E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1,369.00 1,361.00 -8.00 -0.6% 1,357.75
High 1,371.00 1,363.25 -7.75 -0.6% 1,371.25
Low 1,359.25 1,352.50 -6.75 -0.5% 1,347.25
Close 1,363.00 1,358.50 -4.50 -0.3% 1,363.00
Range 11.75 10.75 -1.00 -8.5% 24.00
ATR 14.19 13.94 -0.25 -1.7% 0.00
Volume 19,840 46,015 26,175 131.9% 54,330
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,390.25 1,385.25 1,364.50
R3 1,379.50 1,374.50 1,361.50
R2 1,368.75 1,368.75 1,360.50
R1 1,363.75 1,363.75 1,359.50 1,361.00
PP 1,358.00 1,358.00 1,358.00 1,356.75
S1 1,353.00 1,353.00 1,357.50 1,350.00
S2 1,347.25 1,347.25 1,356.50
S3 1,336.50 1,342.25 1,355.50
S4 1,325.75 1,331.50 1,352.50
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,432.50 1,421.75 1,376.25
R3 1,408.50 1,397.75 1,369.50
R2 1,384.50 1,384.50 1,367.50
R1 1,373.75 1,373.75 1,365.25 1,379.00
PP 1,360.50 1,360.50 1,360.50 1,363.25
S1 1,349.75 1,349.75 1,360.75 1,355.00
S2 1,336.50 1,336.50 1,358.50
S3 1,312.50 1,325.75 1,356.50
S4 1,288.50 1,301.75 1,349.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,371.25 1,350.75 20.50 1.5% 13.75 1.0% 38% False False 18,840
10 1,371.25 1,345.00 26.25 1.9% 13.00 0.9% 51% False False 11,825
20 1,371.25 1,324.50 46.75 3.4% 13.00 1.0% 73% False False 7,207
40 1,371.25 1,262.25 109.00 8.0% 14.00 1.0% 88% False False 5,293
60 1,371.25 1,190.00 181.25 13.3% 15.75 1.2% 93% False False 3,811
80 1,371.25 1,140.25 231.00 17.0% 16.00 1.2% 94% False False 2,909
100 1,371.25 1,140.25 231.00 17.0% 17.50 1.3% 94% False False 2,331
120 1,371.25 1,057.50 313.75 23.1% 20.00 1.5% 96% False False 1,945
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 3.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,409.00
2.618 1,391.50
1.618 1,380.75
1.000 1,374.00
0.618 1,370.00
HIGH 1,363.25
0.618 1,359.25
0.500 1,358.00
0.382 1,356.50
LOW 1,352.50
0.618 1,345.75
1.000 1,341.75
1.618 1,335.00
2.618 1,324.25
4.250 1,306.75
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1,358.25 1,361.75
PP 1,358.00 1,360.75
S1 1,358.00 1,359.50

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

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