E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 1,299.25 1,297.75 -1.50 -0.1% 1,330.00
High 1,313.00 1,300.75 -12.25 -0.9% 1,340.25
Low 1,295.25 1,278.75 -16.50 -1.3% 1,278.75
Close 1,296.75 1,288.50 -8.25 -0.6% 1,288.50
Range 17.75 22.00 4.25 23.9% 61.50
ATR 20.02 20.16 0.14 0.7% 0.00
Volume 2,337,691 2,886,161 548,470 23.5% 11,095,327
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,355.25 1,344.00 1,300.50
R3 1,333.25 1,322.00 1,294.50
R2 1,311.25 1,311.25 1,292.50
R1 1,300.00 1,300.00 1,290.50 1,294.50
PP 1,289.25 1,289.25 1,289.25 1,286.75
S1 1,278.00 1,278.00 1,286.50 1,272.50
S2 1,267.25 1,267.25 1,284.50
S3 1,245.25 1,256.00 1,282.50
S4 1,223.25 1,234.00 1,276.50
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,487.00 1,449.25 1,322.25
R3 1,425.50 1,387.75 1,305.50
R2 1,364.00 1,364.00 1,299.75
R1 1,326.25 1,326.25 1,294.25 1,314.50
PP 1,302.50 1,302.50 1,302.50 1,296.50
S1 1,264.75 1,264.75 1,282.75 1,253.00
S2 1,241.00 1,241.00 1,277.25
S3 1,179.50 1,203.25 1,271.50
S4 1,118.00 1,141.75 1,254.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,340.25 1,278.75 61.50 4.8% 20.50 1.6% 16% False True 2,219,065
10 1,347.75 1,278.75 69.00 5.4% 20.50 1.6% 14% False True 2,006,847
20 1,354.50 1,278.75 75.75 5.9% 20.25 1.6% 13% False True 2,126,499
40 1,354.50 1,252.25 102.25 7.9% 19.50 1.5% 35% False False 1,995,347
60 1,354.50 1,252.25 102.25 7.9% 18.75 1.5% 35% False False 1,331,311
80 1,367.50 1,252.25 115.25 8.9% 17.75 1.4% 31% False False 998,894
100 1,367.50 1,237.25 130.25 10.1% 17.75 1.4% 39% False False 799,265
120 1,367.50 1,237.25 130.25 10.1% 17.50 1.4% 39% False False 666,064
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,394.25
2.618 1,358.25
1.618 1,336.25
1.000 1,322.75
0.618 1,314.25
HIGH 1,300.75
0.618 1,292.25
0.500 1,289.75
0.382 1,287.25
LOW 1,278.75
0.618 1,265.25
1.000 1,256.75
1.618 1,243.25
2.618 1,221.25
4.250 1,185.25
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 1,289.75 1,303.50
PP 1,289.25 1,298.50
S1 1,289.00 1,293.50

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

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