E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1,102.25 1,133.75 31.50 2.9% 1,168.50
High 1,134.50 1,149.00 14.50 1.3% 1,194.00
Low 1,102.00 1,108.00 6.00 0.5% 1,106.50
Close 1,112.00 1,147.50 35.50 3.2% 1,112.50
Range 32.50 41.00 8.50 26.2% 87.50
ATR 37.05 37.34 0.28 0.8% 0.00
Volume 193 55 -138 -71.5% 618
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,257.75 1,243.75 1,170.00
R3 1,216.75 1,202.75 1,158.75
R2 1,175.75 1,175.75 1,155.00
R1 1,161.75 1,161.75 1,151.25 1,168.75
PP 1,134.75 1,134.75 1,134.75 1,138.50
S1 1,120.75 1,120.75 1,143.75 1,127.75
S2 1,093.75 1,093.75 1,140.00
S3 1,052.75 1,079.75 1,136.25
S4 1,011.75 1,038.75 1,125.00
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,400.25 1,343.75 1,160.50
R3 1,312.75 1,256.25 1,136.50
R2 1,225.25 1,225.25 1,128.50
R1 1,168.75 1,168.75 1,120.50 1,153.25
PP 1,137.75 1,137.75 1,137.75 1,130.00
S1 1,081.25 1,081.25 1,104.50 1,065.75
S2 1,050.25 1,050.25 1,096.50
S3 962.75 993.75 1,088.50
S4 875.25 906.25 1,064.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,194.00 1,102.00 92.00 8.0% 33.75 2.9% 49% False False 170
10 1,194.00 1,093.50 100.50 8.8% 37.75 3.3% 54% False False 121
20 1,316.50 1,067.00 249.50 21.7% 41.75 3.6% 32% False False 85
40 1,342.75 1,067.00 275.75 24.0% 29.50 2.6% 29% False False 53
60 1,342.75 1,067.00 275.75 24.0% 22.25 1.9% 29% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,323.25
2.618 1,256.25
1.618 1,215.25
1.000 1,190.00
0.618 1,174.25
HIGH 1,149.00
0.618 1,133.25
0.500 1,128.50
0.382 1,123.75
LOW 1,108.00
0.618 1,082.75
1.000 1,067.00
1.618 1,041.75
2.618 1,000.75
4.250 933.75
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1,141.25 1,140.25
PP 1,134.75 1,132.75
S1 1,128.50 1,125.50

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

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