E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1,182.75 1,155.25 -27.50 -2.3% 1,175.25
High 1,191.50 1,155.25 -36.25 -3.0% 1,217.75
Low 1,158.25 1,125.25 -33.00 -2.8% 1,158.25
Close 1,158.00 1,153.25 -4.75 -0.4% 1,158.00
Range 33.25 30.00 -3.25 -9.8% 59.50
ATR 34.51 34.38 -0.13 -0.4% 0.00
Volume 16 69 53 331.3% 366
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,234.50 1,224.00 1,169.75
R3 1,204.50 1,194.00 1,161.50
R2 1,174.50 1,174.50 1,158.75
R1 1,164.00 1,164.00 1,156.00 1,154.25
PP 1,144.50 1,144.50 1,144.50 1,139.75
S1 1,134.00 1,134.00 1,150.50 1,124.25
S2 1,114.50 1,114.50 1,147.75
S3 1,084.50 1,104.00 1,145.00
S4 1,054.50 1,074.00 1,136.75
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,356.50 1,316.75 1,190.75
R3 1,297.00 1,257.25 1,174.25
R2 1,237.50 1,237.50 1,169.00
R1 1,197.75 1,197.75 1,163.50 1,188.00
PP 1,178.00 1,178.00 1,178.00 1,173.00
S1 1,138.25 1,138.25 1,152.50 1,128.50
S2 1,118.50 1,118.50 1,147.00
S3 1,059.00 1,078.75 1,141.75
S4 999.50 1,019.25 1,125.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,217.75 1,125.25 92.50 8.0% 27.75 2.4% 30% False True 38
10 1,217.75 1,108.00 109.75 9.5% 32.25 2.8% 41% False False 137
20 1,217.75 1,067.00 150.75 13.1% 37.75 3.3% 57% False False 132
40 1,335.75 1,067.00 268.75 23.3% 32.75 2.8% 32% False False 79
60 1,342.75 1,067.00 275.75 23.9% 26.75 2.3% 31% False False 59
80 1,342.75 1,067.00 275.75 23.9% 20.50 1.8% 31% False False 45
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 9.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,282.75
2.618 1,233.75
1.618 1,203.75
1.000 1,185.25
0.618 1,173.75
HIGH 1,155.25
0.618 1,143.75
0.500 1,140.25
0.382 1,136.75
LOW 1,125.25
0.618 1,106.75
1.000 1,095.25
1.618 1,076.75
2.618 1,046.75
4.250 997.75
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1,149.00 1,170.75
PP 1,144.50 1,165.00
S1 1,140.25 1,159.00

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

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