E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1,288.25 1,292.00 3.75 0.3% 1,274.75
High 1,297.50 1,295.00 -2.50 -0.2% 1,297.50
Low 1,280.75 1,272.75 -8.00 -0.6% 1,267.25
Close 1,291.75 1,289.00 -2.75 -0.2% 1,289.00
Range 16.75 22.25 5.50 32.8% 30.25
ATR 19.84 20.01 0.17 0.9% 0.00
Volume 1,505,640 1,774,678 269,038 17.9% 7,314,415
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,352.25 1,343.00 1,301.25
R3 1,330.00 1,320.75 1,295.00
R2 1,307.75 1,307.75 1,293.00
R1 1,298.50 1,298.50 1,291.00 1,292.00
PP 1,285.50 1,285.50 1,285.50 1,282.50
S1 1,276.25 1,276.25 1,287.00 1,269.75
S2 1,263.25 1,263.25 1,285.00
S3 1,241.00 1,254.00 1,283.00
S4 1,218.75 1,231.75 1,276.75
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,375.25 1,362.50 1,305.75
R3 1,345.00 1,332.25 1,297.25
R2 1,314.75 1,314.75 1,294.50
R1 1,302.00 1,302.00 1,291.75 1,308.50
PP 1,284.50 1,284.50 1,284.50 1,287.75
S1 1,271.75 1,271.75 1,286.25 1,278.00
S2 1,254.25 1,254.25 1,283.50
S3 1,224.00 1,241.50 1,280.75
S4 1,193.75 1,211.25 1,272.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,297.50 1,267.25 30.25 2.3% 15.50 1.2% 72% False False 1,462,883
10 1,297.50 1,250.75 46.75 3.6% 14.25 1.1% 82% False False 1,337,769
20 1,297.50 1,195.50 102.00 7.9% 17.25 1.3% 92% False False 1,286,879
40 1,297.50 1,141.75 155.75 12.1% 22.50 1.7% 95% False False 962,647
60 1,297.50 1,141.75 155.75 12.1% 25.00 1.9% 95% False False 642,806
80 1,297.50 1,062.00 235.50 18.3% 27.75 2.2% 96% False False 482,567
100 1,297.50 1,062.00 235.50 18.3% 28.50 2.2% 96% False False 386,101
120 1,328.00 1,062.00 266.00 20.6% 30.50 2.4% 85% False False 321,764
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 3.88
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,389.50
2.618 1,353.25
1.618 1,331.00
1.000 1,317.25
0.618 1,308.75
HIGH 1,295.00
0.618 1,286.50
0.500 1,284.00
0.382 1,281.25
LOW 1,272.75
0.618 1,259.00
1.000 1,250.50
1.618 1,236.75
2.618 1,214.50
4.250 1,178.25
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1,287.25 1,287.75
PP 1,285.50 1,286.50
S1 1,284.00 1,285.00

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

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