E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 1,226.50 1,233.50 7.00 0.6% 1,230.50
High 1,234.25 1,235.50 1.25 0.1% 1,236.75
Low 1,224.00 1,230.00 6.00 0.5% 1,224.00
Close 1,233.50 1,233.50 0.00 0.0% 1,233.50
Range 10.25 5.50 -4.75 -46.3% 12.75
ATR 13.46 12.89 -0.57 -4.2% 0.00
Volume 130 276 146 112.3% 1,912
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,249.50 1,247.00 1,236.50
R3 1,244.00 1,241.50 1,235.00
R2 1,238.50 1,238.50 1,234.50
R1 1,236.00 1,236.00 1,234.00 1,236.25
PP 1,233.00 1,233.00 1,233.00 1,233.00
S1 1,230.50 1,230.50 1,233.00 1,230.75
S2 1,227.50 1,227.50 1,232.50
S3 1,222.00 1,225.00 1,232.00
S4 1,216.50 1,219.50 1,230.50
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,269.75 1,264.25 1,240.50
R3 1,257.00 1,251.50 1,237.00
R2 1,244.25 1,244.25 1,235.75
R1 1,238.75 1,238.75 1,234.75 1,241.50
PP 1,231.50 1,231.50 1,231.50 1,232.75
S1 1,226.00 1,226.00 1,232.25 1,228.75
S2 1,218.75 1,218.75 1,231.25
S3 1,206.00 1,213.25 1,230.00
S4 1,193.25 1,200.50 1,226.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,236.75 1,224.00 12.75 1.0% 8.50 0.7% 75% False False 382
10 1,236.75 1,207.00 29.75 2.4% 9.75 0.8% 89% False False 232
20 1,236.75 1,163.00 73.75 6.0% 14.00 1.1% 96% False False 120
40 1,236.75 1,158.25 78.50 6.4% 13.25 1.1% 96% False False 67
60 1,236.75 1,109.25 127.50 10.3% 14.00 1.1% 97% False False 48
80 1,236.75 1,030.50 206.25 16.7% 12.25 1.0% 98% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.88
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,259.00
2.618 1,250.00
1.618 1,244.50
1.000 1,241.00
0.618 1,239.00
HIGH 1,235.50
0.618 1,233.50
0.500 1,232.75
0.382 1,232.00
LOW 1,230.00
0.618 1,226.50
1.000 1,224.50
1.618 1,221.00
2.618 1,215.50
4.250 1,206.50
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 1,233.25 1,232.25
PP 1,233.00 1,231.00
S1 1,232.75 1,229.75

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

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