E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1,354.00 1,351.50 -2.50 -0.2% 1,375.25
High 1,359.00 1,360.50 1.50 0.1% 1,386.25
Low 1,345.25 1,340.25 -5.00 -0.4% 1,340.25
Close 1,351.25 1,359.75 8.50 0.6% 1,359.75
Range 13.75 20.25 6.50 47.3% 46.00
ATR 20.18 20.18 0.01 0.0% 0.00
Volume 2,416,674 2,605,521 188,847 7.8% 10,560,185
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,414.25 1,407.25 1,371.00
R3 1,394.00 1,387.00 1,365.25
R2 1,373.75 1,373.75 1,363.50
R1 1,366.75 1,366.75 1,361.50 1,370.25
PP 1,353.50 1,353.50 1,353.50 1,355.25
S1 1,346.50 1,346.50 1,358.00 1,350.00
S2 1,333.25 1,333.25 1,356.00
S3 1,313.00 1,326.25 1,354.25
S4 1,292.75 1,306.00 1,348.50
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,500.00 1,476.00 1,385.00
R3 1,454.00 1,430.00 1,372.50
R2 1,408.00 1,408.00 1,368.25
R1 1,384.00 1,384.00 1,364.00 1,373.00
PP 1,362.00 1,362.00 1,362.00 1,356.50
S1 1,338.00 1,338.00 1,355.50 1,327.00
S2 1,316.00 1,316.00 1,351.25
S3 1,270.00 1,292.00 1,347.00
S4 1,224.00 1,246.00 1,334.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,386.25 1,340.25 46.00 3.4% 19.25 1.4% 42% False True 2,112,037
10 1,431.75 1,340.25 91.50 6.7% 22.50 1.7% 21% False True 2,179,463
20 1,433.25 1,340.25 93.00 6.8% 21.00 1.5% 21% False True 1,873,153
40 1,466.00 1,340.25 125.75 9.2% 18.50 1.4% 16% False True 1,779,827
60 1,468.00 1,340.25 127.75 9.4% 16.50 1.2% 15% False True 1,401,930
80 1,468.00 1,340.25 127.75 9.4% 15.75 1.2% 15% False True 1,052,177
100 1,468.00 1,309.75 158.25 11.6% 16.50 1.2% 32% False False 842,117
120 1,468.00 1,250.00 218.00 16.0% 17.25 1.3% 50% False False 701,910
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 False
Bear Hook False
Bull Hook False
Stretch 6.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,446.50
2.618 1,413.50
1.618 1,393.25
1.000 1,380.75
0.618 1,373.00
HIGH 1,360.50
0.618 1,352.75
0.500 1,350.50
0.382 1,348.00
LOW 1,340.25
0.618 1,327.75
1.000 1,320.00
1.618 1,307.50
2.618 1,287.25
4.250 1,254.25
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1,356.50 1,361.00
PP 1,353.50 1,360.50
S1 1,350.50 1,360.25

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

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