E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1,436.75 1,427.50 -9.25 -0.6% 1,458.75
High 1,439.75 1,444.50 4.75 0.3% 1,462.25
Low 1,424.00 1,427.50 3.50 0.2% 1,443.50
Close 1,427.00 1,441.00 14.00 1.0% 1,452.00
Range 15.75 17.00 1.25 7.9% 18.75
ATR 13.77 14.03 0.27 1.9% 0.00
Volume 1,793,271 1,754,826 -38,445 -2.1% 8,402,765
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,488.75 1,481.75 1,450.25
R3 1,471.75 1,464.75 1,445.75
R2 1,454.75 1,454.75 1,444.00
R1 1,447.75 1,447.75 1,442.50 1,451.25
PP 1,437.75 1,437.75 1,437.75 1,439.50
S1 1,430.75 1,430.75 1,439.50 1,434.25
S2 1,420.75 1,420.75 1,438.00
S3 1,403.75 1,413.75 1,436.25
S4 1,386.75 1,396.75 1,431.75
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1,508.75 1,499.25 1,462.25
R3 1,490.00 1,480.50 1,457.25
R2 1,471.25 1,471.25 1,455.50
R1 1,461.75 1,461.75 1,453.75 1,457.00
PP 1,452.50 1,452.50 1,452.50 1,450.25
S1 1,443.00 1,443.00 1,450.25 1,438.50
S2 1,433.75 1,433.75 1,448.50
S3 1,415.00 1,424.25 1,446.75
S4 1,396.25 1,405.50 1,441.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,462.25 1,424.00 38.25 2.7% 15.25 1.1% 44% False False 1,645,679
10 1,468.00 1,424.00 44.00 3.1% 13.00 0.9% 39% False False 1,748,972
20 1,468.00 1,387.50 80.50 5.6% 14.00 1.0% 66% False False 976,892
40 1,468.00 1,353.25 114.75 8.0% 13.00 0.9% 76% False False 489,860
60 1,468.00 1,313.25 154.75 10.7% 15.00 1.0% 83% False False 327,248
80 1,468.00 1,292.00 176.00 12.2% 16.25 1.1% 85% False False 245,694
100 1,468.00 1,250.00 218.00 15.1% 16.50 1.1% 88% False False 196,659
120 1,468.00 1,250.00 218.00 15.1% 15.50 1.1% 88% False False 163,935
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,516.75
2.618 1,489.00
1.618 1,472.00
1.000 1,461.50
0.618 1,455.00
HIGH 1,444.50
0.618 1,438.00
0.500 1,436.00
0.382 1,434.00
LOW 1,427.50
0.618 1,417.00
1.000 1,410.50
1.618 1,400.00
2.618 1,383.00
4.250 1,355.25
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1,439.25 1,440.75
PP 1,437.75 1,440.75
S1 1,436.00 1,440.50

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

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