E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 1,341.75 1,354.75 13.00 1.0% 1,347.25
High 1,357.25 1,361.25 4.00 0.3% 1,361.25
Low 1,334.25 1,353.00 18.75 1.4% 1,334.25
Close 1,354.75 1,359.75 5.00 0.4% 1,359.75
Range 23.00 8.25 -14.75 -64.1% 27.00
ATR 16.37 15.79 -0.58 -3.5% 0.00
Volume 1,959,657 1,247,605 -712,052 -36.3% 8,453,189
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,382.75 1,379.50 1,364.25
R3 1,374.50 1,371.25 1,362.00
R2 1,366.25 1,366.25 1,361.25
R1 1,363.00 1,363.00 1,360.50 1,364.50
PP 1,358.00 1,358.00 1,358.00 1,358.75
S1 1,354.75 1,354.75 1,359.00 1,356.50
S2 1,349.75 1,349.75 1,358.25
S3 1,341.50 1,346.50 1,357.50
S4 1,333.25 1,338.25 1,355.25
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,432.75 1,423.25 1,374.50
R3 1,405.75 1,396.25 1,367.25
R2 1,378.75 1,378.75 1,364.75
R1 1,369.25 1,369.25 1,362.25 1,374.00
PP 1,351.75 1,351.75 1,351.75 1,354.00
S1 1,342.25 1,342.25 1,357.25 1,347.00
S2 1,324.75 1,324.75 1,354.75
S3 1,297.75 1,315.25 1,352.25
S4 1,270.75 1,288.25 1,345.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,361.25 1,334.25 27.00 2.0% 15.00 1.1% 94% True False 1,690,637
10 1,361.25 1,330.25 31.00 2.3% 13.50 1.0% 95% True False 1,614,806
20 1,361.25 1,296.00 65.25 4.8% 15.00 1.1% 98% True False 1,673,787
40 1,361.25 1,223.00 138.25 10.2% 15.00 1.1% 99% True False 1,454,741
60 1,361.25 1,141.75 219.50 16.1% 19.25 1.4% 99% True False 1,302,203
80 1,361.25 1,141.75 219.50 16.1% 22.00 1.6% 99% True False 977,732
100 1,361.25 1,062.00 299.25 22.0% 24.00 1.8% 99% True False 782,582
120 1,361.25 1,062.00 299.25 22.0% 25.50 1.9% 99% True False 652,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.65
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,396.25
2.618 1,382.75
1.618 1,374.50
1.000 1,369.50
0.618 1,366.25
HIGH 1,361.25
0.618 1,358.00
0.500 1,357.00
0.382 1,356.25
LOW 1,353.00
0.618 1,348.00
1.000 1,344.75
1.618 1,339.75
2.618 1,331.50
4.250 1,318.00
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 1,359.00 1,355.75
PP 1,358.00 1,351.75
S1 1,357.00 1,347.75

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

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