E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 1,311.25 1,311.25 0.00 0.0% 1,285.25
High 1,311.75 1,324.75 13.00 1.0% 1,311.75
Low 1,301.50 1,303.00 1.50 0.1% 1,281.25
Close 1,311.50 1,320.25 8.75 0.7% 1,310.75
Range 10.25 21.75 11.50 112.2% 30.50
ATR 17.56 17.86 0.30 1.7% 0.00
Volume 1,468,957 1,968,562 499,605 34.0% 6,181,741
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,381.25 1,372.50 1,332.25
R3 1,359.50 1,350.75 1,326.25
R2 1,337.75 1,337.75 1,324.25
R1 1,329.00 1,329.00 1,322.25 1,333.50
PP 1,316.00 1,316.00 1,316.00 1,318.25
S1 1,307.25 1,307.25 1,318.25 1,311.50
S2 1,294.25 1,294.25 1,316.25
S3 1,272.50 1,285.50 1,314.25
S4 1,250.75 1,263.75 1,308.25
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,392.75 1,382.25 1,327.50
R3 1,362.25 1,351.75 1,319.25
R2 1,331.75 1,331.75 1,316.25
R1 1,321.25 1,321.25 1,313.50 1,326.50
PP 1,301.25 1,301.25 1,301.25 1,304.00
S1 1,290.75 1,290.75 1,308.00 1,296.00
S2 1,270.75 1,270.75 1,305.25
S3 1,240.25 1,260.25 1,302.25
S4 1,209.75 1,229.75 1,294.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,324.75 1,299.25 25.50 1.9% 13.00 1.0% 82% True False 1,543,329
10 1,324.75 1,272.75 52.00 3.9% 15.25 1.2% 91% True False 1,606,024
20 1,324.75 1,243.00 81.75 6.2% 14.50 1.1% 94% True False 1,324,449
40 1,324.75 1,164.00 160.75 12.2% 20.50 1.6% 97% True False 1,241,699
60 1,324.75 1,141.75 183.00 13.9% 23.25 1.8% 98% True False 829,487
80 1,324.75 1,062.00 262.75 19.9% 25.50 1.9% 98% True False 622,623
100 1,324.75 1,062.00 262.75 19.9% 27.00 2.1% 98% True False 498,230
120 1,324.75 1,062.00 262.75 19.9% 29.75 2.3% 98% True False 415,216
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 3.70
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,417.25
2.618 1,381.75
1.618 1,360.00
1.000 1,346.50
0.618 1,338.25
HIGH 1,324.75
0.618 1,316.50
0.500 1,314.00
0.382 1,311.25
LOW 1,303.00
0.618 1,289.50
1.000 1,281.25
1.618 1,267.75
2.618 1,246.00
4.250 1,210.50
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 1,318.00 1,318.00
PP 1,316.00 1,315.50
S1 1,314.00 1,313.00

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

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