E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 1,336.50 1,346.25 9.75 0.7% 1,311.75
High 1,348.50 1,352.75 4.25 0.3% 1,332.00
Low 1,335.25 1,341.75 6.50 0.5% 1,285.25
Close 1,345.75 1,349.50 3.75 0.3% 1,325.75
Range 13.25 11.00 -2.25 -17.0% 46.75
ATR 15.06 14.77 -0.29 -1.9% 0.00
Volume 891 1,104 213 23.9% 9,387
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,381.00 1,376.25 1,355.50
R3 1,370.00 1,365.25 1,352.50
R2 1,359.00 1,359.00 1,351.50
R1 1,354.25 1,354.25 1,350.50 1,356.50
PP 1,348.00 1,348.00 1,348.00 1,349.25
S1 1,343.25 1,343.25 1,348.50 1,345.50
S2 1,337.00 1,337.00 1,347.50
S3 1,326.00 1,332.25 1,346.50
S4 1,315.00 1,321.25 1,343.50
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,454.50 1,437.00 1,351.50
R3 1,407.75 1,390.25 1,338.50
R2 1,361.00 1,361.00 1,334.25
R1 1,343.50 1,343.50 1,330.00 1,352.25
PP 1,314.25 1,314.25 1,314.25 1,318.75
S1 1,296.75 1,296.75 1,321.50 1,305.50
S2 1,267.50 1,267.50 1,317.25
S3 1,220.75 1,250.00 1,313.00
S4 1,174.00 1,203.25 1,300.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,352.75 1,322.25 30.50 2.3% 11.50 0.9% 89% True False 1,788
10 1,352.75 1,285.25 67.50 5.0% 15.00 1.1% 95% True False 1,964
20 1,352.75 1,285.25 67.50 5.0% 13.25 1.0% 95% True False 1,623
40 1,352.75 1,237.25 115.50 8.6% 17.00 1.3% 97% True False 1,067
60 1,352.75 1,237.25 115.50 8.6% 15.75 1.2% 97% True False 728
80 1,352.75 1,237.25 115.50 8.6% 15.25 1.1% 97% True False 565
100 1,352.75 1,203.50 149.25 11.1% 12.75 1.0% 98% True False 454
120 1,352.75 1,162.75 190.00 14.1% 10.75 0.8% 98% True False 378
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,399.50
2.618 1,381.50
1.618 1,370.50
1.000 1,363.75
0.618 1,359.50
HIGH 1,352.75
0.618 1,348.50
0.500 1,347.25
0.382 1,346.00
LOW 1,341.75
0.618 1,335.00
1.000 1,330.75
1.618 1,324.00
2.618 1,313.00
4.250 1,295.00
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 1,348.75 1,345.50
PP 1,348.00 1,341.75
S1 1,347.25 1,338.00

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

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