E-mini S&P 500 Future September 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	1,287.75	1,280.00	-7.75	-0.6%	1,265.00
High	1,293.75	1,280.75	-13.00	-1.0%	1,287.00
Low	1,279.50	1,257.00	-22.50	-1.8%	1,252.25
Close	1,279.75	1,277.00	-2.75	-0.2%	1,266.00
Range	14.25	23.75	9.50	66.7%	34.75
ATR	17.80	18.22	0.43	2.4%	0.00
Volume	1,869,419	3,315,380	1,445,961	77.3%	14,575,499

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,342.75	1,333.75	1,290.00
R3	1,319.00	1,310.00	1,283.50
R2	1,295.25	1,295.25	1,281.25
R1	1,286.25	1,286.25	1,279.25	1,279.00
PP	1,271.50	1,271.50	1,271.50	1,268.00
S1	1,262.50	1,262.50	1,274.75	1,255.00
S2	1,247.75	1,247.75	1,272.75
S3	1,224.00	1,238.75	1,270.50
S4	1,200.25	1,215.00	1,264.00

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,372.75	1,354.00	1,285.00
R3	1,338.00	1,319.25	1,275.50
R2	1,303.25	1,303.25	1,272.25
R1	1,284.50	1,284.50	1,269.25	1,294.00
PP	1,268.50	1,268.50	1,268.50	1,273.00
S1	1,249.75	1,249.75	1,262.75	1,259.00
S2	1,233.75	1,233.75	1,259.75
S3	1,199.00	1,215.00	1,256.50
S4	1,164.25	1,180.25	1,247.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,293.75	1,256.25	37.50	2.9%	19.25	1.5%	55%	False	False	2,253,845
10	1,293.75	1,252.25	41.50	3.2%	19.75	1.5%	60%	False	False	2,586,539
20	1,342.50	1,252.25	90.25	7.1%	18.25	1.4%	27%	False	False	1,367,526
40	1,367.50	1,252.25	115.25	9.0%	17.25	1.4%	21%	False	False	684,926
60	1,367.50	1,252.25	115.25	9.0%	16.00	1.3%	21%	False	False	457,190
80	1,367.50	1,237.25	130.25	10.2%	17.25	1.3%	31%	False	False	342,983
100	1,367.50	1,237.25	130.25	10.2%	16.50	1.3%	31%	False	False	274,396
120	1,367.50	1,237.25	130.25	10.2%	16.00	1.2%	31%	False	False	228,676

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	3.93
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,381.75
2.618	1,343.00
1.618	1,319.25
1.000	1,304.50
0.618	1,295.50
HIGH	1,280.75
0.618	1,271.75
0.500	1,269.00
0.382	1,266.00
LOW	1,257.00
0.618	1,242.25
1.000	1,233.25
1.618	1,218.50
2.618	1,194.75
4.250	1,156.00

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	1,274.25	1,276.50
PP	1,271.50	1,276.00
S1	1,269.00	1,275.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols