E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 1,304.00 1,301.00 -3.00 -0.2% 1,301.75
High 1,311.75 1,321.00 9.25 0.7% 1,324.00
Low 1,296.50 1,299.00 2.50 0.2% 1,296.00
Close 1,302.50 1,314.00 11.50 0.9% 1,307.00
Range 15.25 22.00 6.75 44.3% 28.00
ATR 16.27 16.68 0.41 2.5% 0.00
Volume 7,296 10,231 2,935 40.2% 31,599
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,377.25 1,367.75 1,326.00
R3 1,355.25 1,345.75 1,320.00
R2 1,333.25 1,333.25 1,318.00
R1 1,323.75 1,323.75 1,316.00 1,328.50
PP 1,311.25 1,311.25 1,311.25 1,313.75
S1 1,301.75 1,301.75 1,312.00 1,306.50
S2 1,289.25 1,289.25 1,310.00
S3 1,267.25 1,279.75 1,308.00
S4 1,245.25 1,257.75 1,302.00
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,393.00 1,378.00 1,322.50
R3 1,365.00 1,350.00 1,314.75
R2 1,337.00 1,337.00 1,312.25
R1 1,322.00 1,322.00 1,309.50 1,329.50
PP 1,309.00 1,309.00 1,309.00 1,312.75
S1 1,294.00 1,294.00 1,304.50 1,301.50
S2 1,281.00 1,281.00 1,301.75
S3 1,253.00 1,266.00 1,299.25
S4 1,225.00 1,238.00 1,291.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,324.00 1,291.25 32.75 2.5% 17.25 1.3% 69% False False 6,665
10 1,324.00 1,291.25 32.75 2.5% 14.75 1.1% 69% False False 5,484
20 1,324.00 1,255.25 68.75 5.2% 15.00 1.1% 85% False False 3,418
40 1,324.00 1,190.00 134.00 10.2% 17.00 1.3% 93% False False 2,106
60 1,324.00 1,140.25 183.75 14.0% 17.00 1.3% 95% False False 1,453
80 1,324.00 1,134.25 189.75 14.4% 19.00 1.4% 95% False False 1,094
100 1,324.00 1,057.50 266.50 20.3% 21.75 1.6% 96% False False 878
120 1,324.00 1,057.50 266.50 20.3% 19.00 1.5% 96% False False 733
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 3.85
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,414.50
2.618 1,378.50
1.618 1,356.50
1.000 1,343.00
0.618 1,334.50
HIGH 1,321.00
0.618 1,312.50
0.500 1,310.00
0.382 1,307.50
LOW 1,299.00
0.618 1,285.50
1.000 1,277.00
1.618 1,263.50
2.618 1,241.50
4.250 1,205.50
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 1,312.75 1,311.50
PP 1,311.25 1,308.75
S1 1,310.00 1,306.00

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

View Archives - Comment on this page... - Back to Index of Symbols