E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 1,314.50 1,321.75 7.25 0.6% 1,335.75
High 1,324.00 1,331.25 7.25 0.5% 1,337.50
Low 1,308.25 1,296.00 -12.25 -0.9% 1,287.75
Close 1,321.00 1,296.00 -25.00 -1.9% 1,313.75
Range 15.75 35.25 19.50 123.8% 49.75
ATR 14.59 16.07 1.48 10.1% 0.00
Volume 13,047 14,859 1,812 13.9% 28,313
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,413.50 1,390.00 1,315.50
R3 1,378.25 1,354.75 1,305.75
R2 1,343.00 1,343.00 1,302.50
R1 1,319.50 1,319.50 1,299.25 1,313.50
PP 1,307.75 1,307.75 1,307.75 1,304.75
S1 1,284.25 1,284.25 1,292.75 1,278.50
S2 1,272.50 1,272.50 1,289.50
S3 1,237.25 1,249.00 1,286.25
S4 1,202.00 1,213.75 1,276.50
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,462.25 1,437.75 1,341.00
R3 1,412.50 1,388.00 1,327.50
R2 1,362.75 1,362.75 1,322.75
R1 1,338.25 1,338.25 1,318.25 1,325.50
PP 1,313.00 1,313.00 1,313.00 1,306.75
S1 1,288.50 1,288.50 1,309.25 1,276.00
S2 1,263.25 1,263.25 1,304.75
S3 1,213.50 1,238.75 1,300.00
S4 1,163.75 1,189.00 1,286.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,331.25 1,287.75 43.50 3.4% 22.00 1.7% 19% True False 10,913
10 1,337.75 1,287.75 50.00 3.9% 17.75 1.4% 17% False False 6,474
20 1,337.75 1,276.75 61.00 4.7% 15.00 1.2% 32% False False 3,907
40 1,337.75 1,250.75 87.00 6.7% 14.50 1.1% 52% False False 2,555
60 1,337.75 1,204.00 133.75 10.3% 12.50 1.0% 69% False False 1,807
80 1,337.75 1,161.50 176.25 13.6% 13.50 1.0% 76% False False 1,359
100 1,337.75 1,137.50 200.25 15.5% 13.50 1.0% 79% False False 1,088
120 1,337.75 1,083.00 254.75 19.7% 13.50 1.0% 84% False False 909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.08
Widest range in 148 trading days
Fibonacci Retracements and Extensions
4.250 1,481.00
2.618 1,423.50
1.618 1,388.25
1.000 1,366.50
0.618 1,353.00
HIGH 1,331.25
0.618 1,317.75
0.500 1,313.50
0.382 1,309.50
LOW 1,296.00
0.618 1,274.25
1.000 1,260.75
1.618 1,239.00
2.618 1,203.75
4.250 1,146.25
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 1,313.50 1,313.50
PP 1,307.75 1,307.75
S1 1,302.00 1,302.00

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

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