E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	1,334.75	1,354.75	20.00	1.5%	1,355.50
High	1,358.75	1,385.00	26.25	1.9%	1,385.00
Low	1,327.75	1,352.75	25.00	1.9%	1,321.25
Close	1,354.75	1,382.50	27.75	2.0%	1,382.50
Range	31.00	32.25	1.25	4.0%	63.75
ATR	20.39	21.24	0.85	4.2%	0.00
Volume	2,275,647	2,495,264	219,617	9.7%	10,799,322

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,470.25	1,458.50	1,400.25
R3	1,438.00	1,426.25	1,391.25
R2	1,405.75	1,405.75	1,388.50
R1	1,394.00	1,394.00	1,385.50	1,400.00
PP	1,373.50	1,373.50	1,373.50	1,376.25
S1	1,361.75	1,361.75	1,379.50	1,367.50
S2	1,341.25	1,341.25	1,376.50
S3	1,309.00	1,329.50	1,373.75
S4	1,276.75	1,297.25	1,364.75

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,554.25	1,532.00	1,417.50
R3	1,490.50	1,468.25	1,400.00
R2	1,426.75	1,426.75	1,394.25
R1	1,404.50	1,404.50	1,388.25	1,415.50
PP	1,363.00	1,363.00	1,363.00	1,368.50
S1	1,340.75	1,340.75	1,376.75	1,352.00
S2	1,299.25	1,299.25	1,370.75
S3	1,235.50	1,277.00	1,365.00
S4	1,171.75	1,213.25	1,347.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,385.00	1,321.25	63.75	4.6%	26.00	1.9%	96%	True	False	2,159,864
10	1,385.00	1,321.25	63.75	4.6%	20.25	1.5%	96%	True	False	1,965,568
20	1,385.00	1,316.00	69.00	5.0%	20.50	1.5%	96%	True	False	1,742,821
40	1,385.00	1,255.50	129.50	9.4%	21.50	1.6%	98%	True	False	1,743,857
60	1,395.75	1,255.50	140.25	10.1%	21.50	1.5%	91%	False	False	1,164,259
80	1,405.00	1,255.50	149.50	10.8%	20.25	1.5%	85%	False	False	873,576
100	1,413.50	1,255.50	158.00	11.4%	19.00	1.4%	80%	False	False	699,092
120	1,413.50	1,255.50	158.00	11.4%	17.25	1.3%	80%	False	False	582,581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.90
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,522.00
2.618	1,469.50
1.618	1,437.25
1.000	1,417.25
0.618	1,405.00
HIGH	1,385.00
0.618	1,372.75
0.500	1,369.00
0.382	1,365.00
LOW	1,352.75
0.618	1,332.75
1.000	1,320.50
1.618	1,300.50
2.618	1,268.25
4.250	1,215.75

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	1,378.00	1,372.75
PP	1,373.50	1,363.00
S1	1,369.00	1,353.00

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