E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1,297.00 1,314.50 17.50 1.3% 1,335.75
High 1,314.75 1,324.00 9.25 0.7% 1,337.50
Low 1,296.25 1,308.25 12.00 0.9% 1,287.75
Close 1,313.75 1,321.00 7.25 0.6% 1,313.75
Range 18.50 15.75 -2.75 -14.9% 49.75
ATR 14.50 14.59 0.09 0.6% 0.00
Volume 17,578 13,047 -4,531 -25.8% 28,313
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,365.00 1,358.75 1,329.75
R3 1,349.25 1,343.00 1,325.25
R2 1,333.50 1,333.50 1,324.00
R1 1,327.25 1,327.25 1,322.50 1,330.50
PP 1,317.75 1,317.75 1,317.75 1,319.25
S1 1,311.50 1,311.50 1,319.50 1,314.50
S2 1,302.00 1,302.00 1,318.00
S3 1,286.25 1,295.75 1,316.75
S4 1,270.50 1,280.00 1,312.25
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,462.25 1,437.75 1,341.00
R3 1,412.50 1,388.00 1,327.50
R2 1,362.75 1,362.75 1,322.75
R1 1,338.25 1,338.25 1,318.25 1,325.50
PP 1,313.00 1,313.00 1,313.00 1,306.75
S1 1,288.50 1,288.50 1,309.25 1,276.00
S2 1,263.25 1,263.25 1,304.75
S3 1,213.50 1,238.75 1,300.00
S4 1,163.75 1,189.00 1,286.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,337.50 1,287.75 49.75 3.8% 21.25 1.6% 67% False False 8,272
10 1,337.75 1,287.75 50.00 3.8% 14.75 1.1% 67% False False 5,214
20 1,337.75 1,257.75 80.00 6.1% 14.50 1.1% 79% False False 3,302
40 1,337.75 1,244.75 93.00 7.0% 13.75 1.0% 82% False False 2,195
60 1,337.75 1,193.25 144.50 10.9% 12.25 0.9% 88% False False 1,559
80 1,337.75 1,161.50 176.25 13.3% 13.00 1.0% 90% False False 1,173
100 1,337.75 1,137.50 200.25 15.2% 13.25 1.0% 92% False False 940
120 1,337.75 1,083.00 254.75 19.3% 13.00 1.0% 93% False False 785
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 3.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,391.00
2.618 1,365.25
1.618 1,349.50
1.000 1,339.75
0.618 1,333.75
HIGH 1,324.00
0.618 1,318.00
0.500 1,316.00
0.382 1,314.25
LOW 1,308.25
0.618 1,298.50
1.000 1,292.50
1.618 1,282.75
2.618 1,267.00
4.250 1,241.25
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1,319.50 1,316.00
PP 1,317.75 1,311.00
S1 1,316.00 1,306.00

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

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