E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1,412.00 1,409.00 -3.00 -0.2% 1,393.75
High 1,414.25 1,409.00 -5.25 -0.4% 1,419.75
Low 1,399.50 1,388.50 -11.00 -0.8% 1,386.25
Close 1,408.75 1,393.25 -15.50 -1.1% 1,403.25
Range 14.75 20.50 5.75 39.0% 33.50
ATR 15.12 15.51 0.38 2.5% 0.00
Volume 1,673,086 1,826,283 153,197 9.2% 7,903,072
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,458.50 1,446.25 1,404.50
R3 1,438.00 1,425.75 1,399.00
R2 1,417.50 1,417.50 1,397.00
R1 1,405.25 1,405.25 1,395.25 1,401.00
PP 1,397.00 1,397.00 1,397.00 1,394.75
S1 1,384.75 1,384.75 1,391.25 1,380.50
S2 1,376.50 1,376.50 1,389.50
S3 1,356.00 1,364.25 1,387.50
S4 1,335.50 1,343.75 1,382.00
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,503.50 1,487.00 1,421.75
R3 1,470.00 1,453.50 1,412.50
R2 1,436.50 1,436.50 1,409.50
R1 1,420.00 1,420.00 1,406.25 1,428.25
PP 1,403.00 1,403.00 1,403.00 1,407.25
S1 1,386.50 1,386.50 1,400.25 1,394.75
S2 1,369.50 1,369.50 1,397.00
S3 1,336.00 1,353.00 1,394.00
S4 1,302.50 1,319.50 1,384.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,417.75 1,386.25 31.50 2.3% 16.50 1.2% 22% False False 1,732,171
10 1,419.75 1,380.75 39.00 2.8% 17.25 1.2% 32% False False 1,636,226
20 1,419.75 1,344.75 75.00 5.4% 15.00 1.1% 65% False False 1,691,979
40 1,419.75 1,327.75 92.00 6.6% 14.50 1.0% 71% False False 857,654
60 1,419.75 1,267.50 152.25 10.9% 14.50 1.0% 83% False False 572,941
80 1,419.75 1,190.00 229.75 16.5% 15.50 1.1% 88% False False 429,942
100 1,419.75 1,140.25 279.50 20.1% 16.00 1.2% 91% False False 343,986
120 1,419.75 1,140.25 279.50 20.1% 17.00 1.2% 91% False False 286,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,496.00
2.618 1,462.75
1.618 1,442.25
1.000 1,429.50
0.618 1,421.75
HIGH 1,409.00
0.618 1,401.25
0.500 1,398.75
0.382 1,396.25
LOW 1,388.50
0.618 1,375.75
1.000 1,368.00
1.618 1,355.25
2.618 1,334.75
4.250 1,301.50
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1,398.75 1,403.00
PP 1,397.00 1,399.75
S1 1,395.00 1,396.50

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

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