E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 1,349.25 1,347.50 -1.75 -0.1% 1,336.50
High 1,352.00 1,358.00 6.00 0.4% 1,352.50
Low 1,337.75 1,338.00 0.25 0.0% 1,330.25
Close 1,347.75 1,342.25 -5.50 -0.4% 1,340.50
Range 14.25 20.00 5.75 40.4% 22.25
ATR 15.55 15.87 0.32 2.0% 0.00
Volume 1,735,366 2,275,907 540,541 31.1% 7,694,876
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,406.00 1,394.25 1,353.25
R3 1,386.00 1,374.25 1,347.75
R2 1,366.00 1,366.00 1,346.00
R1 1,354.25 1,354.25 1,344.00 1,350.00
PP 1,346.00 1,346.00 1,346.00 1,344.00
S1 1,334.25 1,334.25 1,340.50 1,330.00
S2 1,326.00 1,326.00 1,338.50
S3 1,306.00 1,314.25 1,336.75
S4 1,286.00 1,294.25 1,331.25
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 1,358.00 1,333.75 24.25 1.8% 14.00 1.0% 35% True False 1,741,899
10 1,358.00 1,317.00 41.00 3.1% 13.50 1.0% 62% True False 1,599,723
20 1,358.00 1,296.00 62.00 4.6% 14.50 1.1% 75% True False 1,647,633
40 1,358.00 1,195.50 162.50 12.1% 15.75 1.2% 90% True False 1,452,559
60 1,358.00 1,141.75 216.25 16.1% 19.50 1.4% 93% True False 1,249,178
80 1,358.00 1,141.75 216.25 16.1% 22.25 1.7% 93% True False 937,671
100 1,358.00 1,062.00 296.00 22.1% 24.50 1.8% 95% True False 750,536
120 1,358.00 1,062.00 296.00 22.1% 25.75 1.9% 95% True False 625,495
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 True
Bear Hook False
Bull Hook False
Stretch 4.33
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,443.00
2.618 1,410.25
1.618 1,390.25
1.000 1,378.00
0.618 1,370.25
HIGH 1,358.00
0.618 1,350.25
0.500 1,348.00
0.382 1,345.75
LOW 1,338.00
0.618 1,325.75
1.000 1,318.00
1.618 1,305.75
2.618 1,285.75
4.250 1,253.00
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 1,348.00 1,348.00
PP 1,346.00 1,346.00
S1 1,344.25 1,344.00

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

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