E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 1,371.25 1,362.25 -9.00 -0.7% 1,366.75
High 1,377.25 1,375.25 -2.00 -0.1% 1,369.50
Low 1,356.75 1,358.75 2.00 0.1% 1,350.25
Close 1,364.50 1,374.50 10.00 0.7% 1,363.25
Range 20.50 16.50 -4.00 -19.5% 19.25
ATR 14.85 14.96 0.12 0.8% 0.00
Volume 2,280,683 1,966,089 -314,594 -13.8% 5,780,539
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,419.00 1,413.25 1,383.50
R3 1,402.50 1,396.75 1,379.00
R2 1,386.00 1,386.00 1,377.50
R1 1,380.25 1,380.25 1,376.00 1,383.00
PP 1,369.50 1,369.50 1,369.50 1,371.00
S1 1,363.75 1,363.75 1,373.00 1,366.50
S2 1,353.00 1,353.00 1,371.50
S3 1,336.50 1,347.25 1,370.00
S4 1,320.00 1,330.75 1,365.50
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,418.75 1,410.25 1,373.75
R3 1,399.50 1,391.00 1,368.50
R2 1,380.25 1,380.25 1,366.75
R1 1,371.75 1,371.75 1,365.00 1,366.50
PP 1,361.00 1,361.00 1,361.00 1,358.25
S1 1,352.50 1,352.50 1,361.50 1,347.00
S2 1,341.75 1,341.75 1,359.75
S3 1,322.50 1,333.25 1,358.00
S4 1,303.25 1,314.00 1,352.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,377.25 1,353.00 24.25 1.8% 14.25 1.0% 89% False False 1,723,045
10 1,377.25 1,334.25 43.00 3.1% 14.00 1.0% 94% False False 1,643,770
20 1,377.25 1,317.00 60.25 4.4% 13.75 1.0% 95% False False 1,621,747
40 1,377.25 1,259.75 117.50 8.5% 14.75 1.1% 98% False False 1,615,088
60 1,377.25 1,195.50 181.75 13.2% 17.25 1.3% 98% False False 1,520,712
80 1,377.25 1,141.75 235.50 17.1% 20.00 1.5% 99% False False 1,142,876
100 1,377.25 1,138.75 238.50 17.4% 22.00 1.6% 99% False False 914,727
120 1,377.25 1,062.00 315.25 22.9% 24.50 1.8% 99% False False 762,470
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,445.50
2.618 1,418.50
1.618 1,402.00
1.000 1,391.75
0.618 1,385.50
HIGH 1,375.25
0.618 1,369.00
0.500 1,367.00
0.382 1,365.00
LOW 1,358.75
0.618 1,348.50
1.000 1,342.25
1.618 1,332.00
2.618 1,315.50
4.250 1,288.50
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1,372.00 1,372.00
PP 1,369.50 1,369.50
S1 1,367.00 1,367.00

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

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