E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1,395.00 1,395.00 0.00 0.0% 1,383.75
High 1,396.00 1,402.25 6.25 0.4% 1,396.75
Low 1,387.25 1,390.50 3.25 0.2% 1,380.50
Close 1,395.50 1,394.50 -1.00 -0.1% 1,395.25
Range 8.75 11.75 3.00 34.3% 16.25
ATR 16.68 16.33 -0.35 -2.1% 0.00
Volume 1,391 4,679 3,288 236.4% 9,829
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,431.00 1,424.50 1,401.00
R3 1,419.25 1,412.75 1,397.75
R2 1,407.50 1,407.50 1,396.75
R1 1,401.00 1,401.00 1,395.50 1,398.50
PP 1,395.75 1,395.75 1,395.75 1,394.50
S1 1,389.25 1,389.25 1,393.50 1,386.50
S2 1,384.00 1,384.00 1,392.25
S3 1,372.25 1,377.50 1,391.25
S4 1,360.50 1,365.75 1,388.00
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,439.50 1,433.75 1,404.25
R3 1,423.25 1,417.50 1,399.75
R2 1,407.00 1,407.00 1,398.25
R1 1,401.25 1,401.25 1,396.75 1,404.00
PP 1,390.75 1,390.75 1,390.75 1,392.25
S1 1,385.00 1,385.00 1,393.75 1,388.00
S2 1,374.50 1,374.50 1,392.25
S3 1,358.25 1,368.75 1,390.75
S4 1,342.00 1,352.50 1,386.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,402.25 1,384.00 18.25 1.3% 9.75 0.7% 58% True False 2,019
10 1,402.25 1,343.00 59.25 4.2% 14.75 1.1% 87% True False 2,554
20 1,402.25 1,314.25 88.00 6.3% 17.00 1.2% 91% True False 2,168
40 1,402.25 1,296.00 106.25 7.6% 18.00 1.3% 93% True False 1,917
60 1,402.25 1,250.00 152.25 10.9% 18.25 1.3% 95% True False 1,505
80 1,402.25 1,250.00 152.25 10.9% 17.00 1.2% 95% True False 1,219
100 1,404.00 1,250.00 154.00 11.0% 15.50 1.1% 94% False False 995
120 1,404.00 1,250.00 154.00 11.0% 13.75 1.0% 94% False False 839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.93
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,452.25
2.618 1,433.00
1.618 1,421.25
1.000 1,414.00
0.618 1,409.50
HIGH 1,402.25
0.618 1,397.75
0.500 1,396.50
0.382 1,395.00
LOW 1,390.50
0.618 1,383.25
1.000 1,378.75
1.618 1,371.50
2.618 1,359.75
4.250 1,340.50
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1,396.50 1,394.25
PP 1,395.75 1,394.25
S1 1,395.00 1,394.00

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

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