E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1,315.00 1,303.75 -11.25 -0.9% 1,314.50
High 1,322.00 1,321.00 -1.00 -0.1% 1,331.25
Low 1,298.25 1,301.25 3.00 0.2% 1,291.50
Close 1,304.25 1,315.25 11.00 0.8% 1,315.50
Range 23.75 19.75 -4.00 -16.8% 39.75
ATR 17.80 17.94 0.14 0.8% 0.00
Volume 58,934 140,172 81,238 137.8% 90,303
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,371.75 1,363.25 1,326.00
R3 1,352.00 1,343.50 1,320.75
R2 1,332.25 1,332.25 1,318.75
R1 1,323.75 1,323.75 1,317.00 1,328.00
PP 1,312.50 1,312.50 1,312.50 1,314.50
S1 1,304.00 1,304.00 1,313.50 1,308.25
S2 1,292.75 1,292.75 1,311.75
S3 1,273.00 1,284.25 1,309.75
S4 1,253.25 1,264.50 1,304.50
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,432.00 1,413.50 1,337.25
R3 1,392.25 1,373.75 1,326.50
R2 1,352.50 1,352.50 1,322.75
R1 1,334.00 1,334.00 1,319.25 1,343.25
PP 1,312.75 1,312.75 1,312.75 1,317.50
S1 1,294.25 1,294.25 1,311.75 1,303.50
S2 1,273.00 1,273.00 1,308.25
S3 1,233.25 1,254.50 1,304.50
S4 1,193.50 1,214.75 1,293.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,329.50 1,291.50 38.00 2.9% 22.00 1.7% 63% False False 52,300
10 1,331.25 1,287.75 43.50 3.3% 22.00 1.7% 63% False False 31,607
20 1,337.75 1,287.75 50.00 3.8% 17.25 1.3% 55% False False 16,606
40 1,337.75 1,253.50 84.25 6.4% 15.50 1.2% 73% False False 8,982
60 1,337.75 1,222.25 115.50 8.8% 13.50 1.0% 81% False False 6,158
80 1,337.75 1,161.50 176.25 13.4% 14.00 1.1% 87% False False 4,625
100 1,337.75 1,145.75 192.00 14.6% 14.00 1.1% 88% False False 3,703
120 1,337.75 1,104.25 233.50 17.8% 14.00 1.1% 90% False False 3,088
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,405.00
2.618 1,372.75
1.618 1,353.00
1.000 1,340.75
0.618 1,333.25
HIGH 1,321.00
0.618 1,313.50
0.500 1,311.00
0.382 1,308.75
LOW 1,301.25
0.618 1,289.00
1.000 1,281.50
1.618 1,269.25
2.618 1,249.50
4.250 1,217.25
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1,314.00 1,314.75
PP 1,312.50 1,314.25
S1 1,311.00 1,314.00

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

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