365.00
R2 1,389.25 1,389.25 1,359.75
R1 1,369.25 1,369.25 1,354.75 1,379.25
PP 1,332.75 1,332.75 1,332.75 1,337.50
S1 1,312.75 1,312.75 1,344.25 1,322.75
S2 1,276.25 1,276.25 1,339.25
S3 1,219.75 1,256.25 1,334.00
S4 1,163.25 1,199.75 1,318.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,362.00 1,300.50 61.50 4.5% 20.75 1.5% 99% True False 1,622
10 1,362.00 1,296.00 66.00 4.8% 20.25 1.5% 99% True False 1,342
20 1,362.00 1,277.50 84.50 6.2% 21.00 1.5% 99% True False 1,024
40 1,362.00 1,250.00 112.00 8.2% 18.50 1.4% 99% True False 745
60 1,396.75 1,250.00 146.75 10.8% 16.00 1.2% 76% False False 603
80 1,404.00 1,250.00 154.00 11.3% 14.25 1.0% 72% False False 484
100 1,404.00 1,250.00 154.00 11.3% 11.75 0.9% 72% False False 388
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,418.25
2.618 1,396.75
1.618 1,383.50
1.000 1,375.25
0.618 1,370.25
HIGH 1,362.00
0.618 1,357.00
0.500 1,355.50
0.382 1,353.75
LOW 1,348.75
0.618 1,340.50
1.000 1,335.50
1.618 1,327.25
2.618 1,314.00
4.250 1,292.50
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 1,359.25 1,352.75
PP 1,357.25 1,344.25
S1 1,355.50 1,336.00

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

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