E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 1,306.00 1,308.75 2.75 0.2% 1,298.25
High 1,314.00 1,310.75 -3.25 -0.2% 1,315.50
Low 1,306.00 1,308.75 2.75 0.2% 1,290.75
Close 1,308.00 1,310.75 2.75 0.2% 1,300.75
Range 8.00 2.00 -6.00 -75.0% 24.75
ATR 10.26 9.72 -0.54 -5.2% 0.00
Volume 18 68 50 277.8% 79
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,316.00 1,315.50 1,311.75
R3 1,314.00 1,313.50 1,311.25
R2 1,312.00 1,312.00 1,311.00
R1 1,311.50 1,311.50 1,311.00 1,311.75
PP 1,310.00 1,310.00 1,310.00 1,310.25
S1 1,309.50 1,309.50 1,310.50 1,309.75
S2 1,308.00 1,308.00 1,310.50
S3 1,306.00 1,307.50 1,310.25
S4 1,304.00 1,305.50 1,309.75
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,376.50 1,363.50 1,314.25
R3 1,351.75 1,338.75 1,307.50
R2 1,327.00 1,327.00 1,305.25
R1 1,314.00 1,314.00 1,303.00 1,320.50
PP 1,302.25 1,302.25 1,302.25 1,305.50
S1 1,289.25 1,289.25 1,298.50 1,295.75
S2 1,277.50 1,277.50 1,296.25
S3 1,252.75 1,264.50 1,294.00
S4 1,228.00 1,239.75 1,287.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,314.00 1,290.00 24.00 1.8% 6.25 0.5% 86% False False 23
10 1,315.50 1,290.00 25.50 1.9% 7.75 0.6% 81% False False 19
20 1,315.50 1,256.25 59.25 4.5% 7.00 0.5% 92% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.78
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,319.25
2.618 1,316.00
1.618 1,314.00
1.000 1,312.75
0.618 1,312.00
HIGH 1,310.75
0.618 1,310.00
0.500 1,309.75
0.382 1,309.50
LOW 1,308.75
0.618 1,307.50
1.000 1,306.75
1.618 1,305.50
2.618 1,303.50
4.250 1,300.25
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 1,310.50 1,308.25
PP 1,310.00 1,305.75
S1 1,309.75 1,303.25

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

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