E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 1,334.50 1,338.50 4.00 0.3% 1,307.75
High 1,340.00 1,342.25 2.25 0.2% 1,336.25
Low 1,327.00 1,333.75 6.75 0.5% 1,291.25
Close 1,339.00 1,341.25 2.25 0.2% 1,333.50
Range 13.00 8.50 -4.50 -34.6% 45.00
ATR 15.72 15.20 -0.52 -3.3% 0.00
Volume 777 3,999 3,222 414.7% 20,087
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,364.50 1,361.50 1,346.00
R3 1,356.00 1,353.00 1,343.50
R2 1,347.50 1,347.50 1,342.75
R1 1,344.50 1,344.50 1,342.00 1,346.00
PP 1,339.00 1,339.00 1,339.00 1,340.00
S1 1,336.00 1,336.00 1,340.50 1,337.50
S2 1,330.50 1,330.50 1,339.75
S3 1,322.00 1,327.50 1,339.00
S4 1,313.50 1,319.00 1,336.50
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,455.25 1,439.50 1,358.25
R3 1,410.25 1,394.50 1,346.00
R2 1,365.25 1,365.25 1,341.75
R1 1,349.50 1,349.50 1,337.50 1,357.50
PP 1,320.25 1,320.25 1,320.25 1,324.25
S1 1,304.50 1,304.50 1,329.50 1,312.50
S2 1,275.25 1,275.25 1,325.25
S3 1,230.25 1,259.50 1,321.00
S4 1,185.25 1,214.50 1,308.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,342.25 1,312.00 30.25 2.3% 12.00 0.9% 97% True False 2,075
10 1,342.25 1,291.25 51.00 3.8% 14.50 1.1% 98% True False 4,370
20 1,342.25 1,267.50 74.75 5.6% 14.50 1.1% 99% True False 3,637
40 1,342.25 1,190.00 152.25 11.4% 16.25 1.2% 99% True False 2,328
60 1,342.25 1,140.25 202.00 15.1% 17.00 1.3% 100% True False 1,604
80 1,342.25 1,140.25 202.00 15.1% 18.25 1.4% 100% True False 1,223
100 1,342.25 1,057.50 284.75 21.2% 20.50 1.5% 100% True False 981
120 1,342.25 1,057.50 284.75 21.2% 19.50 1.5% 100% True False 820
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 3.95
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,378.50
2.618 1,364.50
1.618 1,356.00
1.000 1,350.75
0.618 1,347.50
HIGH 1,342.25
0.618 1,339.00
0.500 1,338.00
0.382 1,337.00
LOW 1,333.75
0.618 1,328.50
1.000 1,325.25
1.618 1,320.00
2.618 1,311.50
4.250 1,297.50
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1,340.25 1,338.50
PP 1,339.00 1,336.00
S1 1,338.00 1,333.50

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

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