E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1,355.00 1,363.25 8.25 0.6% 1,330.50
High 1,363.75 1,373.50 9.75 0.7% 1,363.75
Low 1,352.75 1,354.75 2.00 0.1% 1,327.25
Close 1,359.75 1,357.75 -2.00 -0.1% 1,359.75
Range 11.00 18.75 7.75 70.5% 36.50
ATR 15.14 15.40 0.26 1.7% 0.00
Volume 1,270,478 1,707,040 436,562 34.4% 7,019,679
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1,418.25 1,406.75 1,368.00
R3 1,399.50 1,388.00 1,363.00
R2 1,380.75 1,380.75 1,361.25
R1 1,369.25 1,369.25 1,359.50 1,365.50
PP 1,362.00 1,362.00 1,362.00 1,360.25
S1 1,350.50 1,350.50 1,356.00 1,347.00
S2 1,343.25 1,343.25 1,354.25
S3 1,324.50 1,331.75 1,352.50
S4 1,305.75 1,313.00 1,347.50
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,459.75 1,446.25 1,379.75
R3 1,423.25 1,409.75 1,369.75
R2 1,386.75 1,386.75 1,366.50
R1 1,373.25 1,373.25 1,363.00 1,380.00
PP 1,350.25 1,350.25 1,350.25 1,353.50
S1 1,336.75 1,336.75 1,356.50 1,343.50
S2 1,313.75 1,313.75 1,353.00
S3 1,277.25 1,300.25 1,349.75
S4 1,240.75 1,263.75 1,339.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,373.50 1,328.00 45.50 3.4% 14.75 1.1% 65% True False 1,490,129
10 1,373.50 1,290.50 83.00 6.1% 15.75 1.2% 81% True False 1,565,122
20 1,373.50 1,290.50 83.00 6.1% 14.50 1.1% 81% True False 1,666,444
40 1,373.50 1,241.25 132.25 9.7% 17.25 1.3% 88% True False 1,740,894
60 1,373.50 1,241.25 132.25 9.7% 17.00 1.2% 88% True False 1,162,847
80 1,373.50 1,241.25 132.25 9.7% 16.25 1.2% 88% True False 872,475
100 1,373.50 1,208.00 165.50 12.2% 14.75 1.1% 90% True False 698,065
120 1,373.50 1,161.50 212.00 15.6% 15.00 1.1% 93% True False 581,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1,453.25
2.618 1,422.50
1.618 1,403.75
1.000 1,392.25
0.618 1,385.00
HIGH 1,373.50
0.618 1,366.25
0.500 1,364.00
0.382 1,362.00
LOW 1,354.75
0.618 1,343.25
1.000 1,336.00
1.618 1,324.50
2.618 1,305.75
4.250 1,275.00
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1,364.00 1,360.00
PP 1,362.00 1,359.25
S1 1,360.00 1,358.50

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

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