E-mini S&P 500 Future June 2011


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Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1,296.00 1,300.75 4.75 0.4% 1,335.75
High 1,308.75 1,327.00 18.25 1.4% 1,337.50
Low 1,291.50 1,300.25 8.75 0.7% 1,287.75
Close 1,300.75 1,324.75 24.00 1.8% 1,313.75
Range 17.25 26.75 9.50 55.1% 49.75
ATR 16.15 16.91 0.76 4.7% 0.00
Volume 16,143 21,409 5,266 32.6% 28,313
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,397.50 1,388.00 1,339.50
R3 1,370.75 1,361.25 1,332.00
R2 1,344.00 1,344.00 1,329.75
R1 1,334.50 1,334.50 1,327.25 1,339.25
PP 1,317.25 1,317.25 1,317.25 1,319.75
S1 1,307.75 1,307.75 1,322.25 1,312.50
S2 1,290.50 1,290.50 1,319.75
S3 1,263.75 1,281.00 1,317.50
S4 1,237.00 1,254.25 1,310.00
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,462.25 1,437.75 1,341.00
R3 1,412.50 1,388.00 1,327.50
R2 1,362.75 1,362.75 1,322.75
R1 1,338.25 1,338.25 1,318.25 1,325.50
PP 1,313.00 1,313.00 1,313.00 1,306.75
S1 1,288.50 1,288.50 1,309.25 1,276.00
S2 1,263.25 1,263.25 1,304.75
S3 1,213.50 1,238.75 1,300.00
S4 1,163.75 1,189.00 1,286.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,331.25 1,291.50 39.75 3.0% 22.75 1.7% 84% False False 16,607
10 1,337.75 1,287.75 50.00 3.8% 20.50 1.5% 74% False False 9,928
20 1,337.75 1,287.00 50.75 3.8% 15.75 1.2% 74% False False 5,679
40 1,337.75 1,251.25 86.50 6.5% 15.00 1.1% 85% False False 3,472
60 1,337.75 1,208.00 129.75 9.8% 13.00 1.0% 90% False False 2,431
80 1,337.75 1,161.50 176.25 13.3% 13.50 1.0% 93% False False 1,827
100 1,337.75 1,142.25 195.50 14.8% 13.50 1.0% 93% False False 1,464
120 1,337.75 1,100.00 237.75 17.9% 13.75 1.0% 95% False False 1,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,440.75
2.618 1,397.00
1.618 1,370.25
1.000 1,353.75
0.618 1,343.50
HIGH 1,327.00
0.618 1,316.75
0.500 1,313.50
0.382 1,310.50
LOW 1,300.25
0.618 1,283.75
1.000 1,273.50
1.618 1,257.00
2.618 1,230.25
4.250 1,186.50
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1,321.00 1,320.25
PP 1,317.25 1,315.75
S1 1,313.50 1,311.50

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

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