E-mini S&P 500 Future September 2011

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary Previous Current 04-Aug-2011 05-Aug-2011 Change Change % Previous Week Open 1,254.25 1,199.50 -54.75 -4.4% 1,306.00 High 1,264.25 1,219.00 -45.25 -3.6% 1,309.75 Low 1,193.25 1,163.25 -30.00 -2.5% 1,163.25 Close 1,198.75 1,197.75 -1.00 -0.1% 1,197.75 Range 71.00 55.75 -15.25 -21.5% 146.50 ATR 26.52 28.60 2.09 7.9% 0.00 Volume 5,031,371 5,085,610 54,239 1.1% 20,245,725
Daily Pivots for day following 05-Aug-2011 Classic Woodie Camarilla DeMark R4 1,360.50 1,335.00 1,228.50 R3 1,304.75 1,279.25 1,213.00 R2 1,249.00 1,249.00 1,208.00 R1 1,223.50 1,223.50 1,202.75 1,208.50 PP 1,193.25 1,193.25 1,193.25 1,185.75 S1 1,167.75 1,167.75 1,192.75 1,152.50 S2 1,137.50 1,137.50 1,187.50 S3 1,081.75 1,112.00 1,182.50 S4 1,026.00 1,056.25 1,167.00	Weekly Pivots for week ending 05-Aug-2011 Classic Woodie Camarilla DeMark R4 1,663.00 1,577.00 1,278.25 R3 1,516.50 1,430.50 1,238.00 R2 1,370.00 1,370.00 1,224.50 R1 1,284.00 1,284.00 1,211.25 1,253.75 PP 1,223.50 1,223.50 1,223.50 1,208.50 S1 1,137.50 1,137.50 1,184.25 1,107.25 S2 1,077.00 1,077.00 1,171.00 S3 930.50 991.00 1,157.50 S4 784.00 844.50 1,117.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,309.75 1,163.25 146.50 12.2% 46.50 3.9% 24% False True 4,049,145 10 1,340.25 1,163.25 177.00 14.8% 33.50 2.8% 19% False True 3,134,105 20 1,347.75 1,163.25 184.50 15.4% 27.50 2.3% 19% False True 2,655,966 40 1,354.50 1,163.25 191.25 16.0% 23.50 2.0% 18% False True 2,464,982 60 1,354.50 1,163.25 191.25 16.0% 21.25 1.8% 18% False True 1,668,565 80 1,367.50 1,163.25 204.25 17.1% 19.75 1.7% 17% False True 1,251,885 100 1,367.50 1,163.25 204.25 17.1% 19.00 1.6% 17% False True 1,001,719 120 1,367.50 1,163.25 204.25 17.1% 19.00 1.6% 17% False True 834,778
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 7.20 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,456.00 2.618 1,365.00 1.618 1,309.25 1.000 1,274.75 0.618 1,253.50 HIGH 1,219.00 0.618 1,197.75 0.500 1,191.00 0.382 1,184.50 LOW 1,163.25 0.618 1,128.75 1.000 1,107.50 1.618 1,073.00 2.618 1,017.25 4.250 926.25
Fisher Pivots for day following 05-Aug-2011 Pivot 1 day 3 day R1 1,195.50 1,213.75 PP 1,193.25 1,208.50 S1 1,191.00 1,203.00

Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.