E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 1,359.75 1,356.00 -3.75 -0.3% 1,347.25
High 1,364.00 1,363.75 -0.25 0.0% 1,361.25
Low 1,353.00 1,350.25 -2.75 -0.2% 1,334.25
Close 1,356.00 1,363.00 7.00 0.5% 1,359.75
Range 11.00 13.50 2.50 22.7% 27.00
ATR 15.32 15.19 -0.13 -0.8% 0.00
Volume 1,439,240 1,593,827 154,587 10.7% 8,453,189
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,399.50 1,394.75 1,370.50
R3 1,386.00 1,381.25 1,366.75
R2 1,372.50 1,372.50 1,365.50
R1 1,367.75 1,367.75 1,364.25 1,370.00
PP 1,359.00 1,359.00 1,359.00 1,360.25
S1 1,354.25 1,354.25 1,361.75 1,356.50
S2 1,345.50 1,345.50 1,360.50
S3 1,332.00 1,340.75 1,359.25
S4 1,318.50 1,327.25 1,355.50
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 1,369.50 1,334.25 35.25 2.6% 14.00 1.0% 82% False False 1,564,495
10 1,369.50 1,333.75 35.75 2.6% 14.00 1.0% 82% False False 1,653,197
20 1,369.50 1,296.00 73.50 5.4% 14.75 1.1% 91% False False 1,652,924
40 1,369.50 1,243.00 126.50 9.3% 14.50 1.1% 95% False False 1,488,686
60 1,369.50 1,164.00 205.50 15.1% 18.50 1.4% 97% False False 1,378,774
80 1,369.50 1,141.75 227.75 16.7% 21.00 1.5% 97% False False 1,035,346
100 1,369.50 1,062.00 307.50 22.6% 23.25 1.7% 98% False False 828,683
120 1,369.50 1,062.00 307.50 22.6% 25.00 1.8% 98% False False 690,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,421.00
2.618 1,399.00
1.618 1,385.50
1.000 1,377.25
0.618 1,372.00
HIGH 1,363.75
0.618 1,358.50
0.500 1,357.00
0.382 1,355.50
LOW 1,350.25
0.618 1,342.00
1.000 1,336.75
1.618 1,328.50
2.618 1,315.00
4.250 1,293.00
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 1,361.00 1,362.00
PP 1,359.00 1,361.00
S1 1,357.00 1,360.00

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

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