E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1,403.00 1,390.25 -12.75 -0.9% 1,387.50
High 1,408.25 1,396.50 -11.75 -0.8% 1,405.75
Low 1,392.50 1,389.00 -3.50 -0.3% 1,370.75
Close 1,394.00 1,392.25 -1.75 -0.1% 1,401.00
Range 15.75 7.50 -8.25 -52.4% 35.00
ATR 13.93 13.47 -0.46 -3.3% 0.00
Volume 274 547 273 99.6% 1,101
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1,415.00 1,411.25 1,396.50
R3 1,407.50 1,403.75 1,394.25
R2 1,400.00 1,400.00 1,393.50
R1 1,396.25 1,396.25 1,393.00 1,398.00
PP 1,392.50 1,392.50 1,392.50 1,393.50
S1 1,388.75 1,388.75 1,391.50 1,390.50
S2 1,385.00 1,385.00 1,391.00
S3 1,377.50 1,381.25 1,390.25
S4 1,370.00 1,373.75 1,388.00
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1,497.50 1,484.25 1,420.25
R3 1,462.50 1,449.25 1,410.50
R2 1,427.50 1,427.50 1,407.50
R1 1,414.25 1,414.25 1,404.25 1,421.00
PP 1,392.50 1,392.50 1,392.50 1,395.75
S1 1,379.25 1,379.25 1,397.75 1,386.00
S2 1,357.50 1,357.50 1,394.50
S3 1,322.50 1,344.25 1,391.50
S4 1,287.50 1,309.25 1,381.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,408.25 1,370.75 37.50 2.7% 13.25 1.0% 57% False False 373
10 1,408.25 1,364.00 44.25 3.2% 11.25 0.8% 64% False False 216
20 1,415.75 1,331.25 84.50 6.1% 14.00 1.0% 72% False False 210
40 1,445.50 1,331.25 114.25 8.2% 13.00 0.9% 53% False False 144
60 1,451.00 1,331.25 119.75 8.6% 10.50 0.7% 51% False False 119
80 1,451.00 1,331.25 119.75 8.6% 8.00 0.6% 51% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2.53
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,428.50
2.618 1,416.25
1.618 1,408.75
1.000 1,404.00
0.618 1,401.25
HIGH 1,396.50
0.618 1,393.75
0.500 1,392.75
0.382 1,391.75
LOW 1,389.00
0.618 1,384.25
1.000 1,381.50
1.618 1,376.75
2.618 1,369.25
4.250 1,357.00
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1,392.75 1,398.50
PP 1,392.50 1,396.50
S1 1,392.50 1,394.50

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

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