E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1,353.75 1,345.00 -8.75 -0.6% 1,352.25
High 1,353.75 1,356.75 3.00 0.2% 1,362.50
Low 1,351.50 1,342.00 -9.50 -0.7% 1,341.75
Close 1,351.50 1,355.50 4.00 0.3% 1,351.50
Range 2.25 14.75 12.50 555.6% 20.75
ATR 9.75 10.11 0.36 3.7% 0.00
Volume 13 6 -7 -53.8% 90
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,395.75 1,390.25 1,363.50
R3 1,381.00 1,375.50 1,359.50
R2 1,366.25 1,366.25 1,358.25
R1 1,360.75 1,360.75 1,356.75 1,363.50
PP 1,351.50 1,351.50 1,351.50 1,352.75
S1 1,346.00 1,346.00 1,354.25 1,348.75
S2 1,336.75 1,336.75 1,352.75
S3 1,322.00 1,331.25 1,351.50
S4 1,307.25 1,316.50 1,347.50
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,414.25 1,403.50 1,363.00
R3 1,393.50 1,382.75 1,357.25
R2 1,372.75 1,372.75 1,355.25
R1 1,362.00 1,362.00 1,353.50 1,357.00
PP 1,352.00 1,352.00 1,352.00 1,349.50
S1 1,341.25 1,341.25 1,349.50 1,336.25
S2 1,331.25 1,331.25 1,347.75
S3 1,310.50 1,320.50 1,345.75
S4 1,289.75 1,299.75 1,340.00
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 1,341.75 20.75 1.5% 10.50 0.8% 66% False False 19
10 1,362.50 1,329.00 33.50 2.5% 9.50 0.7% 79% False False 29
20 1,362.50 1,290.00 72.50 5.3% 8.75 0.7% 90% False False 23
40 1,362.50 1,242.00 120.50 8.9% 7.25 0.5% 94% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,419.50
2.618 1,395.25
1.618 1,380.50
1.000 1,371.50
0.618 1,365.75
HIGH 1,356.75
0.618 1,351.00
0.500 1,349.50
0.382 1,347.75
LOW 1,342.00
0.618 1,333.00
1.000 1,327.25
1.618 1,318.25
2.618 1,303.50
4.250 1,279.25
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1,353.50 1,353.50
PP 1,351.50 1,351.25
S1 1,349.50 1,349.25

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

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