E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1,360.25 1,366.75 6.50 0.5% 1,361.00
High 1,368.75 1,367.00 -1.75 -0.1% 1,368.75
Low 1,357.50 1,360.25 2.75 0.2% 1,332.75
Close 1,366.75 1,366.75 0.00 0.0% 1,366.75
Range 11.25 6.75 -4.50 -40.0% 36.00
ATR 14.65 14.08 -0.56 -3.9% 0.00
Volume 1,889,522 1,876,250 -13,272 -0.7% 3,180,402
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,385.00 1,382.50 1,370.50
R3 1,378.25 1,375.75 1,368.50
R2 1,371.50 1,371.50 1,368.00
R1 1,369.00 1,369.00 1,367.25 1,370.00
PP 1,364.75 1,364.75 1,364.75 1,365.25
S1 1,362.25 1,362.25 1,366.25 1,363.50
S2 1,358.00 1,358.00 1,365.50
S3 1,351.25 1,355.50 1,365.00
S4 1,344.50 1,348.75 1,363.00
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,464.00 1,451.50 1,386.50
R3 1,428.00 1,415.50 1,376.75
R2 1,392.00 1,392.00 1,373.25
R1 1,379.50 1,379.50 1,370.00 1,385.75
PP 1,356.00 1,356.00 1,356.00 1,359.25
S1 1,343.50 1,343.50 1,363.50 1,349.75
S2 1,320.00 1,320.00 1,360.25
S3 1,284.00 1,307.50 1,356.75
S4 1,248.00 1,271.50 1,347.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,368.75 1,332.75 36.00 2.6% 15.00 1.1% 94% False False 1,002,127
10 1,371.25 1,332.75 38.50 2.8% 14.25 1.0% 88% False False 510,483
20 1,371.25 1,327.75 43.50 3.2% 13.75 1.0% 90% False False 256,849
40 1,371.25 1,267.50 103.75 7.6% 14.25 1.0% 96% False False 130,367
60 1,371.25 1,190.00 181.25 13.3% 14.75 1.1% 98% False False 87,314
80 1,371.25 1,140.25 231.00 16.9% 15.75 1.2% 98% False False 65,527
100 1,371.25 1,140.25 231.00 16.9% 17.00 1.2% 98% False False 52,436
120 1,371.25 1,057.50 313.75 23.0% 19.50 1.4% 99% False False 43,700
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.35
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,395.75
2.618 1,384.75
1.618 1,378.00
1.000 1,373.75
0.618 1,371.25
HIGH 1,367.00
0.618 1,364.50
0.500 1,363.50
0.382 1,362.75
LOW 1,360.25
0.618 1,356.00
1.000 1,353.50
1.618 1,349.25
2.618 1,342.50
4.250 1,331.50
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1,365.75 1,363.50
PP 1,364.75 1,360.00
S1 1,363.50 1,356.75

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

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