E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 1,196.00 1,185.00 -11.00 -0.9% 1,119.25
High 1,205.75 1,202.50 -3.25 -0.3% 1,163.50
Low 1,178.25 1,194.00 15.75 1.3% 1,099.50
Close 1,201.25 1,185.00 -16.25 -1.4% 1,159.25
Range 27.50 8.50 -19.00 -69.1% 64.00
ATR 20.98 20.09 -0.89 -4.2% 0.00
Volume 18 13 -5 -27.8% 80
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,219.25 1,210.75 1,189.75
R3 1,210.75 1,202.25 1,187.25
R2 1,202.25 1,202.25 1,186.50
R1 1,193.75 1,193.75 1,185.75 1,189.25
PP 1,193.75 1,193.75 1,193.75 1,191.50
S1 1,185.25 1,185.25 1,184.25 1,180.75
S2 1,185.25 1,185.25 1,183.50
S3 1,176.75 1,176.75 1,182.75
S4 1,168.25 1,168.25 1,180.25
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,332.75 1,310.00 1,194.50
R3 1,268.75 1,246.00 1,176.75
R2 1,204.75 1,204.75 1,171.00
R1 1,182.00 1,182.00 1,165.00 1,193.50
PP 1,140.75 1,140.75 1,140.75 1,146.50
S1 1,118.00 1,118.00 1,153.50 1,129.50
S2 1,076.75 1,076.75 1,147.50
S3 1,012.75 1,054.00 1,141.75
S4 948.75 990.00 1,124.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,205.75 1,127.00 78.75 6.6% 10.25 0.9% 74% False False 17
10 1,205.75 1,099.50 106.25 9.0% 11.75 1.0% 80% False False 14
20 1,205.75 1,099.50 106.25 9.0% 8.25 0.7% 80% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -6.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,238.50
2.618 1,224.75
1.618 1,216.25
1.000 1,211.00
0.618 1,207.75
HIGH 1,202.50
0.618 1,199.25
0.500 1,198.25
0.382 1,197.25
LOW 1,194.00
0.618 1,188.75
1.000 1,185.50
1.618 1,180.25
2.618 1,171.75
4.250 1,158.00
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 1,198.25 1,192.00
PP 1,193.75 1,189.75
S1 1,189.50 1,187.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.