E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1,454.00 1,453.25 -0.75 -0.1% 1,430.00
High 1,456.25 1,459.25 3.00 0.2% 1,468.00
Low 1,449.00 1,451.25 2.25 0.2% 1,414.50
Close 1,453.00 1,453.25 0.25 0.0% 1,459.00
Range 7.25 8.00 0.75 10.3% 53.50
ATR 13.89 13.47 -0.42 -3.0% 0.00
Volume 1,821,180 1,658,342 -162,838 -8.9% 4,380,993
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,478.50 1,474.00 1,457.75
R3 1,470.50 1,466.00 1,455.50
R2 1,462.50 1,462.50 1,454.75
R1 1,458.00 1,458.00 1,454.00 1,457.25
PP 1,454.50 1,454.50 1,454.50 1,454.25
S1 1,450.00 1,450.00 1,452.50 1,449.25
S2 1,446.50 1,446.50 1,451.75
S3 1,438.50 1,442.00 1,451.00
S4 1,430.50 1,434.00 1,448.75
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,607.75 1,586.75 1,488.50
R3 1,554.25 1,533.25 1,473.75
R2 1,500.75 1,500.75 1,468.75
R1 1,479.75 1,479.75 1,464.00 1,490.25
PP 1,447.25 1,447.25 1,447.25 1,452.50
S1 1,426.25 1,426.25 1,454.00 1,436.75
S2 1,393.75 1,393.75 1,449.25
S3 1,340.25 1,372.75 1,444.25
S4 1,286.75 1,319.25 1,429.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,468.00 1,428.00 40.00 2.8% 14.25 1.0% 63% False False 1,774,617
10 1,468.00 1,396.75 71.25 4.9% 14.75 1.0% 79% False False 951,300
20 1,468.00 1,387.50 80.50 5.5% 13.25 0.9% 82% False False 479,219
40 1,468.00 1,321.25 146.75 10.1% 14.00 1.0% 90% False False 240,880
60 1,468.00 1,300.50 167.50 11.5% 15.50 1.1% 91% False False 161,196
80 1,468.00 1,250.00 218.00 15.0% 16.75 1.1% 93% False False 121,094
100 1,468.00 1,250.00 218.00 15.0% 16.50 1.1% 93% False False 96,972
120 1,468.00 1,250.00 218.00 15.0% 15.25 1.1% 93% False False 80,835
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,493.25
2.618 1,480.25
1.618 1,472.25
1.000 1,467.25
0.618 1,464.25
HIGH 1,459.25
0.618 1,456.25
0.500 1,455.25
0.382 1,454.25
LOW 1,451.25
0.618 1,446.25
1.000 1,443.25
1.618 1,438.25
2.618 1,430.25
4.250 1,417.25
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1,455.25 1,454.00
PP 1,454.50 1,453.75
S1 1,454.00 1,453.50

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

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