E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 1,344.25 1,347.00 2.75 0.2% 1,314.00
High 1,348.25 1,352.50 4.25 0.3% 1,342.00
Low 1,338.25 1,340.75 2.50 0.2% 1,296.00
Close 1,347.00 1,348.25 1.25 0.1% 1,339.00
Range 10.00 11.75 1.75 17.5% 46.00
ATR 16.39 16.06 -0.33 -2.0% 0.00
Volume 1,540,962 1,750,116 209,154 13.6% 8,563,095
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,382.50 1,377.00 1,354.75
R3 1,370.75 1,365.25 1,351.50
R2 1,359.00 1,359.00 1,350.50
R1 1,353.50 1,353.50 1,349.25 1,356.25
PP 1,347.25 1,347.25 1,347.25 1,348.50
S1 1,341.75 1,341.75 1,347.25 1,344.50
S2 1,335.50 1,335.50 1,346.00
S3 1,323.75 1,330.00 1,345.00
S4 1,312.00 1,318.25 1,341.75
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,463.75 1,447.25 1,364.25
R3 1,417.75 1,401.25 1,351.75
R2 1,371.75 1,371.75 1,347.50
R1 1,355.25 1,355.25 1,343.25 1,363.50
PP 1,325.75 1,325.75 1,325.75 1,329.75
S1 1,309.25 1,309.25 1,334.75 1,317.50
S2 1,279.75 1,279.75 1,330.50
S3 1,233.75 1,263.25 1,326.25
S4 1,187.75 1,217.25 1,313.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,352.50 1,320.00 32.50 2.4% 13.50 1.0% 87% True False 1,537,129
10 1,352.50 1,296.00 56.50 4.2% 14.50 1.1% 92% True False 1,627,493
20 1,352.50 1,272.75 79.75 5.9% 15.50 1.1% 95% True False 1,638,558
40 1,352.50 1,195.50 157.00 11.6% 16.75 1.2% 97% True False 1,529,611
60 1,352.50 1,141.75 210.75 15.6% 20.50 1.5% 98% True False 1,133,493
80 1,352.50 1,141.75 210.75 15.6% 23.00 1.7% 98% True False 850,817
100 1,352.50 1,062.00 290.50 21.5% 25.50 1.9% 99% True False 680,976
120 1,352.50 1,062.00 290.50 21.5% 26.50 2.0% 99% True False 567,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,402.50
2.618 1,383.25
1.618 1,371.50
1.000 1,364.25
0.618 1,359.75
HIGH 1,352.50
0.618 1,348.00
0.500 1,346.50
0.382 1,345.25
LOW 1,340.75
0.618 1,333.50
1.000 1,329.00
1.618 1,321.75
2.618 1,310.00
4.250 1,290.75
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 1,347.75 1,346.25
PP 1,347.25 1,344.25
S1 1,346.50 1,342.00

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

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