E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1,355.75 1,369.00 13.25 1.0% 1,357.75
High 1,369.25 1,371.00 1.75 0.1% 1,371.25
Low 1,352.75 1,359.25 6.50 0.5% 1,347.25
Close 1,368.50 1,363.00 -5.50 -0.4% 1,363.00
Range 16.50 11.75 -4.75 -28.8% 24.00
ATR 14.38 14.19 -0.19 -1.3% 0.00
Volume 16,631 19,840 3,209 19.3% 54,330
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,399.75 1,393.00 1,369.50
R3 1,388.00 1,381.25 1,366.25
R2 1,376.25 1,376.25 1,365.25
R1 1,369.50 1,369.50 1,364.00 1,367.00
PP 1,364.50 1,364.50 1,364.50 1,363.00
S1 1,357.75 1,357.75 1,362.00 1,355.25
S2 1,352.75 1,352.75 1,360.75
S3 1,341.00 1,346.00 1,359.75
S4 1,329.25 1,334.25 1,356.50
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,432.50 1,421.75 1,376.25
R3 1,408.50 1,397.75 1,369.50
R2 1,384.50 1,384.50 1,367.50
R1 1,373.75 1,373.75 1,365.25 1,379.00
PP 1,360.50 1,360.50 1,360.50 1,363.25
S1 1,349.75 1,349.75 1,360.75 1,355.00
S2 1,336.50 1,336.50 1,358.50
S3 1,312.50 1,325.75 1,356.50
S4 1,288.50 1,301.75 1,349.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,371.25 1,347.25 24.00 1.8% 15.00 1.1% 66% False False 10,866
10 1,371.25 1,345.00 26.25 1.9% 12.50 0.9% 69% False False 7,387
20 1,371.25 1,315.75 55.50 4.1% 13.50 1.0% 85% False False 4,928
40 1,371.25 1,255.25 116.00 8.5% 14.00 1.0% 93% False False 4,180
60 1,371.25 1,190.00 181.25 13.3% 15.75 1.2% 95% False False 3,053
80 1,371.25 1,140.25 231.00 16.9% 16.25 1.2% 96% False False 2,334
100 1,371.25 1,140.25 231.00 16.9% 17.75 1.3% 96% False False 1,871
120 1,371.25 1,057.50 313.75 23.0% 20.00 1.5% 97% False False 1,562
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,421.00
2.618 1,401.75
1.618 1,390.00
1.000 1,382.75
0.618 1,378.25
HIGH 1,371.00
0.618 1,366.50
0.500 1,365.00
0.382 1,363.75
LOW 1,359.25
0.618 1,352.00
1.000 1,347.50
1.618 1,340.25
2.618 1,328.50
4.250 1,309.25
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1,365.00 1,362.25
PP 1,364.50 1,361.75
S1 1,363.75 1,361.00

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

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