ES - S&P 500 E-Mini Futures

Monday, January 30, 2012

Close

27/01/2012
1,312.75

26/01/2012
1,315.00

25/01/2012
1,320.50

24/01/2012
1,311.50

23/01/2012
1,311.25

Open

1,308.25

1,327.00

1,308.00

1,303.50

1,310.75

52 Week High

1,373.50

1 Day Ago

Past 5 Days

Past 20 Days

52 Week Low

1,068.00

SPX

-3.58

123.6%

1319.75

1336.50

1349.25

Average Volume

2,217,362

SPY (x10)

-5.45

Levels

Spread at Close

High

1,317.25

1,329.75

1,324.75

1,311.75

1,318.25

High

1317.25

1329.75

1329.75

Low

1,307.00

1,309.25

1,303.00

1,301.50

1,305.25

61.8%

1313.25

1319.00

1298.25

8:30 AM

Personal Income and Outlays

Range

10.25

20.50

21.75

10.25

13.00

Mid Point

1312.25

1315.75

1288.75

10:30 AM

Dallas Fed Mfg Survey

Change

-2.25

-5.50

9.00

0.25

0.00

38.2%

1311.00

1312.25

1279.00

Volume

1,730,421

2,001,696

1,968,562

1,469,957

1,594,961

Low

1307.00

1301.50

1247.50

% Volume

78.04%

89.59%

87.85%

65.44%

70.59%

-23.6%

1304.50

1294.75

1228.00

Pivot Points

Daily

Weekly

Monthly

R3

1,327.75

1,356.25

1,353.00

R2

1,322.50

1,343.00

R1

1,317.50

1,328.00

PP

1,312.25

1,314.75

1,238.50

S1

1,307.25

1,299.75

1,210.00

S2

1,302.00

1,286.50

1,167.00

S3

1,297.00

1,271.50

1,138.50

Bollinger Bands (20,2)

Daily
Weekly

Monthly

Open Gaps
1,343.50

Next Trading Day's Calendar (EST)

Naked Daily POC

Above

Above
July 21

Today's Calendar (EST)

---

1,344.25

9:00 AM

S&P Case-Shiller Home Price Index

9:45 AM

Chicago PMI

10:00 AM

Consumer Confidence

Jan. 27

1,319.50

1,310.00

July 25

1,341.00

Period

SMA

Dir.

EMA

Dir.

1,281.50

July 8

1,346.50

10

1,307.75

1,307.00

20

1,292.75

Below
Nov. 28

1,171.25

---

1,182.50

Daily Moving Averages

50

1,250.50

200

1,252.75

Below

1,293.00
1,265.00
1,242.75

Weekly Moving Averages

Jan. 19

1296.75

Period

SMA

Dir.

EMA

Dir.

1 Day Ago

Past 5 Days

Past 20 Days

Jan. 17

1279.75

10

1,271.25

1,276.00

1,313.25

1,317.75

1,322.00

Jan. 10

1275.50

20

1,236.75

Jan. 3

1256.50

Volume Value Areas

Upper

1,329.00

1,341.00

1,422.25

VAH

Middle

1,292.75

1,236.75

1,228.25

POC

1,312.00

1,309.75

1,308.00

Lower

1,256.25

1,123.50

1,034.75

VAL

1,309.00

1,306.00

1,278.00

Support Trend Line

50

1,263.50

200

1,130.75

1,257.25
1,243.00
1,195.50

Monthly Moving Averages

Resistance Trend Lines

Tested

Value

Tested

Period

SMA

Dir.

EMA

Dir.

1,311.25

Daily Horizontal Line

1,324.00

Daily Horizontal Line

10

1,270.50

1,254.75

1,290.00

Daily Horizontal Line

1,345.00

Daily Horizontal Line

20

1,228.25

1,269.25

Daily Horizontal Line

50

1,151.75

1,241.25

Daily Horizontal Line

200

1,123.75

Value

Type

Type

1,228.00
1,197.50
1,053.00

Today's Focus Areas

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