E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1,390.50 1,388.25 -2.25 -0.2% 1,361.00
High 1,394.25 1,397.50 3.25 0.2% 1,368.75
Low 1,384.25 1,384.75 0.50 0.0% 1,332.75
Close 1,388.75 1,396.00 7.25 0.5% 1,366.75
Range 10.00 12.75 2.75 27.5% 36.00
ATR 14.53 14.40 -0.13 -0.9% 0.00
Volume 2,095,305 1,946,542 -148,763 -7.1% 3,180,402
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,431.00 1,426.25 1,403.00
R3 1,418.25 1,413.50 1,399.50
R2 1,405.50 1,405.50 1,398.25
R1 1,400.75 1,400.75 1,397.25 1,403.00
PP 1,392.75 1,392.75 1,392.75 1,394.00
S1 1,388.00 1,388.00 1,394.75 1,390.50
S2 1,380.00 1,380.00 1,393.75
S3 1,367.25 1,375.25 1,392.50
S4 1,354.50 1,362.50 1,389.00
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,464.00 1,451.50 1,386.50
R3 1,428.00 1,415.50 1,376.75
R2 1,392.00 1,392.00 1,373.25
R1 1,379.50 1,379.50 1,370.00 1,385.75
PP 1,356.00 1,356.00 1,356.00 1,359.25
S1 1,343.50 1,343.50 1,363.50 1,349.75
S2 1,320.00 1,320.00 1,360.25
S3 1,284.00 1,307.50 1,356.75
S4 1,248.00 1,271.50 1,347.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,397.50 1,357.50 40.00 2.9% 13.25 0.9% 96% True False 2,109,487
10 1,397.50 1,332.75 64.75 4.6% 14.50 1.0% 98% True False 1,185,815
20 1,397.50 1,327.75 69.75 5.0% 14.25 1.0% 98% True False 595,788
40 1,397.50 1,291.25 106.25 7.6% 14.00 1.0% 99% True False 299,819
60 1,397.50 1,190.00 207.50 14.9% 14.75 1.1% 99% True False 200,325
80 1,397.50 1,140.25 257.25 18.4% 15.75 1.1% 99% True False 150,297
100 1,397.50 1,140.25 257.25 18.4% 16.50 1.2% 99% True False 120,253
120 1,397.50 1,057.50 340.00 24.4% 19.00 1.4% 100% True False 100,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,451.75
2.618 1,431.00
1.618 1,418.25
1.000 1,410.25
0.618 1,405.50
HIGH 1,397.50
0.618 1,392.75
0.500 1,391.00
0.382 1,389.50
LOW 1,384.75
0.618 1,376.75
1.000 1,372.00
1.618 1,364.00
2.618 1,351.25
4.250 1,330.50
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1,394.50 1,391.25
PP 1,392.75 1,386.50
S1 1,391.00 1,381.75

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

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