E-mini S&P 500 Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1,403.25 1,404.00 0.75 0.1% 1,360.75
High 1,405.00 1,407.75 2.75 0.2% 1,407.50
Low 1,395.00 1,395.50 0.50 0.0% 1,360.25
Close 1,403.25 1,397.50 -5.75 -0.4% 1,405.25
Range 10.00 12.25 2.25 22.5% 47.25
ATR 18.95 18.47 -0.48 -2.5% 0.00
Volume 1,220,715 1,639,215 418,500 34.3% 5,272,122
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,437.00 1,429.50 1,404.25
R3 1,424.75 1,417.25 1,400.75
R2 1,412.50 1,412.50 1,399.75
R1 1,405.00 1,405.00 1,398.50 1,402.50
PP 1,400.25 1,400.25 1,400.25 1,399.00
S1 1,392.75 1,392.75 1,396.50 1,390.50
S2 1,388.00 1,388.00 1,395.25
S3 1,375.75 1,380.50 1,394.25
S4 1,363.50 1,368.25 1,390.75
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,532.75 1,516.25 1,431.25
R3 1,485.50 1,469.00 1,418.25
R2 1,438.25 1,438.25 1,414.00
R1 1,421.75 1,421.75 1,409.50 1,430.00
PP 1,391.00 1,391.00 1,391.00 1,395.00
S1 1,374.50 1,374.50 1,401.00 1,382.75
S2 1,343.75 1,343.75 1,396.50
S3 1,296.50 1,327.25 1,392.25
S4 1,249.25 1,280.00 1,379.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,407.75 1,374.00 33.75 2.4% 13.75 1.0% 70% True False 1,278,118
10 1,407.75 1,340.25 67.50 4.8% 18.00 1.3% 85% True False 1,755,357
20 1,431.75 1,340.25 91.50 6.5% 20.50 1.5% 63% False False 1,783,821
40 1,466.00 1,340.25 125.75 9.0% 18.25 1.3% 46% False False 1,717,422
60 1,468.00 1,340.25 127.75 9.1% 17.25 1.2% 45% False False 1,537,105
80 1,468.00 1,340.25 127.75 9.1% 15.75 1.1% 45% False False 1,153,610
100 1,468.00 1,313.25 154.75 11.1% 16.50 1.2% 54% False False 923,346
120 1,468.00 1,292.00 176.00 12.6% 17.00 1.2% 60% False False 769,643
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 4.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,459.75
2.618 1,439.75
1.618 1,427.50
1.000 1,420.00
0.618 1,415.25
HIGH 1,407.75
0.618 1,403.00
0.500 1,401.50
0.382 1,400.25
LOW 1,395.50
0.618 1,388.00
1.000 1,383.25
1.618 1,375.75
2.618 1,363.50
4.250 1,343.50
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1,401.50 1,397.50
PP 1,400.25 1,397.50
S1 1,399.00 1,397.50

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

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