E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 1,309.00 1,307.75 -1.25 -0.1% 1,307.50
High 1,317.50 1,327.00 9.50 0.7% 1,329.75
Low 1,302.25 1,303.75 1.50 0.1% 1,301.50
Close 1,308.25 1,319.75 11.50 0.9% 1,312.50
Range 15.25 23.25 8.00 52.5% 28.25
ATR 17.52 17.93 0.41 2.3% 0.00
Volume 1,891,559 1,904,532 12,973 0.7% 8,764,597
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,386.50 1,376.50 1,332.50
R3 1,363.25 1,353.25 1,326.25
R2 1,340.00 1,340.00 1,324.00
R1 1,330.00 1,330.00 1,322.00 1,335.00
PP 1,316.75 1,316.75 1,316.75 1,319.50
S1 1,306.75 1,306.75 1,317.50 1,311.75
S2 1,293.50 1,293.50 1,315.50
S3 1,270.25 1,283.50 1,313.25
S4 1,247.00 1,260.25 1,307.00
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,399.25 1,384.25 1,328.00
R3 1,371.00 1,356.00 1,320.25
R2 1,342.75 1,342.75 1,317.75
R1 1,327.75 1,327.75 1,315.00 1,335.25
PP 1,314.50 1,314.50 1,314.50 1,318.50
S1 1,299.50 1,299.50 1,310.00 1,307.00
S2 1,286.25 1,286.25 1,307.25
S3 1,258.00 1,271.25 1,304.75
S4 1,229.75 1,243.00 1,297.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,329.75 1,296.00 33.75 2.6% 18.00 1.4% 70% False False 1,847,755
10 1,329.75 1,296.00 33.75 2.6% 15.50 1.2% 70% False False 1,695,542
20 1,329.75 1,259.75 70.00 5.3% 15.75 1.2% 86% False False 1,608,430
40 1,329.75 1,195.50 134.25 10.2% 19.00 1.4% 93% False False 1,470,194
60 1,329.75 1,141.75 188.00 14.2% 22.25 1.7% 95% False False 983,252
80 1,329.75 1,138.75 191.00 14.5% 24.00 1.8% 95% False False 737,972
100 1,329.75 1,062.00 267.75 20.3% 26.50 2.0% 96% False False 590,615
120 1,329.75 1,062.00 267.75 20.3% 27.50 2.1% 96% False False 492,199
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 True
Bear Hook False
Bull Hook False
Stretch 4.13
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,425.75
2.618 1,387.75
1.618 1,364.50
1.000 1,350.25
0.618 1,341.25
HIGH 1,327.00
0.618 1,318.00
0.500 1,315.50
0.382 1,312.75
LOW 1,303.75
0.618 1,289.50
1.000 1,280.50
1.618 1,266.25
2.618 1,243.00
4.250 1,205.00
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 1,318.25 1,317.00
PP 1,316.75 1,314.25
S1 1,315.50 1,311.50

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

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