E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 1,307.50 1,311.25 3.75 0.3% 1,285.25
High 1,318.25 1,311.75 -6.50 -0.5% 1,311.75
Low 1,305.00 1,301.50 -3.50 -0.3% 1,281.25
Close 1,311.00 1,311.50 0.50 0.0% 1,310.75
Range 13.25 10.25 -3.00 -22.6% 30.50
ATR 18.12 17.56 -0.56 -3.1% 0.00
Volume 1,594,961 1,468,957 -126,004 -7.9% 6,181,741
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,339.00 1,335.50 1,317.25
R3 1,328.75 1,325.25 1,314.25
R2 1,318.50 1,318.50 1,313.50
R1 1,315.00 1,315.00 1,312.50 1,316.75
PP 1,308.25 1,308.25 1,308.25 1,309.00
S1 1,304.75 1,304.75 1,310.50 1,306.50
S2 1,298.00 1,298.00 1,309.50
S3 1,287.75 1,294.50 1,308.75
S4 1,277.50 1,284.25 1,305.75
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,392.75 1,382.25 1,327.50
R3 1,362.25 1,351.75 1,319.25
R2 1,331.75 1,331.75 1,316.25
R1 1,321.25 1,321.25 1,313.50 1,326.50
PP 1,301.25 1,301.25 1,301.25 1,304.00
S1 1,290.75 1,290.75 1,308.00 1,296.00
S2 1,270.75 1,270.75 1,305.25
S3 1,240.25 1,260.25 1,302.25
S4 1,209.75 1,229.75 1,294.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,318.25 1,286.50 31.75 2.4% 12.00 0.9% 79% False False 1,481,767
10 1,318.25 1,272.75 45.50 3.5% 14.75 1.1% 85% False False 1,534,249
20 1,318.25 1,243.00 75.25 5.7% 14.00 1.1% 91% False False 1,252,855
40 1,318.25 1,141.75 176.50 13.5% 20.50 1.6% 96% False False 1,192,655
60 1,318.25 1,141.75 176.50 13.5% 23.50 1.8% 96% False False 796,714
80 1,318.25 1,062.00 256.25 19.5% 25.75 2.0% 97% False False 598,034
100 1,318.25 1,062.00 256.25 19.5% 27.25 2.1% 97% False False 478,545
120 1,318.25 1,062.00 256.25 19.5% 29.75 2.3% 97% False False 398,811
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,355.25
2.618 1,338.50
1.618 1,328.25
1.000 1,322.00
0.618 1,318.00
HIGH 1,311.75
0.618 1,307.75
0.500 1,306.50
0.382 1,305.50
LOW 1,301.50
0.618 1,295.25
1.000 1,291.25
1.618 1,285.00
2.618 1,274.75
4.250 1,258.00
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 1,310.00 1,311.00
PP 1,308.25 1,310.50
S1 1,306.50 1,310.00

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

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