E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 1,398.50 1,400.25 1.75 0.1% 1,390.25
High 1,403.75 1,402.75 -1.00 -0.1% 1,403.75
Low 1,393.75 1,392.00 -1.75 -0.1% 1,387.25
Close 1,400.50 1,402.50 2.00 0.1% 1,402.50
Range 10.00 10.75 0.75 7.5% 16.50
ATR 18.76 18.18 -0.57 -3.0% 0.00
Volume 1,179,236 1,241,893 62,657 5.3% 6,273,561
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,431.25 1,427.75 1,408.50
R3 1,420.50 1,417.00 1,405.50
R2 1,409.75 1,409.75 1,404.50
R1 1,406.25 1,406.25 1,403.50 1,408.00
PP 1,399.00 1,399.00 1,399.00 1,400.00
S1 1,395.50 1,395.50 1,401.50 1,397.25
S2 1,388.25 1,388.25 1,400.50
S3 1,377.50 1,384.75 1,399.50
S4 1,366.75 1,374.00 1,396.50
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1,447.25 1,441.50 1,411.50
R3 1,430.75 1,425.00 1,407.00
R2 1,414.25 1,414.25 1,405.50
R1 1,408.50 1,408.50 1,404.00 1,411.50
PP 1,397.75 1,397.75 1,397.75 1,399.25
S1 1,392.00 1,392.00 1,401.00 1,395.00
S2 1,381.25 1,381.25 1,399.50
S3 1,364.75 1,375.50 1,398.00
S4 1,348.25 1,359.00 1,393.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,403.75 1,387.25 16.50 1.2% 11.00 0.8% 92% False False 1,254,712
10 1,403.75 1,349.25 54.50 3.9% 16.00 1.1% 98% False False 1,609,228
20 1,403.75 1,321.25 82.50 5.9% 18.25 1.3% 98% False False 1,787,398
40 1,403.75 1,302.50 101.25 7.2% 19.00 1.4% 99% False False 1,777,234
60 1,403.75 1,255.50 148.25 10.6% 20.75 1.5% 99% False False 1,432,112
80 1,405.00 1,255.50 149.50 10.7% 20.00 1.4% 98% False False 1,074,599
100 1,413.50 1,255.50 158.00 11.3% 19.50 1.4% 93% False False 859,990
120 1,413.50 1,255.50 158.00 11.3% 18.00 1.3% 93% False False 716,681
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 True
3BNR True
4BNR True
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 1,431.00
1.618 1,420.25
1.000 1,413.50
0.618 1,409.50
HIGH 1,402.75
0.618 1,398.75
0.500 1,397.50
0.382 1,396.00
LOW 1,392.00
0.618 1,385.25
1.000 1,381.25
1.618 1,374.50
2.618 1,363.75
4.250 1,346.25
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 1,400.75 1,400.75
PP 1,399.00 1,399.00
S1 1,397.50 1,397.00

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

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