E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 1,349.25 1,349.00 -0.25 0.0% 1,358.75
High 1,350.25 1,356.50 6.25 0.5% 1,375.00
Low 1,341.00 1,330.50 -10.50 -0.8% 1,342.25
Close 1,349.25 1,335.50 -13.75 -1.0% 1,351.75
Range 9.25 26.00 16.75 181.1% 32.75
ATR 20.55 20.94 0.39 1.9% 0.00
Volume 1,468,459 2,019,424 550,965 37.5% 3,654,597
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 1,418.75 1,403.25 1,349.75
R3 1,392.75 1,377.25 1,342.75
R2 1,366.75 1,366.75 1,340.25
R1 1,351.25 1,351.25 1,338.00 1,346.00
PP 1,340.75 1,340.75 1,340.75 1,338.25
S1 1,325.25 1,325.25 1,333.00 1,320.00
S2 1,314.75 1,314.75 1,330.75
S3 1,288.75 1,299.25 1,328.25
S4 1,262.75 1,273.25 1,321.25
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1,454.50 1,436.00 1,369.75
R3 1,421.75 1,403.25 1,360.75
R2 1,389.00 1,389.00 1,357.75
R1 1,370.50 1,370.50 1,354.75 1,363.50
PP 1,356.25 1,356.25 1,356.25 1,352.75
S1 1,337.75 1,337.75 1,348.75 1,330.50
S2 1,323.50 1,323.50 1,345.75
S3 1,290.75 1,305.00 1,342.75
S4 1,258.00 1,272.25 1,333.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,375.00 1,330.50 44.50 3.3% 17.75 1.3% 11% False True 1,090,902
10 1,375.00 1,303.25 71.75 5.4% 19.75 1.5% 45% False False 1,534,424
20 1,375.00 1,297.00 78.00 5.8% 20.25 1.5% 49% False False 1,902,074
40 1,375.00 1,255.50 119.50 8.9% 21.75 1.6% 67% False False 1,115,280
60 1,405.00 1,255.50 149.50 11.2% 20.50 1.5% 54% False False 744,155
80 1,413.50 1,255.50 158.00 11.8% 19.50 1.5% 51% False False 558,486
100 1,413.50 1,255.50 158.00 11.8% 17.50 1.3% 51% False False 446,804
120 1,413.50 1,255.50 158.00 11.8% 16.00 1.2% 51% False False 372,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.90
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,467.00
2.618 1,424.50
1.618 1,398.50
1.000 1,382.50
0.618 1,372.50
HIGH 1,356.50
0.618 1,346.50
0.500 1,343.50
0.382 1,340.50
LOW 1,330.50
0.618 1,314.50
1.000 1,304.50
1.618 1,288.50
2.618 1,262.50
4.250 1,220.00
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 1,343.50 1,347.25
PP 1,340.75 1,343.25
S1 1,338.25 1,339.50

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

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