E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 1,341.00 1,327.75 -13.25 -1.0% 1,330.50
High 1,351.75 1,351.25 -0.50 0.0% 1,347.00
Low 1,332.75 1,327.75 -5.00 -0.4% 1,324.50
Close 1,336.50 1,349.00 12.50 0.9% 1,335.00
Range 19.00 23.50 4.50 23.7% 22.50
ATR 14.93 15.54 0.61 4.1% 0.00
Volume 1,070 3,572 2,502 233.8% 17,793
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,413.25 1,404.50 1,362.00
R3 1,389.75 1,381.00 1,355.50
R2 1,366.25 1,366.25 1,353.25
R1 1,357.50 1,357.50 1,351.25 1,362.00
PP 1,342.75 1,342.75 1,342.75 1,344.75
S1 1,334.00 1,334.00 1,346.75 1,338.50
S2 1,319.25 1,319.25 1,344.75
S3 1,295.75 1,310.50 1,342.50
S4 1,272.25 1,287.00 1,336.00
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,403.00 1,391.50 1,347.50
R3 1,380.50 1,369.00 1,341.25
R2 1,358.00 1,358.00 1,339.00
R1 1,346.50 1,346.50 1,337.00 1,352.25
PP 1,335.50 1,335.50 1,335.50 1,338.50
S1 1,324.00 1,324.00 1,333.00 1,329.75
S2 1,313.00 1,313.00 1,331.00
S3 1,290.50 1,301.50 1,328.75
S4 1,268.00 1,279.00 1,322.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,351.75 1,327.75 24.00 1.8% 15.75 1.2% 89% False True 1,932
10 1,351.75 1,315.75 36.00 2.7% 14.25 1.1% 92% False False 2,469
20 1,351.75 1,291.25 60.50 4.5% 14.25 1.1% 95% False False 3,928
40 1,351.75 1,193.50 158.25 11.7% 15.00 1.1% 98% False False 2,636
60 1,351.75 1,140.25 211.50 15.7% 16.75 1.2% 99% False False 1,860
80 1,351.75 1,140.25 211.50 15.7% 17.50 1.3% 99% False False 1,413
100 1,351.75 1,057.50 294.25 21.8% 20.00 1.5% 99% False False 1,134
120 1,351.75 1,057.50 294.25 21.8% 19.75 1.5% 99% False False 947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.35
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1,451.00
2.618 1,412.75
1.618 1,389.25
1.000 1,374.75
0.618 1,365.75
HIGH 1,351.25
0.618 1,342.25
0.500 1,339.50
0.382 1,336.75
LOW 1,327.75
0.618 1,313.25
1.000 1,304.25
1.618 1,289.75
2.618 1,266.25
4.250 1,228.00
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 1,345.75 1,346.00
PP 1,342.75 1,342.75
S1 1,339.50 1,339.75

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

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