E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 1,347.25 1,349.25 2.00 0.1% 1,336.50
High 1,352.25 1,352.00 -0.25 0.0% 1,352.50
Low 1,342.75 1,337.75 -5.00 -0.4% 1,330.25
Close 1,349.00 1,347.75 -1.25 -0.1% 1,340.50
Range 9.50 14.25 4.75 50.0% 22.25
ATR 15.65 15.55 -0.10 -0.6% 0.00
Volume 1,234,654 1,735,366 500,712 40.6% 7,694,876
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,388.50 1,382.50 1,355.50
R3 1,374.25 1,368.25 1,351.75
R2 1,360.00 1,360.00 1,350.25
R1 1,354.00 1,354.00 1,349.00 1,350.00
PP 1,345.75 1,345.75 1,345.75 1,343.75
S1 1,339.75 1,339.75 1,346.50 1,335.50
S2 1,331.50 1,331.50 1,345.25
S3 1,317.25 1,325.50 1,343.75
S4 1,303.00 1,311.25 1,340.00
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,407.75 1,396.50 1,352.75
R3 1,385.50 1,374.25 1,346.50
R2 1,363.25 1,363.25 1,344.50
R1 1,352.00 1,352.00 1,342.50 1,357.50
PP 1,341.00 1,341.00 1,341.00 1,344.00
S1 1,329.75 1,329.75 1,338.50 1,335.50
S2 1,318.75 1,318.75 1,336.50
S3 1,296.50 1,307.50 1,334.50
S4 1,274.25 1,285.25 1,328.25
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 1,333.75 18.75 1.4% 12.00 0.9% 75% False False 1,594,910
10 1,352.50 1,303.75 48.75 3.6% 13.75 1.0% 90% False False 1,562,586
20 1,352.50 1,286.50 66.00 4.9% 14.25 1.1% 93% False False 1,616,875
40 1,352.50 1,195.50 157.00 11.6% 15.75 1.2% 97% False False 1,450,233
60 1,352.50 1,141.75 210.75 15.6% 19.75 1.5% 98% False False 1,211,294
80 1,352.50 1,141.75 210.75 15.6% 22.25 1.6% 98% False False 909,239
100 1,352.50 1,062.00 290.50 21.6% 24.75 1.8% 98% False False 727,788
120 1,352.50 1,062.00 290.50 21.6% 26.00 1.9% 98% False False 606,536
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,412.50
2.618 1,389.25
1.618 1,375.00
1.000 1,366.25
0.618 1,360.75
HIGH 1,352.00
0.618 1,346.50
0.500 1,345.00
0.382 1,343.25
LOW 1,337.75
0.618 1,329.00
1.000 1,323.50
1.618 1,314.75
2.618 1,300.50
4.250 1,277.25
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 1,346.75 1,346.25
PP 1,345.75 1,344.50
S1 1,345.00 1,343.00

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

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