E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1,366.25 1,372.75 6.50 0.5% 1,367.25
High 1,374.50 1,372.75 -1.75 -0.1% 1,374.50
Low 1,363.25 1,366.00 2.75 0.2% 1,338.50
Close 1,372.50 1,372.50 0.00 0.0% 1,372.50
Range 11.25 6.75 -4.50 -40.0% 36.00
ATR 15.15 14.55 -0.60 -4.0% 0.00
Volume 1,062,312 904,651 -157,661 -14.8% 8,756,220
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,390.75 1,388.25 1,376.25
R3 1,384.00 1,381.50 1,374.25
R2 1,377.25 1,377.25 1,373.75
R1 1,374.75 1,374.75 1,373.00 1,372.50
PP 1,370.50 1,370.50 1,370.50 1,369.25
S1 1,368.00 1,368.00 1,372.00 1,366.00
S2 1,363.75 1,363.75 1,371.25
S3 1,357.00 1,361.25 1,370.75
S4 1,350.25 1,354.50 1,368.75
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,469.75 1,457.25 1,392.25
R3 1,433.75 1,421.25 1,382.50
R2 1,397.75 1,397.75 1,379.00
R1 1,385.25 1,385.25 1,375.75 1,391.50
PP 1,361.75 1,361.75 1,361.75 1,365.00
S1 1,349.25 1,349.25 1,369.25 1,355.50
S2 1,325.75 1,325.75 1,366.00
S3 1,289.75 1,313.25 1,362.50
S4 1,253.75 1,277.25 1,352.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,374.50 1,338.50 36.00 2.6% 15.25 1.1% 94% False False 1,626,447
10 1,377.25 1,338.50 38.75 2.8% 14.50 1.1% 88% False False 1,690,693
20 1,377.25 1,334.25 43.00 3.1% 14.25 1.0% 89% False False 1,640,168
40 1,377.25 1,272.75 104.50 7.6% 14.75 1.1% 95% False False 1,644,558
60 1,377.25 1,195.50 181.75 13.2% 15.50 1.1% 97% False False 1,543,333
80 1,377.25 1,141.75 235.50 17.2% 18.75 1.4% 98% False False 1,281,535
100 1,377.25 1,141.75 235.50 17.2% 21.00 1.5% 98% False False 1,025,807
120 1,377.25 1,062.00 315.25 23.0% 23.50 1.7% 98% False False 855,116
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.43
Narrowest range in 180 trading days
Fibonacci Retracements and Extensions
4.250 1,401.50
2.618 1,390.50
1.618 1,383.75
1.000 1,379.50
0.618 1,377.00
HIGH 1,372.75
0.618 1,370.25
0.500 1,369.50
0.382 1,368.50
LOW 1,366.00
0.618 1,361.75
1.000 1,359.25
1.618 1,355.00
2.618 1,348.25
4.250 1,337.25
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1,371.50 1,369.25
PP 1,370.50 1,365.75
S1 1,369.50 1,362.50

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

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