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-Aug-2012
Day Change Summary Previous Current 24-Aug-2012 27-Aug-2012 Change Change % Previous Week Open 1,399.75 1,410.00 10.25 0.7% 1,415.00 High 1,412.00 1,416.00 4.00 0.3% 1,424.75 Low 1,395.25 1,407.00 11.75 0.8% 1,395.25 Close 1,409.75 1,408.25 -1.50 -0.1% 1,409.75 Range 16.75 9.00 -7.75 -46.3% 29.50 ATR 15.35 14.90 -0.45 -3.0% 0.00 Volume 1,571,472 929,925 -641,547 -40.8% 7,676,660
Daily Pivots for day following 27-Aug-2012 Classic Woodie Camarilla DeMark R4 1,437.50 1,431.75 1,413.25 R3 1,428.50 1,422.75 1,410.75 R2 1,419.50 1,419.50 1,410.00 R1 1,413.75 1,413.75 1,409.00 1,412.00 PP 1,410.50 1,410.50 1,410.50 1,409.50 S1 1,404.75 1,404.75 1,407.50 1,403.00 S2 1,401.50 1,401.50 1,406.50 S3 1,392.50 1,395.75 1,405.75 S4 1,383.50 1,386.75 1,403.25	Weekly Pivots for week ending 24-Aug-2012 Classic Woodie Camarilla DeMark R4 1,498.50 1,483.50 1,426.00 R3 1,469.00 1,454.00 1,417.75 R2 1,439.50 1,439.50 1,415.25 R1 1,424.50 1,424.50 1,412.50 1,417.25 PP 1,410.00 1,410.00 1,410.00 1,406.25 S1 1,395.00 1,395.00 1,407.00 1,387.75 S2 1,380.50 1,380.50 1,404.25 S3 1,351.00 1,365.50 1,401.75 S4 1,321.50 1,336.00 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 1,424.75 1,395.25 29.50 2.1% 14.50 1.0% 44% False False 1,499,176 10 1,424.75 1,395.25 29.50 2.1% 12.25 0.9% 44% False False 1,376,517 20 1,424.75 1,349.25 75.50 5.4% 14.00 1.0% 78% False False 1,478,848 40 1,424.75 1,319.75 105.00 7.5% 16.50 1.2% 84% False False 1,585,796 60 1,424.75 1,255.50 169.25 12.0% 18.50 1.3% 90% False False 1,679,877 80 1,424.75 1,255.50 169.25 12.0% 19.50 1.4% 90% False False 1,261,429 100 1,424.75 1,255.50 169.25 12.0% 19.00 1.4% 90% False False 1,009,454 120 1,424.75 1,255.50 169.25 12.0% 18.00 1.3% 90% False False 841,412
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False 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 3.83 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,454.25 2.618 1,439.50 1.618 1,430.50 1.000 1,425.00 0.618 1,421.50 HIGH 1,416.00 0.618 1,412.50 0.500 1,411.50 0.382 1,410.50 LOW 1,407.00 0.618 1,401.50 1.000 1,398.00 1.618 1,392.50 2.618 1,383.50 4.250 1,368.75
Fisher Pivots for day following 27-Aug-2012 Pivot 1 day 3 day R1 1,411.50 1,407.75 PP 1,410.50 1,407.25 S1 1,409.25 1,406.50

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.