E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 1,449.25 1,457.00 7.75 0.5% 1,457.25
High 1,457.75 1,459.75 2.00 0.1% 1,457.25
Low 1,446.25 1,447.75 1.50 0.1% 1,420.00
Close 1,457.00 1,451.50 -5.50 -0.4% 1,421.50
Range 11.50 12.00 0.50 4.3% 37.25
ATR 14.93 14.72 -0.21 -1.4% 0.00
Volume 1,534,392 1,805,949 271,557 17.7% 7,800,288
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,489.00 1,482.25 1,458.00
R3 1,477.00 1,470.25 1,454.75
R2 1,465.00 1,465.00 1,453.75
R1 1,458.25 1,458.25 1,452.50 1,455.50
PP 1,453.00 1,453.00 1,453.00 1,451.75
S1 1,446.25 1,446.25 1,450.50 1,443.50
S2 1,441.00 1,441.00 1,449.25
S3 1,429.00 1,434.25 1,448.25
S4 1,417.00 1,422.25 1,445.00
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1,544.75 1,520.25 1,442.00
R3 1,507.50 1,483.00 1,431.75
R2 1,470.25 1,470.25 1,428.25
R1 1,445.75 1,445.75 1,425.00 1,439.50
PP 1,433.00 1,433.00 1,433.00 1,429.75
S1 1,408.50 1,408.50 1,418.00 1,402.00
S2 1,395.75 1,395.75 1,414.75
S3 1,358.50 1,371.25 1,411.25
S4 1,321.25 1,334.00 1,401.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,459.75 1,416.50 43.25 3.0% 15.00 1.0% 81% True False 1,622,580
10 1,466.00 1,416.50 49.50 3.4% 15.00 1.0% 71% False False 1,597,002
20 1,466.00 1,416.50 49.50 3.4% 15.25 1.0% 71% False False 1,646,718
40 1,468.00 1,387.50 80.50 5.5% 14.00 1.0% 80% False False 1,106,326
60 1,468.00 1,343.00 125.00 8.6% 14.00 1.0% 87% False False 738,530
80 1,468.00 1,300.50 167.50 11.5% 15.25 1.1% 90% False False 554,358
100 1,468.00 1,250.00 218.00 15.0% 16.25 1.1% 92% False False 443,656
120 1,468.00 1,250.00 218.00 15.0% 16.25 1.1% 92% False False 369,788
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 3.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,510.75
2.618 1,491.25
1.618 1,479.25
1.000 1,471.75
0.618 1,467.25
HIGH 1,459.75
0.618 1,455.25
0.500 1,453.75
0.382 1,452.25
LOW 1,447.75
0.618 1,440.25
1.000 1,435.75
1.618 1,428.25
2.618 1,416.25
4.250 1,396.75
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 1,453.75 1,450.00
PP 1,453.00 1,448.50
S1 1,452.25 1,447.00

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

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