E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	1,379.25	1,380.00	0.75	0.1%	1,355.50
High	1,387.50	1,386.50	-1.00	-0.1%	1,385.00
Low	1,375.75	1,371.00	-4.75	-0.3%	1,321.25
Close	1,380.50	1,374.50	-6.00	-0.4%	1,382.50
Range	11.75	15.50	3.75	31.9%	63.75
ATR	20.56	20.20	-0.36	-1.8%	0.00
Volume	1,483,220	1,774,239	291,019	19.6%	10,799,322

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,423.75	1,414.75	1,383.00
R3	1,408.25	1,399.25	1,378.75
R2	1,392.75	1,392.75	1,377.25
R1	1,383.75	1,383.75	1,376.00	1,380.50
PP	1,377.25	1,377.25	1,377.25	1,375.75
S1	1,368.25	1,368.25	1,373.00	1,365.00
S2	1,361.75	1,361.75	1,371.75
S3	1,346.25	1,352.75	1,370.25
S4	1,330.75	1,337.25	1,366.00

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	1,387.50	1,321.25	66.25	4.8%	21.75	1.6%	80%	False	False	1,973,703
10	1,387.50	1,321.25	66.25	4.8%	20.00	1.5%	80%	False	False	1,939,650
20	1,387.50	1,319.75	67.75	4.9%	19.00	1.4%	81%	False	False	1,697,057
40	1,387.50	1,260.75	126.75	9.2%	20.75	1.5%	90%	False	False	1,822,885
60	1,387.50	1,255.50	132.00	9.6%	21.00	1.5%	90%	False	False	1,218,481
80	1,405.00	1,255.50	149.50	10.9%	20.25	1.5%	80%	False	False	914,268
100	1,413.50	1,255.50	158.00	11.5%	19.00	1.4%	75%	False	False	731,666
120	1,413.50	1,255.50	158.00	11.5%	17.50	1.3%	75%	False	False	609,727

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.98
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,452.50
2.618	1,427.00
1.618	1,411.50
1.000	1,402.00
0.618	1,396.00
HIGH	1,386.50
0.618	1,380.50
0.500	1,378.75
0.382	1,377.00
LOW	1,371.00
0.618	1,361.50
1.000	1,355.50
1.618	1,346.00
2.618	1,330.50
4.250	1,305.00

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	1,378.75	1,373.00
PP	1,377.25	1,371.50
S1	1,376.00	1,370.00

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