E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 1,273.25 1,273.25 0.00 0.0% 1,274.75
High 1,278.00 1,282.25 4.25 0.3% 1,282.25
Low 1,259.75 1,266.75 7.00 0.6% 1,259.75
Close 1,273.00 1,274.25 1.25 0.1% 1,274.25
Range 18.25 15.50 -2.75 -15.1% 22.50
ATR 22.40 21.91 -0.49 -2.2% 0.00
Volume 1,538,678 1,444,879 -93,799 -6.1% 5,610,562
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,321.00 1,313.00 1,282.75
R3 1,305.50 1,297.50 1,278.50
R2 1,290.00 1,290.00 1,277.00
R1 1,282.00 1,282.00 1,275.75 1,286.00
PP 1,274.50 1,274.50 1,274.50 1,276.50
S1 1,266.50 1,266.50 1,272.75 1,270.50
S2 1,259.00 1,259.00 1,271.50
S3 1,243.50 1,251.00 1,270.00
S4 1,228.00 1,235.50 1,265.75
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,339.50 1,329.50 1,286.50
R3 1,317.00 1,307.00 1,280.50
R2 1,294.50 1,294.50 1,278.50
R1 1,284.50 1,284.50 1,276.25 1,278.25
PP 1,272.00 1,272.00 1,272.00 1,269.00
S1 1,262.00 1,262.00 1,272.25 1,255.75
S2 1,249.50 1,249.50 1,270.00
S3 1,227.00 1,239.50 1,268.00
S4 1,204.50 1,217.00 1,262.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,282.25 1,250.75 31.50 2.5% 12.75 1.0% 75% True False 1,212,655
10 1,282.25 1,232.25 50.00 3.9% 14.00 1.1% 84% True False 956,718
20 1,282.25 1,195.50 86.75 6.8% 21.50 1.7% 91% True False 1,532,272
40 1,282.25 1,141.75 140.50 11.0% 24.50 1.9% 94% True False 780,510
60 1,283.00 1,141.75 141.25 11.1% 26.25 2.1% 94% False False 521,098
80 1,283.00 1,062.00 221.00 17.3% 28.50 2.2% 96% False False 391,171
100 1,283.00 1,062.00 221.00 17.3% 29.00 2.3% 96% False False 312,965
120 1,335.75 1,062.00 273.75 21.5% 30.50 2.4% 78% False False 260,811
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,348.00
2.618 1,322.75
1.618 1,307.25
1.000 1,297.75
0.618 1,291.75
HIGH 1,282.25
0.618 1,276.25
0.500 1,274.50
0.382 1,272.75
LOW 1,266.75
0.618 1,257.25
1.000 1,251.25
1.618 1,241.75
2.618 1,226.25
4.250 1,201.00
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 1,274.50 1,273.25
PP 1,274.50 1,272.00
S1 1,274.25 1,271.00

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

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