E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 1,213.75 1,195.50 -18.25 -1.5% 1,150.50
High 1,224.50 1,223.25 -1.25 -0.1% 1,215.00
Low 1,187.75 1,179.75 -8.00 -0.7% 1,150.50
Close 1,187.75 1,217.00 29.25 2.5% 1,213.00
Range 36.75 43.50 6.75 18.4% 64.50
ATR 33.39 34.12 0.72 2.2% 0.00
Volume 1,418 4,736 3,318 234.0% 8,927
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,337.25 1,320.50 1,241.00
R3 1,293.75 1,277.00 1,229.00
R2 1,250.25 1,250.25 1,225.00
R1 1,233.50 1,233.50 1,221.00 1,242.00
PP 1,206.75 1,206.75 1,206.75 1,210.75
S1 1,190.00 1,190.00 1,213.00 1,198.50
S2 1,163.25 1,163.25 1,209.00
S3 1,119.75 1,146.50 1,205.00
S4 1,076.25 1,103.00 1,193.00
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,386.25 1,364.25 1,248.50
R3 1,321.75 1,299.75 1,230.75
R2 1,257.25 1,257.25 1,224.75
R1 1,235.25 1,235.25 1,219.00 1,246.25
PP 1,192.75 1,192.75 1,192.75 1,198.50
S1 1,170.75 1,170.75 1,207.00 1,181.75
S2 1,128.25 1,128.25 1,201.25
S3 1,063.75 1,106.25 1,195.25
S4 999.25 1,041.75 1,177.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,224.50 1,175.00 49.50 4.1% 32.25 2.6% 85% False False 2,392
10 1,224.50 1,100.50 124.00 10.2% 30.25 2.5% 94% False False 2,288
20 1,224.50 1,062.00 162.50 13.4% 36.25 3.0% 95% False False 1,853
40 1,224.50 1,062.00 162.50 13.4% 33.75 2.8% 95% False False 1,043
60 1,328.00 1,062.00 266.00 21.9% 36.00 2.9% 58% False False 723
80 1,342.75 1,062.00 280.75 23.1% 31.25 2.6% 55% False False 548
100 1,342.75 1,062.00 280.75 23.1% 26.25 2.2% 55% False False 439
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 7.10
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,408.00
2.618 1,337.25
1.618 1,293.75
1.000 1,266.75
0.618 1,250.25
HIGH 1,223.25
0.618 1,206.75
0.500 1,201.50
0.382 1,196.25
LOW 1,179.75
0.618 1,152.75
1.000 1,136.25
1.618 1,109.25
2.618 1,065.75
4.250 995.00
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 1,211.75 1,212.00
PP 1,206.75 1,207.00
S1 1,201.50 1,202.00

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

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