E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	1,395.75	1,397.25	1.50	0.1%	1,366.75
High	1,400.50	1,408.00	7.50	0.5%	1,400.50
Low	1,394.00	1,393.50	-0.50	0.0%	1,360.25
Close	1,398.50	1,404.00	5.50	0.4%	1,398.50
Range	6.50	14.50	8.00	123.1%	40.25
ATR	13.52	13.59	0.07	0.5%	0.00
Volume	1,377,398	1,517,944	140,546	10.2%	10,035,315

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,445.25	1,439.25	1,412.00
R3	1,430.75	1,424.75	1,408.00
R2	1,416.25	1,416.25	1,406.75
R1	1,410.25	1,410.25	1,405.25	1,413.25
PP	1,401.75	1,401.75	1,401.75	1,403.50
S1	1,395.75	1,395.75	1,402.75	1,398.75
S2	1,387.25	1,387.25	1,401.25
S3	1,372.75	1,381.25	1,400.00
S4	1,358.25	1,366.75	1,396.00

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,507.25	1,493.00	1,420.75
R3	1,467.00	1,452.75	1,409.50
R2	1,426.75	1,426.75	1,406.00
R1	1,412.50	1,412.50	1,402.25	1,419.50
PP	1,386.50	1,386.50	1,386.50	1,390.00
S1	1,372.25	1,372.25	1,394.75	1,379.50
S2	1,346.25	1,346.25	1,391.00
S3	1,306.00	1,332.00	1,387.50
S4	1,265.75	1,291.75	1,376.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,408.00	1,366.00	42.00	3.0%	13.75	1.0%	90%	True	False	1,935,401
10	1,408.00	1,332.75	75.25	5.4%	14.50	1.0%	95%	True	False	1,468,764
20	1,408.00	1,332.75	75.25	5.4%	13.25	0.9%	95%	True	False	741,126
40	1,408.00	1,291.25	116.75	8.3%	13.75	1.0%	97%	True	False	372,478
60	1,408.00	1,226.75	181.25	12.9%	13.75	1.0%	98%	True	False	248,860
80	1,408.00	1,140.25	267.75	19.1%	15.75	1.1%	99%	True	False	186,753
100	1,408.00	1,140.25	267.75	19.1%	16.25	1.2%	99%	True	False	149,417
120	1,408.00	1,057.50	350.50	25.0%	18.50	1.3%	99%	True	False	124,517

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.15
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,469.50
2.618	1,446.00
1.618	1,431.50
1.000	1,422.50
0.618	1,417.00
HIGH	1,408.00
0.618	1,402.50
0.500	1,400.75
0.382	1,399.00
LOW	1,393.50
0.618	1,384.50
1.000	1,379.00
1.618	1,370.00
2.618	1,355.50
4.250	1,332.00

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	1,403.00	1,401.50
PP	1,401.75	1,399.00
S1	1,400.75	1,396.50

Download as Excel Spreadsheet

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

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