E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 1,316.00 1,322.50 6.50 0.5% 1,305.50
High 1,328.50 1,327.25 -1.25 -0.1% 1,328.50
Low 1,315.75 1,319.75 4.00 0.3% 1,295.25
Close 1,322.50 1,324.00 1.50 0.1% 1,322.50
Range 12.75 7.50 -5.25 -41.2% 33.25
ATR 17.01 16.33 -0.68 -4.0% 0.00
Volume 798 2,045 1,247 156.3% 6,775
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,346.25 1,342.50 1,328.00
R3 1,338.75 1,335.00 1,326.00
R2 1,331.25 1,331.25 1,325.50
R1 1,327.50 1,327.50 1,324.75 1,329.50
PP 1,323.75 1,323.75 1,323.75 1,324.50
S1 1,320.00 1,320.00 1,323.25 1,322.00
S2 1,316.25 1,316.25 1,322.50
S3 1,308.75 1,312.50 1,322.00
S4 1,301.25 1,305.00 1,320.00
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,415.25 1,402.00 1,340.75
R3 1,382.00 1,368.75 1,331.75
R2 1,348.75 1,348.75 1,328.50
R1 1,335.50 1,335.50 1,325.50 1,342.00
PP 1,315.50 1,315.50 1,315.50 1,318.75
S1 1,302.25 1,302.25 1,319.50 1,309.00
S2 1,282.25 1,282.25 1,316.50
S3 1,249.00 1,269.00 1,313.25
S4 1,215.75 1,235.75 1,304.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,328.50 1,295.25 33.25 2.5% 11.00 0.8% 86% False False 1,619
10 1,328.50 1,274.25 54.25 4.1% 12.00 0.9% 92% False False 1,222
20 1,328.50 1,237.25 91.25 6.9% 18.50 1.4% 95% False False 726
40 1,332.50 1,237.25 95.25 7.2% 16.75 1.3% 91% False False 392
60 1,332.50 1,237.25 95.25 7.2% 15.75 1.2% 91% False False 287
80 1,332.50 1,218.00 114.50 8.6% 12.75 1.0% 93% False False 218
100 1,332.50 1,162.75 169.75 12.8% 10.50 0.8% 95% False False 175
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,359.00
2.618 1,347.00
1.618 1,339.50
1.000 1,334.75
0.618 1,332.00
HIGH 1,327.25
0.618 1,324.50
0.500 1,323.50
0.382 1,322.50
LOW 1,319.75
0.618 1,315.00
1.000 1,312.25
1.618 1,307.50
2.618 1,300.00
4.250 1,288.00
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 1,323.75 1,323.50
PP 1,323.75 1,322.75
S1 1,323.50 1,322.00

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

View Archives - Comment on this page... - Back to Index of Symbols