E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 1,176.75 1,105.00 -71.75 -6.1% 1,263.50
High 1,177.75 1,162.50 -15.25 -1.3% 1,297.75
Low 1,098.50 1,067.00 -31.50 -2.9% 1,153.75
Close 1,100.00 1,160.25 60.25 5.5% 1,186.50
Range 79.25 95.50 16.25 20.5% 144.00
ATR 30.58 35.22 4.64 15.2% 0.00
Volume 166 108 -58 -34.9% 212
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,416.50 1,383.75 1,212.75
R3 1,321.00 1,288.25 1,186.50
R2 1,225.50 1,225.50 1,177.75
R1 1,192.75 1,192.75 1,169.00 1,209.00
PP 1,130.00 1,130.00 1,130.00 1,138.00
S1 1,097.25 1,097.25 1,151.50 1,113.50
S2 1,034.50 1,034.50 1,142.75
S3 939.00 1,001.75 1,134.00
S4 843.50 906.25 1,107.75
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,644.75 1,559.50 1,265.75
R3 1,500.75 1,415.50 1,226.00
R2 1,356.75 1,356.75 1,213.00
R1 1,271.50 1,271.50 1,199.75 1,242.00
PP 1,212.75 1,212.75 1,212.75 1,198.00
S1 1,127.50 1,127.50 1,173.25 1,098.00
S2 1,068.75 1,068.75 1,160.00
S3 924.75 983.50 1,147.00
S4 780.75 839.50 1,107.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,252.50 1,067.00 185.50 16.0% 64.25 5.5% 50% False True 92
10 1,316.50 1,067.00 249.50 21.5% 45.75 3.9% 37% False True 49
20 1,335.75 1,067.00 268.75 23.2% 31.25 2.7% 35% False True 31
40 1,342.75 1,067.00 275.75 23.8% 23.75 2.0% 34% False True 26
60 1,342.75 1,067.00 275.75 23.8% 16.25 1.4% 34% False True 18
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 12.98
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1,568.50
2.618 1,412.50
1.618 1,317.00
1.000 1,258.00
0.618 1,221.50
HIGH 1,162.50
0.618 1,126.00
0.500 1,114.75
0.382 1,103.50
LOW 1,067.00
0.618 1,008.00
1.000 971.50
1.618 912.50
2.618 817.00
4.250 661.00
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 1,145.00 1,152.00
PP 1,130.00 1,144.00
S1 1,114.75 1,135.75

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

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