E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 1,342.50 1,352.25 9.75 0.7% 1,333.00
High 1,348.00 1,362.50 14.50 1.1% 1,348.00
Low 1,342.50 1,345.00 2.50 0.2% 1,329.00
Close 1,348.00 1,348.25 0.25 0.0% 1,348.00
Range 5.50 17.50 12.00 218.2% 19.00
ATR 10.00 10.54 0.54 5.4% 0.00
Volume 5 6 1 20.0% 203
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,404.50 1,393.75 1,358.00
R3 1,387.00 1,376.25 1,353.00
R2 1,369.50 1,369.50 1,351.50
R1 1,358.75 1,358.75 1,349.75 1,355.50
PP 1,352.00 1,352.00 1,352.00 1,350.25
S1 1,341.25 1,341.25 1,346.75 1,338.00
S2 1,334.50 1,334.50 1,345.00
S3 1,317.00 1,323.75 1,343.50
S4 1,299.50 1,306.25 1,338.50
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,398.75 1,392.25 1,358.50
R3 1,379.75 1,373.25 1,353.25
R2 1,360.75 1,360.75 1,351.50
R1 1,354.25 1,354.25 1,349.75 1,357.50
PP 1,341.75 1,341.75 1,341.75 1,343.25
S1 1,335.25 1,335.25 1,346.25 1,338.50
S2 1,322.75 1,322.75 1,344.50
S3 1,303.75 1,316.25 1,342.75
S4 1,284.75 1,297.25 1,337.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,362.50 1,329.00 33.50 2.5% 11.00 0.8% 57% True False 15
10 1,362.50 1,323.50 39.00 2.9% 9.50 0.7% 63% True False 24
20 1,362.50 1,290.00 72.50 5.4% 9.25 0.7% 80% True False 22
40 1,362.50 1,234.00 128.50 9.5% 6.75 0.5% 89% True False 18
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 1.95
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1,437.00
2.618 1,408.25
1.618 1,390.75
1.000 1,380.00
0.618 1,373.25
HIGH 1,362.50
0.618 1,355.75
0.500 1,353.75
0.382 1,351.75
LOW 1,345.00
0.618 1,334.25
1.000 1,327.50
1.618 1,316.75
2.618 1,299.25
4.250 1,270.50
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 1,353.75 1,348.50
PP 1,352.00 1,348.50
S1 1,350.00 1,348.25

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

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