E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1,175.00 1,145.50 -29.50 -2.5% 1,102.25
High 1,176.50 1,167.75 -8.75 -0.7% 1,176.50
Low 1,143.00 1,123.50 -19.50 -1.7% 1,102.00
Close 1,146.25 1,164.75 18.50 1.6% 1,164.75
Range 33.50 44.25 10.75 32.1% 74.50
ATR 36.56 37.11 0.55 1.5% 0.00
Volume 56 32 -24 -42.9% 1,137
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,284.75 1,269.00 1,189.00
R3 1,240.50 1,224.75 1,177.00
R2 1,196.25 1,196.25 1,172.75
R1 1,180.50 1,180.50 1,168.75 1,188.50
PP 1,152.00 1,152.00 1,152.00 1,156.00
S1 1,136.25 1,136.25 1,160.75 1,144.00
S2 1,107.75 1,107.75 1,156.75
S3 1,063.50 1,092.00 1,152.50
S4 1,019.25 1,047.75 1,140.50
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,371.25 1,342.50 1,205.75
R3 1,296.75 1,268.00 1,185.25
R2 1,222.25 1,222.25 1,178.50
R1 1,193.50 1,193.50 1,171.50 1,208.00
PP 1,147.75 1,147.75 1,147.75 1,155.00
S1 1,119.00 1,119.00 1,158.00 1,133.50
S2 1,073.25 1,073.25 1,151.00
S3 998.75 1,044.50 1,144.25
S4 924.25 970.00 1,123.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,176.50 1,102.00 74.50 6.4% 36.25 3.1% 84% False False 227
10 1,194.00 1,102.00 92.00 7.9% 30.75 2.6% 68% False False 175
20 1,297.75 1,067.00 230.75 19.8% 44.00 3.8% 42% False False 129
40 1,342.75 1,067.00 275.75 23.7% 31.00 2.7% 35% False False 75
60 1,342.75 1,067.00 275.75 23.7% 23.75 2.0% 35% False False 52
80 1,342.75 1,067.00 275.75 23.7% 18.75 1.6% 35% False False 40
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 7.08
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,355.75
2.618 1,283.50
1.618 1,239.25
1.000 1,212.00
0.618 1,195.00
HIGH 1,167.75
0.618 1,150.75
0.500 1,145.50
0.382 1,140.50
LOW 1,123.50
0.618 1,096.25
1.000 1,079.25
1.618 1,052.00
2.618 1,007.75
4.250 935.50
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1,158.50 1,159.75
PP 1,152.00 1,155.00
S1 1,145.50 1,150.00

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

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