E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 1,329.00 1,328.50 -0.50 0.0% 1,327.00
High 1,335.25 1,335.75 0.50 0.0% 1,336.50
Low 1,322.25 1,318.75 -3.50 -0.3% 1,318.75
Close 1,328.50 1,323.75 -4.75 -0.4% 1,323.75
Range 13.00 17.00 4.00 30.8% 17.75
ATR 16.11 16.17 0.06 0.4% 0.00
Volume 2,179,895 1,857,370 -322,525 -14.8% 8,521,991
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,377.00 1,367.50 1,333.00
R3 1,360.00 1,350.50 1,328.50
R2 1,343.00 1,343.00 1,326.75
R1 1,333.50 1,333.50 1,325.25 1,329.75
PP 1,326.00 1,326.00 1,326.00 1,324.25
S1 1,316.50 1,316.50 1,322.25 1,312.75
S2 1,309.00 1,309.00 1,320.75
S3 1,292.00 1,299.50 1,319.00
S4 1,275.00 1,282.50 1,314.50
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,379.50 1,369.50 1,333.50
R3 1,361.75 1,351.75 1,328.75
R2 1,344.00 1,344.00 1,327.00
R1 1,334.00 1,334.00 1,325.50 1,330.00
PP 1,326.25 1,326.25 1,326.25 1,324.50
S1 1,316.25 1,316.25 1,322.00 1,312.50
S2 1,308.50 1,308.50 1,320.50
S3 1,290.75 1,298.50 1,318.75
S4 1,273.00 1,280.75 1,314.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,336.50 1,318.75 17.75 1.3% 12.00 0.9% 28% False True 1,704,398
10 1,336.50 1,300.25 36.25 2.7% 12.25 0.9% 65% False False 1,592,977
20 1,336.50 1,241.25 95.25 7.2% 18.00 1.4% 87% False False 2,016,476
40 1,337.75 1,241.25 96.50 7.3% 18.25 1.4% 85% False False 1,123,983
60 1,337.75 1,241.25 96.50 7.3% 16.75 1.3% 85% False False 749,778
80 1,337.75 1,224.00 113.75 8.6% 15.00 1.1% 88% False False 562,482
100 1,337.75 1,161.50 176.25 13.3% 15.00 1.1% 92% False False 449,998
120 1,337.75 1,145.75 192.00 14.5% 14.75 1.1% 93% False False 375,000
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 3.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,408.00
2.618 1,380.25
1.618 1,363.25
1.000 1,352.75
0.618 1,346.25
HIGH 1,335.75
0.618 1,329.25
0.500 1,327.25
0.382 1,325.25
LOW 1,318.75
0.618 1,308.25
1.000 1,301.75
1.618 1,291.25
2.618 1,274.25
4.250 1,246.50
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 1,327.25 1,327.50
PP 1,326.00 1,326.25
S1 1,325.00 1,325.00

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

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