E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 1,318.50 1,325.50 7.00 0.5% 1,345.25
High 1,331.75 1,326.50 -5.25 -0.4% 1,357.00
Low 1,318.25 1,302.50 -15.75 -1.2% 1,317.50
Close 1,326.75 1,306.50 -20.25 -1.5% 1,326.75
Range 13.50 24.00 10.50 77.8% 39.50
ATR 21.95 22.11 0.16 0.7% 0.00
Volume 1,858,689 1,840,378 -18,311 -1.0% 10,765,950
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,383.75 1,369.25 1,319.75
R3 1,359.75 1,345.25 1,313.00
R2 1,335.75 1,335.75 1,311.00
R1 1,321.25 1,321.25 1,308.75 1,316.50
PP 1,311.75 1,311.75 1,311.75 1,309.50
S1 1,297.25 1,297.25 1,304.25 1,292.50
S2 1,287.75 1,287.75 1,302.00
S3 1,263.75 1,273.25 1,300.00
S4 1,239.75 1,249.25 1,293.25
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,452.25 1,429.00 1,348.50
R3 1,412.75 1,389.50 1,337.50
R2 1,373.25 1,373.25 1,334.00
R1 1,350.00 1,350.00 1,330.25 1,342.00
PP 1,333.75 1,333.75 1,333.75 1,329.75
S1 1,310.50 1,310.50 1,323.25 1,302.50
S2 1,294.25 1,294.25 1,319.50
S3 1,254.75 1,271.00 1,316.00
S4 1,215.25 1,231.50 1,305.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,357.00 1,302.50 54.50 4.2% 22.00 1.7% 7% False True 2,107,448
10 1,357.00 1,297.00 60.00 4.6% 20.75 1.6% 16% False False 2,269,725
20 1,357.00 1,255.50 101.50 7.8% 23.00 1.8% 50% False False 1,460,326
40 1,405.00 1,255.50 149.50 11.4% 21.75 1.7% 34% False False 732,180
60 1,411.50 1,255.50 156.00 11.9% 20.25 1.5% 33% False False 488,614
80 1,413.50 1,255.50 158.00 12.1% 18.50 1.4% 32% False False 366,699
100 1,413.50 1,255.50 158.00 12.1% 16.50 1.3% 32% False False 293,364
120 1,413.50 1,255.50 158.00 12.1% 15.00 1.1% 32% False False 244,474
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 2.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,428.50
2.618 1,389.25
1.618 1,365.25
1.000 1,350.50
0.618 1,341.25
HIGH 1,326.50
0.618 1,317.25
0.500 1,314.50
0.382 1,311.75
LOW 1,302.50
0.618 1,287.75
1.000 1,278.50
1.618 1,263.75
2.618 1,239.75
4.250 1,200.50
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 1,314.50 1,328.00
PP 1,311.75 1,320.75
S1 1,309.25 1,313.50

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

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