E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1,386.50 1,354.00 -32.50 -2.3% 1,400.25
High 1,389.00 1,370.25 -18.75 -1.3% 1,411.50
Low 1,361.50 1,342.50 -19.00 -1.4% 1,361.50
Close 1,362.50 1,365.75 3.25 0.2% 1,362.50
Range 27.50 27.75 0.25 0.9% 50.00
ATR 17.86 18.56 0.71 4.0% 0.00
Volume 2,074,698 1,606,353 -468,345 -22.6% 8,139,327
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1,442.75 1,432.00 1,381.00
R3 1,415.00 1,404.25 1,373.50
R2 1,387.25 1,387.25 1,370.75
R1 1,376.50 1,376.50 1,368.25 1,382.00
PP 1,359.50 1,359.50 1,359.50 1,362.25
S1 1,348.75 1,348.75 1,363.25 1,354.00
S2 1,331.75 1,331.75 1,360.75
S3 1,304.00 1,321.00 1,358.00
S4 1,276.25 1,293.25 1,350.50
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1,528.50 1,495.50 1,390.00
R3 1,478.50 1,445.50 1,376.25
R2 1,428.50 1,428.50 1,371.75
R1 1,395.50 1,395.50 1,367.00 1,387.00
PP 1,378.50 1,378.50 1,378.50 1,374.25
S1 1,345.50 1,345.50 1,358.00 1,337.00
S2 1,328.50 1,328.50 1,353.25
S3 1,278.50 1,295.50 1,348.75
S4 1,228.50 1,245.50 1,335.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,411.50 1,342.50 69.00 5.1% 21.75 1.6% 34% False True 1,685,188
10 1,411.50 1,342.50 69.00 5.1% 18.50 1.3% 34% False True 1,628,919
20 1,411.50 1,342.50 69.00 5.1% 19.25 1.4% 34% False True 1,813,340
40 1,419.75 1,342.50 77.25 5.7% 17.00 1.2% 30% False True 1,747,944
60 1,419.75 1,327.75 92.00 6.7% 16.00 1.2% 41% False False 1,219,695
80 1,419.75 1,267.50 152.25 11.1% 15.75 1.2% 65% False False 915,740
100 1,419.75 1,190.00 229.75 16.8% 16.00 1.2% 76% False False 732,804
120 1,419.75 1,140.25 279.50 20.5% 16.25 1.2% 81% False False 610,697
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 False
Bear Hook False
Bull Hook False
Stretch 4.45
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,488.25
2.618 1,443.00
1.618 1,415.25
1.000 1,398.00
0.618 1,387.50
HIGH 1,370.25
0.618 1,359.75
0.500 1,356.50
0.382 1,353.00
LOW 1,342.50
0.618 1,325.25
1.000 1,314.75
1.618 1,297.50
2.618 1,269.75
4.250 1,224.50
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1,362.50 1,372.50
PP 1,359.50 1,370.25
S1 1,356.50 1,368.00

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

View Archives - Comment on this page... - Back to Index of Symbols