E-mini S&P 500 Future September 2012

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary Previous Current 26-Jun-2012 27-Jun-2012 Change Change % Previous Week Open 1,306.75 1,315.75 9.00 0.7% 1,345.25 High 1,318.00 1,328.50 10.50 0.8% 1,357.00 Low 1,303.25 1,312.00 8.75 0.7% 1,317.50 Close 1,315.50 1,325.50 10.00 0.8% 1,326.75 Range 14.75 16.50 1.75 11.9% 39.50 ATR 21.59 21.22 -0.36 -1.7% 0.00 Volume 1,810,326 1,615,882 -194,444 -10.7% 10,765,950
Daily Pivots for day following 27-Jun-2012 Classic Woodie Camarilla DeMark R4 1,371.50 1,365.00 1,334.50 R3 1,355.00 1,348.50 1,330.00 R2 1,338.50 1,338.50 1,328.50 R1 1,332.00 1,332.00 1,327.00 1,335.25 PP 1,322.00 1,322.00 1,322.00 1,323.50 S1 1,315.50 1,315.50 1,324.00 1,318.75 S2 1,305.50 1,305.50 1,322.50 S3 1,289.00 1,299.00 1,321.00 S4 1,272.50 1,282.50 1,316.50	Weekly Pivots for week ending 22-Jun-2012 Classic Woodie Camarilla DeMark R4 1,452.25 1,429.00 1,348.50 R3 1,412.75 1,389.50 1,337.50 R2 1,373.25 1,373.25 1,334.00 R1 1,350.00 1,350.00 1,330.25 1,342.00 PP 1,333.75 1,333.75 1,333.75 1,329.75 S1 1,310.50 1,310.50 1,323.25 1,302.50 S2 1,294.25 1,294.25 1,319.50 S3 1,254.75 1,271.00 1,316.00 S4 1,215.25 1,231.50 1,305.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,353.25 1,302.50 50.75 3.8% 21.00 1.6% 45% False False 1,966,664 10 1,357.00 1,302.50 54.50 4.1% 19.75 1.5% 42% False False 2,065,673 20 1,357.00 1,255.50 101.50 7.7% 22.50 1.7% 69% False False 1,630,751 40 1,397.25 1,255.50 141.75 10.7% 21.75 1.6% 49% False False 817,743 60 1,405.00 1,255.50 149.50 11.3% 20.25 1.5% 47% False False 545,668 80 1,413.50 1,255.50 158.00 11.9% 18.50 1.4% 44% False False 409,526 100 1,413.50 1,255.50 158.00 11.9% 16.75 1.3% 44% False False 327,626 120 1,413.50 1,255.50 158.00 11.9% 15.25 1.1% 44% False False 273,024
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 2.75 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,398.50 2.618 1,371.75 1.618 1,355.25 1.000 1,345.00 0.618 1,338.75 HIGH 1,328.50 0.618 1,322.25 0.500 1,320.25 0.382 1,318.25 LOW 1,312.00 0.618 1,301.75 1.000 1,295.50 1.618 1,285.25 2.618 1,268.75 4.250 1,242.00
Fisher Pivots for day following 27-Jun-2012 Pivot 1 day 3 day R1 1,323.75 1,322.25 PP 1,322.00 1,318.75 S1 1,320.25 1,315.50

Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.