E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1,372.00 1,370.00 -2.00 -0.1% 1,355.50
High 1,381.50 1,383.00 1.50 0.1% 1,385.00
Low 1,367.75 1,349.25 -18.50 -1.4% 1,321.25
Close 1,370.50 1,362.00 -8.50 -0.6% 1,382.50
Range 13.75 33.75 20.00 145.5% 63.75
ATR 19.74 20.74 1.00 5.1% 0.00
Volume 1,789,642 2,827,731 1,038,089 58.0% 10,799,322
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,466.00 1,447.75 1,380.50
R3 1,432.25 1,414.00 1,371.25
R2 1,398.50 1,398.50 1,368.25
R1 1,380.25 1,380.25 1,365.00 1,372.50
PP 1,364.75 1,364.75 1,364.75 1,361.00
S1 1,346.50 1,346.50 1,359.00 1,338.75
S2 1,331.00 1,331.00 1,355.75
S3 1,297.25 1,312.75 1,352.75
S4 1,263.50 1,279.00 1,343.50
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1,554.25 1,532.00 1,417.50
R3 1,490.50 1,468.25 1,400.00
R2 1,426.75 1,426.75 1,394.25
R1 1,404.50 1,404.50 1,388.25 1,415.50
PP 1,363.00 1,363.00 1,363.00 1,368.50
S1 1,340.75 1,340.75 1,376.75 1,352.00
S2 1,299.25 1,299.25 1,370.75
S3 1,235.50 1,277.00 1,365.00
S4 1,171.75 1,213.25 1,347.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,387.50 1,349.25 38.25 2.8% 21.50 1.6% 33% False True 2,074,019
10 1,387.50 1,321.25 66.25 4.9% 22.00 1.6% 62% False False 2,047,380
20 1,387.50 1,319.75 67.75 5.0% 19.75 1.4% 62% False False 1,927,234
40 1,387.50 1,297.00 90.50 6.6% 20.75 1.5% 72% False False 1,929,635
60 1,387.50 1,255.50 132.00 9.7% 21.00 1.5% 81% False False 1,295,389
80 1,405.00 1,255.50 149.50 11.0% 20.25 1.5% 71% False False 971,970
100 1,413.50 1,255.50 158.00 11.6% 19.25 1.4% 67% False False 777,836
120 1,413.50 1,255.50 158.00 11.6% 17.75 1.3% 67% False False 648,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.98
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,526.50
2.618 1,471.25
1.618 1,437.50
1.000 1,416.75
0.618 1,403.75
HIGH 1,383.00
0.618 1,370.00
0.500 1,366.00
0.382 1,362.25
LOW 1,349.25
0.618 1,328.50
1.000 1,315.50
1.618 1,294.75
2.618 1,261.00
4.250 1,205.75
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1,366.00 1,368.00
PP 1,364.75 1,366.00
S1 1,363.50 1,364.00

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

View Archives - Comment on this page... - Back to Index of Symbols