E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 1,307.75 1,320.25 12.50 1.0% 1,307.50
High 1,327.00 1,326.00 -1.00 -0.1% 1,329.75
Low 1,303.75 1,317.00 13.25 1.0% 1,301.50
Close 1,319.75 1,322.75 3.00 0.2% 1,312.50
Range 23.25 9.00 -14.25 -61.3% 28.25
ATR 17.93 17.29 -0.64 -3.6% 0.00
Volume 1,904,532 1,352,211 -552,321 -29.0% 8,764,597
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,349.00 1,344.75 1,327.75
R3 1,340.00 1,335.75 1,325.25
R2 1,331.00 1,331.00 1,324.50
R1 1,326.75 1,326.75 1,323.50 1,329.00
PP 1,322.00 1,322.00 1,322.00 1,323.00
S1 1,317.75 1,317.75 1,322.00 1,320.00
S2 1,313.00 1,313.00 1,321.00
S3 1,304.00 1,308.75 1,320.25
S4 1,295.00 1,299.75 1,317.75
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 1,327.00 1,296.00 31.00 2.3% 15.75 1.2% 86% False False 1,717,858
10 1,329.75 1,296.00 33.75 2.6% 15.00 1.1% 79% False False 1,679,895
20 1,329.75 1,259.75 70.00 5.3% 15.75 1.2% 90% False False 1,605,159
40 1,329.75 1,195.50 134.25 10.1% 18.75 1.4% 95% False False 1,502,930
60 1,329.75 1,141.75 188.00 14.2% 22.00 1.7% 96% False False 1,005,720
80 1,329.75 1,141.75 188.00 14.2% 23.75 1.8% 96% False False 754,858
100 1,329.75 1,062.00 267.75 20.2% 26.25 2.0% 97% False False 604,137
120 1,329.75 1,062.00 267.75 20.2% 27.00 2.0% 97% False False 503,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.10
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,364.25
2.618 1,349.50
1.618 1,340.50
1.000 1,335.00
0.618 1,331.50
HIGH 1,326.00
0.618 1,322.50
0.500 1,321.50
0.382 1,320.50
LOW 1,317.00
0.618 1,311.50
1.000 1,308.00
1.618 1,302.50
2.618 1,293.50
4.250 1,278.75
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 1,322.25 1,320.00
PP 1,322.00 1,317.25
S1 1,321.50 1,314.50

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

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