E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 1,298.50 1,290.50 -8.00 -0.6% 1,315.00
High 1,300.75 1,293.25 -7.50 -0.6% 1,322.00
Low 1,281.00 1,251.00 -30.00 -2.3% 1,278.50
Close 1,290.50 1,275.25 -15.25 -1.2% 1,301.25
Range 19.75 42.25 22.50 113.9% 43.50
ATR 18.74 20.42 1.68 9.0% 0.00
Volume 2,780,768 3,987,678 1,206,910 43.4% 4,499,358
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,400.00 1,379.75 1,298.50
R3 1,357.75 1,337.50 1,286.75
R2 1,315.50 1,315.50 1,283.00
R1 1,295.25 1,295.25 1,279.00 1,284.25
PP 1,273.25 1,273.25 1,273.25 1,267.50
S1 1,253.00 1,253.00 1,271.50 1,242.00
S2 1,231.00 1,231.00 1,267.50
S3 1,188.75 1,210.75 1,263.75
S4 1,146.50 1,168.50 1,252.00
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,431.00 1,409.75 1,325.25
R3 1,387.50 1,366.25 1,313.25
R2 1,344.00 1,344.00 1,309.25
R1 1,322.75 1,322.75 1,305.25 1,311.50
PP 1,300.50 1,300.50 1,300.50 1,295.00
S1 1,279.25 1,279.25 1,297.25 1,268.00
S2 1,257.00 1,257.00 1,293.25
S3 1,213.50 1,235.75 1,289.25
S4 1,170.00 1,192.25 1,277.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,320.00 1,251.00 69.00 5.4% 25.00 2.0% 35% False True 2,213,739
10 1,329.50 1,251.00 78.50 6.2% 23.50 1.8% 31% False True 1,133,020
20 1,337.75 1,251.00 86.75 6.8% 20.50 1.6% 28% False True 569,747
40 1,337.75 1,251.00 86.75 6.8% 17.25 1.4% 28% False True 285,539
60 1,337.75 1,229.50 108.25 8.5% 14.75 1.2% 42% False False 190,609
80 1,337.75 1,163.00 174.75 13.7% 14.75 1.2% 64% False False 142,983
100 1,337.75 1,157.75 180.00 14.1% 14.25 1.1% 65% False False 114,389
120 1,337.75 1,107.75 230.00 18.0% 14.50 1.1% 73% False False 95,326
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 4.18
Widest range in 158 trading days
Fibonacci Retracements and Extensions
4.250 1,472.75
2.618 1,403.75
1.618 1,361.50
1.000 1,335.50
0.618 1,319.25
HIGH 1,293.25
0.618 1,277.00
0.500 1,272.00
0.382 1,267.25
LOW 1,251.00
0.618 1,225.00
1.000 1,208.75
1.618 1,182.75
2.618 1,140.50
4.250 1,071.50
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 1,274.25 1,277.50
PP 1,273.25 1,276.75
S1 1,272.00 1,276.00

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

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