E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 1,233.50 1,234.75 1.25 0.1% 1,230.50
High 1,235.50 1,240.50 5.00 0.4% 1,236.75
Low 1,230.00 1,229.50 -0.50 0.0% 1,224.00
Close 1,233.50 1,236.25 2.75 0.2% 1,233.50
Range 5.50 11.00 5.50 100.0% 12.75
ATR 12.89 12.76 -0.14 -1.0% 0.00
Volume 276 899 623 225.7% 1,912
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,268.50 1,263.25 1,242.25
R3 1,257.50 1,252.25 1,239.25
R2 1,246.50 1,246.50 1,238.25
R1 1,241.25 1,241.25 1,237.25 1,244.00
PP 1,235.50 1,235.50 1,235.50 1,236.75
S1 1,230.25 1,230.25 1,235.25 1,233.00
S2 1,224.50 1,224.50 1,234.25
S3 1,213.50 1,219.25 1,233.25
S4 1,202.50 1,208.25 1,230.25
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 1,240.50 1,224.00 16.50 1.3% 9.00 0.7% 74% True False 552
10 1,240.50 1,208.00 32.50 2.6% 10.00 0.8% 87% True False 318
20 1,240.50 1,163.00 77.50 6.3% 14.00 1.1% 95% True False 165
40 1,240.50 1,158.25 82.25 6.7% 13.50 1.1% 95% True False 90
60 1,240.50 1,117.50 123.00 9.9% 13.75 1.1% 97% True False 63
80 1,240.50 1,030.50 210.00 17.0% 12.50 1.0% 98% True False 49
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 True
Bear Hook False
Bull Hook False
Stretch 2.98
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,287.25
2.618 1,269.25
1.618 1,258.25
1.000 1,251.50
0.618 1,247.25
HIGH 1,240.50
0.618 1,236.25
0.500 1,235.00
0.382 1,233.75
LOW 1,229.50
0.618 1,222.75
1.000 1,218.50
1.618 1,211.75
2.618 1,200.75
4.250 1,182.75
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 1,235.75 1,235.00
PP 1,235.50 1,233.50
S1 1,235.00 1,232.25

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

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