E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 1,390.00 1,396.50 6.50 0.5% 1,379.25
High 1,403.25 1,400.25 -3.00 -0.2% 1,390.50
Low 1,387.50 1,390.50 3.00 0.2% 1,349.25
Close 1,397.00 1,398.25 1.25 0.1% 1,389.00
Range 15.75 9.75 -6.00 -38.1% 41.25
ATR 20.17 19.43 -0.74 -3.7% 0.00
Volume 1,459,898 1,227,651 -232,247 -15.9% 9,818,722
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,425.50 1,421.75 1,403.50
R3 1,415.75 1,412.00 1,401.00
R2 1,406.00 1,406.00 1,400.00
R1 1,402.25 1,402.25 1,399.25 1,404.00
PP 1,396.25 1,396.25 1,396.25 1,397.25
S1 1,392.50 1,392.50 1,397.25 1,394.50
S2 1,386.50 1,386.50 1,396.50
S3 1,376.75 1,382.75 1,395.50
S4 1,367.00 1,373.00 1,393.00
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,500.00 1,485.75 1,411.75
R3 1,458.75 1,444.50 1,400.25
R2 1,417.50 1,417.50 1,396.50
R1 1,403.25 1,403.25 1,392.75 1,410.50
PP 1,376.25 1,376.25 1,376.25 1,379.75
S1 1,362.00 1,362.00 1,385.25 1,369.00
S2 1,335.00 1,335.00 1,381.50
S3 1,293.75 1,320.75 1,377.75
S4 1,252.50 1,279.50 1,366.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,403.25 1,349.25 54.00 3.9% 19.75 1.4% 91% False False 1,724,810
10 1,403.25 1,327.75 75.50 5.4% 20.25 1.4% 93% False False 1,844,206
20 1,403.25 1,319.75 83.50 6.0% 19.25 1.4% 94% False False 1,849,499
40 1,403.25 1,302.50 100.75 7.2% 19.50 1.4% 95% False False 1,851,045
60 1,403.25 1,255.50 147.75 10.6% 21.00 1.5% 97% False False 1,391,835
80 1,405.00 1,255.50 149.50 10.7% 20.25 1.4% 95% False False 1,044,358
100 1,413.50 1,255.50 158.00 11.3% 19.50 1.4% 90% False False 835,790
120 1,413.50 1,255.50 158.00 11.3% 18.00 1.3% 90% False False 696,506
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,441.75
2.618 1,425.75
1.618 1,416.00
1.000 1,410.00
0.618 1,406.25
HIGH 1,400.25
0.618 1,396.50
0.500 1,395.50
0.382 1,394.25
LOW 1,390.50
0.618 1,384.50
1.000 1,380.75
1.618 1,374.75
2.618 1,365.00
4.250 1,349.00
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 1,397.25 1,397.25
PP 1,396.25 1,396.25
S1 1,395.50 1,395.25

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

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