E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 1,263.00 1,272.25 9.25 0.7% 1,292.75
High 1,281.25 1,290.75 9.50 0.7% 1,295.25
Low 1,256.50 1,269.75 13.25 1.1% 1,237.25
Close 1,269.00 1,287.75 18.75 1.5% 1,269.00
Range 24.75 21.00 -3.75 -15.2% 58.00
ATR 21.45 21.47 0.02 0.1% 0.00
Volume 444 1,238 794 178.8% 895
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,345.75 1,337.75 1,299.25
R3 1,324.75 1,316.75 1,293.50
R2 1,303.75 1,303.75 1,291.50
R1 1,295.75 1,295.75 1,289.75 1,299.75
PP 1,282.75 1,282.75 1,282.75 1,284.75
S1 1,274.75 1,274.75 1,285.75 1,278.75
S2 1,261.75 1,261.75 1,284.00
S3 1,240.75 1,253.75 1,282.00
S4 1,219.75 1,232.75 1,276.25
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,441.25 1,413.00 1,301.00
R3 1,383.25 1,355.00 1,285.00
R2 1,325.25 1,325.25 1,279.75
R1 1,297.00 1,297.00 1,274.25 1,282.00
PP 1,267.25 1,267.25 1,267.25 1,259.75
S1 1,239.00 1,239.00 1,263.75 1,224.00
S2 1,209.25 1,209.25 1,258.25
S3 1,151.25 1,181.00 1,253.00
S4 1,093.25 1,123.00 1,237.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,290.75 1,237.25 53.50 4.2% 30.25 2.4% 94% True False 407
10 1,315.00 1,237.25 77.75 6.0% 25.00 1.9% 65% False False 231
20 1,325.75 1,237.25 88.50 6.9% 23.25 1.8% 57% False False 169
40 1,332.50 1,237.25 95.25 7.4% 17.50 1.4% 53% False False 89
60 1,332.50 1,236.50 96.00 7.5% 14.75 1.2% 53% False False 87
80 1,332.50 1,168.25 164.25 12.8% 11.50 0.9% 73% False False 65
100 1,332.50 1,162.00 170.50 13.2% 9.25 0.7% 74% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5.03
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,380.00
2.618 1,345.75
1.618 1,324.75
1.000 1,311.75
0.618 1,303.75
HIGH 1,290.75
0.618 1,282.75
0.500 1,280.25
0.382 1,277.75
LOW 1,269.75
0.618 1,256.75
1.000 1,248.75
1.618 1,235.75
2.618 1,214.75
4.250 1,180.50
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 1,285.25 1,279.75
PP 1,282.75 1,272.00
S1 1,280.25 1,264.00

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

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