E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	1,398.00	1,407.25	9.25	0.7%	1,393.75
High	1,406.25	1,417.75	11.50	0.8%	1,419.75
Low	1,395.75	1,399.00	3.25	0.2%	1,386.25
Close	1,403.25	1,412.50	9.25	0.7%	1,403.25
Range	10.50	18.75	8.25	78.6%	33.50
ATR	14.72	15.01	0.29	2.0%	0.00
Volume	1,616,860	1,718,252	101,392	6.3%	7,903,072

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,466.00	1,458.00	1,422.75
R3	1,447.25	1,439.25	1,417.75
R2	1,428.50	1,428.50	1,416.00
R1	1,420.50	1,420.50	1,414.25	1,424.50
PP	1,409.75	1,409.75	1,409.75	1,411.75
S1	1,401.75	1,401.75	1,410.75	1,405.75
S2	1,391.00	1,391.00	1,409.00
S3	1,372.25	1,383.00	1,407.25
S4	1,353.50	1,364.25	1,402.25

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,503.50	1,487.00	1,421.75
R3	1,470.00	1,453.50	1,412.50
R2	1,436.50	1,436.50	1,409.50
R1	1,420.00	1,420.00	1,406.25	1,428.25
PP	1,403.00	1,403.00	1,403.00	1,407.25
S1	1,386.50	1,386.50	1,400.25	1,394.75
S2	1,369.50	1,369.50	1,397.00
S3	1,336.00	1,353.00	1,394.00
S4	1,302.50	1,319.50	1,384.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,419.75	1,386.25	33.50	2.4%	16.25	1.1%	78%	False	False	1,633,052
10	1,419.75	1,380.75	39.00	2.8%	16.25	1.1%	81%	False	False	1,597,991
20	1,419.75	1,332.75	87.00	6.2%	15.25	1.1%	92%	False	False	1,533,378
40	1,419.75	1,327.00	92.75	6.6%	14.00	1.0%	92%	False	False	770,717
60	1,419.75	1,262.50	157.25	11.1%	14.25	1.0%	95%	False	False	514,986
80	1,419.75	1,190.00	229.75	16.3%	15.50	1.1%	97%	False	False	386,466
100	1,419.75	1,140.25	279.50	19.8%	16.00	1.1%	97%	False	False	309,203
120	1,419.75	1,140.25	279.50	19.8%	17.00	1.2%	97%	False	False	257,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,497.50
2.618	1,466.75
1.618	1,448.00
1.000	1,436.50
0.618	1,429.25
HIGH	1,417.75
0.618	1,410.50
0.500	1,408.50
0.382	1,406.25
LOW	1,399.00
0.618	1,387.50
1.000	1,380.25
1.618	1,368.75
2.618	1,350.00
4.250	1,319.25

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	1,411.00	1,409.00
PP	1,409.75	1,405.50
S1	1,408.50	1,402.00

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