E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 1,266.00 1,278.75 12.75 1.0% 1,312.25
High 1,280.00 1,309.25 29.25 2.3% 1,327.75
Low 1,260.75 1,276.50 15.75 1.2% 1,267.00
Close 1,278.50 1,309.00 30.50 2.4% 1,267.25
Range 19.25 32.75 13.50 70.1% 60.75
ATR 21.05 21.89 0.84 4.0% 0.00
Volume 108,815 238,590 129,775 119.3% 47,479
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,396.50 1,385.50 1,327.00
R3 1,363.75 1,352.75 1,318.00
R2 1,331.00 1,331.00 1,315.00
R1 1,320.00 1,320.00 1,312.00 1,325.50
PP 1,298.25 1,298.25 1,298.25 1,301.00
S1 1,287.25 1,287.25 1,306.00 1,292.75
S2 1,265.50 1,265.50 1,303.00
S3 1,232.75 1,254.50 1,300.00
S4 1,200.00 1,221.75 1,291.00
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,469.50 1,429.25 1,300.75
R3 1,408.75 1,368.50 1,284.00
R2 1,348.00 1,348.00 1,278.50
R1 1,307.75 1,307.75 1,272.75 1,297.50
PP 1,287.25 1,287.25 1,287.25 1,282.25
S1 1,247.00 1,247.00 1,261.75 1,236.75
S2 1,226.50 1,226.50 1,256.00
S3 1,165.75 1,186.25 1,250.50
S4 1,105.00 1,125.50 1,233.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,312.00 1,255.50 56.50 4.3% 25.25 1.9% 95% False False 90,333
10 1,327.75 1,255.50 72.25 5.5% 22.75 1.7% 74% False False 50,081
20 1,356.75 1,255.50 101.25 7.7% 21.75 1.7% 53% False False 26,898
40 1,405.00 1,255.50 149.50 11.4% 20.00 1.5% 36% False False 14,305
60 1,413.50 1,255.50 158.00 12.1% 18.25 1.4% 34% False False 9,970
80 1,413.50 1,255.50 158.00 12.1% 16.25 1.2% 34% False False 7,488
100 1,413.50 1,255.50 158.00 12.1% 14.75 1.1% 34% False False 5,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,448.50
2.618 1,395.00
1.618 1,362.25
1.000 1,342.00
0.618 1,329.50
HIGH 1,309.25
0.618 1,296.75
0.500 1,293.00
0.382 1,289.00
LOW 1,276.50
0.618 1,256.25
1.000 1,243.75
1.618 1,223.50
2.618 1,190.75
4.250 1,137.25
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 1,303.50 1,300.00
PP 1,298.25 1,291.25
S1 1,293.00 1,282.50

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

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