E-mini S&P 500 Future December 2012

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	03-Sep-2012	04-Sep-2012	Change	Change %	Previous Week
Open	1,398.75	1,398.75	0.00	0.0%	1,404.00
High	1,398.75	1,402.00	3.25	0.2%	1,408.75
Low	1,395.00	1,387.50	-7.50	-0.5%	1,388.25
Close	1,397.00	1,399.00	2.00	0.1%	1,398.00
Range	3.75	14.50	10.75	286.7%	20.50
ATR	12.87	12.98	0.12	0.9%	0.00
Volume	6,807	28,492	21,685	318.6%	14,735

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,439.75	1,433.75	1,407.00
R3	1,425.25	1,419.25	1,403.00
R2	1,410.75	1,410.75	1,401.75
R1	1,404.75	1,404.75	1,400.25	1,407.75
PP	1,396.25	1,396.25	1,396.25	1,397.50
S1	1,390.25	1,390.25	1,397.75	1,393.25
S2	1,381.75	1,381.75	1,396.25
S3	1,367.25	1,375.75	1,395.00
S4	1,352.75	1,361.25	1,391.00

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,459.75	1,449.50	1,409.25
R3	1,439.25	1,429.00	1,403.75
R2	1,418.75	1,418.75	1,401.75
R1	1,408.50	1,408.50	1,400.00	1,403.50
PP	1,398.25	1,398.25	1,398.25	1,395.75
S1	1,388.00	1,388.00	1,396.00	1,383.00
S2	1,377.75	1,377.75	1,394.25
S3	1,357.25	1,367.50	1,392.25
S4	1,336.75	1,347.00	1,386.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,405.25	1,387.50	17.75	1.3%	11.00	0.8%	65%	False	True	9,440
10	1,410.25	1,387.50	22.75	1.6%	11.75	0.8%	51%	False	True	6,348
20	1,417.50	1,384.00	33.50	2.4%	11.00	0.8%	45%	False	False	4,437
40	1,417.50	1,313.25	104.25	7.5%	14.75	1.1%	82%	False	False	3,390
60	1,417.50	1,292.00	125.50	9.0%	16.25	1.2%	85%	False	False	2,655
80	1,417.50	1,250.00	167.50	12.0%	17.00	1.2%	89%	False	False	2,125
100	1,417.50	1,250.00	167.50	12.0%	15.75	1.1%	89%	False	False	1,763
120	1,417.50	1,250.00	167.50	12.0%	14.75	1.1%	89%	False	False	1,493

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,463.50
2.618	1,440.00
1.618	1,425.50
1.000	1,416.50
0.618	1,411.00
HIGH	1,402.00
0.618	1,396.50
0.500	1,394.75
0.382	1,393.00
LOW	1,387.50
0.618	1,378.50
1.000	1,373.00
1.618	1,364.00
2.618	1,349.50
4.250	1,326.00

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	1,397.50	1,398.00
PP	1,396.25	1,397.25
S1	1,394.75	1,396.25

Download as Excel Spreadsheet

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

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