E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 1,404.00 1,400.00 -4.00 -0.3% 1,366.75
High 1,405.00 1,405.75 0.75 0.1% 1,400.50
Low 1,391.75 1,394.25 2.50 0.2% 1,360.25
Close 1,400.00 1,397.50 -2.50 -0.2% 1,398.50
Range 13.25 11.50 -1.75 -13.2% 40.25
ATR 13.84 13.67 -0.17 -1.2% 0.00
Volume 1,583,682 1,533,339 -50,343 -3.2% 10,035,315
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,433.75 1,427.00 1,403.75
R3 1,422.25 1,415.50 1,400.75
R2 1,410.75 1,410.75 1,399.50
R1 1,404.00 1,404.00 1,398.50 1,401.50
PP 1,399.25 1,399.25 1,399.25 1,398.00
S1 1,392.50 1,392.50 1,396.50 1,390.00
S2 1,387.75 1,387.75 1,395.50
S3 1,376.25 1,381.00 1,394.25
S4 1,364.75 1,369.50 1,391.25
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,507.25 1,493.00 1,420.75
R3 1,467.00 1,452.75 1,409.50
R2 1,426.75 1,426.75 1,406.00
R1 1,412.50 1,412.50 1,402.25 1,419.50
PP 1,386.50 1,386.50 1,386.50 1,390.00
S1 1,372.25 1,372.25 1,394.75 1,379.50
S2 1,346.25 1,346.25 1,391.00
S3 1,306.00 1,332.00 1,387.50
S4 1,265.75 1,291.75 1,376.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,408.00 1,384.75 23.25 1.7% 11.75 0.8% 55% False False 1,591,781
10 1,408.00 1,344.75 63.25 4.5% 13.00 0.9% 83% False False 1,747,733
20 1,408.00 1,332.75 75.25 5.4% 13.75 1.0% 86% False False 895,651
40 1,408.00 1,291.25 116.75 8.4% 14.00 1.0% 91% False False 449,868
60 1,408.00 1,237.75 170.25 12.2% 13.75 1.0% 94% False False 300,445
80 1,408.00 1,140.25 267.75 19.2% 16.00 1.1% 96% False False 225,452
100 1,408.00 1,140.25 267.75 19.2% 16.25 1.2% 96% False False 180,376
120 1,408.00 1,057.50 350.50 25.1% 18.25 1.3% 97% False False 150,316
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,454.50
2.618 1,435.75
1.618 1,424.25
1.000 1,417.25
0.618 1,412.75
HIGH 1,405.75
0.618 1,401.25
0.500 1,400.00
0.382 1,398.75
LOW 1,394.25
0.618 1,387.25
1.000 1,382.75
1.618 1,375.75
2.618 1,364.25
4.250 1,345.50
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 1,400.00 1,400.00
PP 1,399.25 1,399.00
S1 1,398.25 1,398.25

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

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