E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 1,272.00 1,273.25 1.25 0.1% 1,260.50
High 1,273.75 1,278.00 4.25 0.3% 1,264.50
Low 1,262.75 1,259.75 -3.00 -0.2% 1,243.00
Close 1,273.00 1,273.00 0.00 0.0% 1,252.50
Range 11.00 18.25 7.25 65.9% 21.50
ATR 22.72 22.40 -0.32 -1.4% 0.00
Volume 1,417,634 1,538,678 121,044 8.5% 2,349,782
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,325.00 1,317.25 1,283.00
R3 1,306.75 1,299.00 1,278.00
R2 1,288.50 1,288.50 1,276.25
R1 1,280.75 1,280.75 1,274.75 1,275.50
PP 1,270.25 1,270.25 1,270.25 1,267.50
S1 1,262.50 1,262.50 1,271.25 1,257.25
S2 1,252.00 1,252.00 1,269.75
S3 1,233.75 1,244.25 1,268.00
S4 1,215.50 1,226.00 1,263.00
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,317.75 1,306.75 1,264.25
R3 1,296.25 1,285.25 1,258.50
R2 1,274.75 1,274.75 1,256.50
R1 1,263.75 1,263.75 1,254.50 1,258.50
PP 1,253.25 1,253.25 1,253.25 1,250.75
S1 1,242.25 1,242.25 1,250.50 1,237.00
S2 1,231.75 1,231.75 1,248.50
S3 1,210.25 1,220.75 1,246.50
S4 1,188.75 1,199.25 1,240.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,280.00 1,243.75 36.25 2.8% 12.75 1.0% 81% False False 1,059,214
10 1,280.00 1,223.00 57.00 4.5% 15.00 1.2% 88% False False 977,288
20 1,280.00 1,195.50 84.50 6.6% 22.00 1.7% 92% False False 1,474,059
40 1,280.00 1,141.75 138.25 10.9% 24.75 2.0% 95% False False 744,412
60 1,283.00 1,141.75 141.25 11.1% 26.25 2.1% 93% False False 497,035
80 1,283.00 1,062.00 221.00 17.4% 28.75 2.3% 95% False False 373,114
100 1,283.00 1,062.00 221.00 17.4% 29.00 2.3% 95% False False 298,516
120 1,335.75 1,062.00 273.75 21.5% 30.50 2.4% 77% False False 248,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,355.50
2.618 1,325.75
1.618 1,307.50
1.000 1,296.25
0.618 1,289.25
HIGH 1,278.00
0.618 1,271.00
0.500 1,269.00
0.382 1,266.75
LOW 1,259.75
0.618 1,248.50
1.000 1,241.50
1.618 1,230.25
2.618 1,212.00
4.250 1,182.25
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 1,271.50 1,272.00
PP 1,270.25 1,271.00
S1 1,269.00 1,270.00

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

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