E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1,276.25 1,292.50 16.25 1.3% 1,298.50
High 1,296.25 1,296.50 0.25 0.0% 1,300.75
Low 1,274.75 1,287.50 12.75 1.0% 1,241.25
Close 1,293.00 1,288.25 -4.75 -0.4% 1,274.25
Range 21.50 9.00 -12.50 -58.1% 59.50
ATR 22.83 21.84 -0.99 -4.3% 0.00
Volume 1,487,398 1,441,789 -45,609 -3.1% 16,060,364
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,317.75 1,312.00 1,293.25
R3 1,308.75 1,303.00 1,290.75
R2 1,299.75 1,299.75 1,290.00
R1 1,294.00 1,294.00 1,289.00 1,292.50
PP 1,290.75 1,290.75 1,290.75 1,290.00
S1 1,285.00 1,285.00 1,287.50 1,283.50
S2 1,281.75 1,281.75 1,286.50
S3 1,272.75 1,276.00 1,285.75
S4 1,263.75 1,267.00 1,283.25
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,450.50 1,422.00 1,307.00
R3 1,391.00 1,362.50 1,290.50
R2 1,331.50 1,331.50 1,285.25
R1 1,303.00 1,303.00 1,279.75 1,287.50
PP 1,272.00 1,272.00 1,272.00 1,264.50
S1 1,243.50 1,243.50 1,268.75 1,228.00
S2 1,212.50 1,212.50 1,263.25
S3 1,153.00 1,184.00 1,258.00
S4 1,093.50 1,124.50 1,241.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,296.50 1,241.25 55.25 4.3% 26.00 2.0% 85% True False 2,444,221
10 1,320.00 1,241.25 78.75 6.1% 25.50 2.0% 60% False False 2,328,980
20 1,331.25 1,241.25 90.00 7.0% 23.75 1.8% 52% False False 1,180,293
40 1,337.75 1,241.25 96.50 7.5% 18.75 1.5% 49% False False 590,928
60 1,337.75 1,241.00 96.75 7.5% 16.25 1.3% 49% False False 394,247
80 1,337.75 1,163.00 174.75 13.6% 15.25 1.2% 72% False False 295,747
100 1,337.75 1,161.50 176.25 13.7% 15.00 1.2% 72% False False 236,600
120 1,337.75 1,117.50 220.25 17.1% 15.00 1.2% 78% False False 197,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 5.70
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,334.75
2.618 1,320.00
1.618 1,311.00
1.000 1,305.50
0.618 1,302.00
HIGH 1,296.50
0.618 1,293.00
0.500 1,292.00
0.382 1,291.00
LOW 1,287.50
0.618 1,282.00
1.000 1,278.50
1.618 1,273.00
2.618 1,264.00
4.250 1,249.25
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1,292.00 1,285.25
PP 1,290.75 1,282.00
S1 1,289.50 1,279.00

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

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