E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 1,266.50 1,263.75 -2.75 -0.2% 1,250.75
High 1,271.75 1,268.50 -3.25 -0.3% 1,271.75
Low 1,261.50 1,253.00 -8.50 -0.7% 1,250.75
Close 1,265.25 1,262.50 -2.75 -0.2% 1,262.50
Range 10.25 15.50 5.25 51.2% 21.00
ATR 11.01 11.33 0.32 2.9% 0.00
Volume 630 1,419 789 125.2% 4,439
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,307.75 1,300.75 1,271.00
R3 1,292.25 1,285.25 1,266.75
R2 1,276.75 1,276.75 1,265.25
R1 1,269.75 1,269.75 1,264.00 1,265.50
PP 1,261.25 1,261.25 1,261.25 1,259.25
S1 1,254.25 1,254.25 1,261.00 1,250.00
S2 1,245.75 1,245.75 1,259.75
S3 1,230.25 1,238.75 1,258.25
S4 1,214.75 1,223.25 1,254.00
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,324.75 1,314.50 1,274.00
R3 1,303.75 1,293.50 1,268.25
R2 1,282.75 1,282.75 1,266.25
R1 1,272.50 1,272.50 1,264.50 1,277.50
PP 1,261.75 1,261.75 1,261.75 1,264.25
S1 1,251.50 1,251.50 1,260.50 1,256.50
S2 1,240.75 1,240.75 1,258.75
S3 1,219.75 1,230.50 1,256.75
S4 1,198.75 1,209.50 1,251.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,271.75 1,250.75 21.00 1.7% 14.25 1.1% 56% False False 887
10 1,271.75 1,241.00 30.75 2.4% 10.00 0.8% 70% False False 574
20 1,271.75 1,222.25 49.50 3.9% 9.25 0.7% 81% False False 511
40 1,271.75 1,161.50 110.25 8.7% 12.50 1.0% 92% False False 269
60 1,271.75 1,145.75 126.00 10.0% 12.75 1.0% 93% False False 184
80 1,271.75 1,104.25 167.50 13.3% 13.25 1.0% 94% False False 141
100 1,271.75 1,030.50 241.25 19.1% 11.25 0.9% 96% False False 115
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,334.50
2.618 1,309.00
1.618 1,293.50
1.000 1,284.00
0.618 1,278.00
HIGH 1,268.50
0.618 1,262.50
0.500 1,260.75
0.382 1,259.00
LOW 1,253.00
0.618 1,243.50
1.000 1,237.50
1.618 1,228.00
2.618 1,212.50
4.250 1,187.00
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 1,262.00 1,262.25
PP 1,261.25 1,261.75
S1 1,260.75 1,261.50

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

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