E-mini S&P 500 Future December 2012

Trading Metrics calculated at close of trading on 11-Dec-2012

Day Change Summary
	Previous	Current
	10-Dec-2012	11-Dec-2012	Change	Change %	Previous Week
Open	1,416.00	1,417.50	1.50	0.1%	1,413.25
High	1,421.00	1,434.25	13.25	0.9%	1,424.00
Low	1,410.75	1,415.00	4.25	0.3%	1,396.75
Close	1,420.25	1,431.50	11.25	0.8%	1,416.00
Range	10.25	19.25	9.00	87.8%	27.25
ATR	16.30	16.51	0.21	1.3%	0.00
Volume	1,136,090	1,772,202	636,112	56.0%	8,471,333

Daily Pivots for day following 11-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,484.75	1,477.25	1,442.00
R3	1,465.50	1,458.00	1,436.75
R2	1,446.25	1,446.25	1,435.00
R1	1,438.75	1,438.75	1,433.25	1,442.50
PP	1,427.00	1,427.00	1,427.00	1,428.75
S1	1,419.50	1,419.50	1,429.75	1,423.25
S2	1,407.75	1,407.75	1,428.00
S3	1,388.50	1,400.25	1,426.25
S4	1,369.25	1,381.00	1,421.00

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,494.00	1,482.25	1,431.00
R3	1,466.75	1,455.00	1,423.50
R2	1,439.50	1,439.50	1,421.00
R1	1,427.75	1,427.75	1,418.50	1,433.50
PP	1,412.25	1,412.25	1,412.25	1,415.25
S1	1,400.50	1,400.50	1,413.50	1,406.50
S2	1,385.00	1,385.00	1,411.00
S3	1,357.75	1,373.25	1,408.50
S4	1,330.50	1,346.00	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	1,434.25	1,396.75	37.50	2.6%	14.25	1.0%	93%	True	False	1,621,586
10	1,434.25	1,383.00	51.25	3.6%	15.00	1.0%	95%	True	False	1,707,254
20	1,434.25	1,340.25	94.00	6.6%	16.50	1.2%	97%	True	False	1,731,305
40	1,459.75	1,340.25	119.50	8.3%	18.50	1.3%	76%	False	False	1,750,781
60	1,466.00	1,340.25	125.75	8.8%	17.00	1.2%	73%	False	False	1,720,445
80	1,468.00	1,340.25	127.75	8.9%	16.25	1.1%	71%	False	False	1,366,718
100	1,468.00	1,314.25	153.75	10.7%	16.00	1.1%	76%	False	False	1,093,855
120	1,468.00	1,296.00	172.00	12.0%	16.50	1.1%	79%	False	False	911,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.83
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,516.00
2.618	1,484.75
1.618	1,465.50
1.000	1,453.50
0.618	1,446.25
HIGH	1,434.25
0.618	1,427.00
0.500	1,424.50
0.382	1,422.25
LOW	1,415.00
0.618	1,403.00
1.000	1,395.75
1.618	1,383.75
2.618	1,364.50
4.250	1,333.25

Fisher Pivots for day following 11-Dec-2012
Pivot	1 day	3 day
R1	1,429.25	1,428.00
PP	1,427.00	1,424.75
S1	1,424.50	1,421.50

Download as Excel Spreadsheet

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

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