E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 1,353.75 1,339.25 -14.50 -1.1% 1,363.25
High 1,358.25 1,348.75 -9.50 -0.7% 1,373.50
Low 1,333.00 1,328.75 -4.25 -0.3% 1,325.25
Close 1,338.75 1,347.50 8.75 0.7% 1,334.50
Range 25.25 20.00 -5.25 -20.8% 48.25
ATR 16.69 16.93 0.24 1.4% 0.00
Volume 2,190,906 2,253,407 62,501 2.9% 11,343,490
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 1,401.75 1,394.50 1,358.50
R3 1,381.75 1,374.50 1,353.00
R2 1,361.75 1,361.75 1,351.25
R1 1,354.50 1,354.50 1,349.25 1,358.00
PP 1,341.75 1,341.75 1,341.75 1,343.50
S1 1,334.50 1,334.50 1,345.75 1,338.00
S2 1,321.75 1,321.75 1,343.75
S3 1,301.75 1,314.50 1,342.00
S4 1,281.75 1,294.50 1,336.50
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1,489.25 1,460.00 1,361.00
R3 1,441.00 1,411.75 1,347.75
R2 1,392.75 1,392.75 1,343.25
R1 1,363.50 1,363.50 1,339.00 1,354.00
PP 1,344.50 1,344.50 1,344.50 1,339.50
S1 1,315.25 1,315.25 1,330.00 1,305.75
S2 1,296.25 1,296.25 1,325.75
S3 1,248.00 1,267.00 1,321.25
S4 1,199.75 1,218.75 1,308.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,358.25 1,328.75 29.50 2.2% 19.00 1.4% 64% False True 2,070,539
10 1,373.50 1,325.25 48.25 3.6% 17.75 1.3% 46% False False 2,029,494
20 1,373.50 1,290.50 83.00 6.2% 16.75 1.2% 69% False False 1,831,229
40 1,373.50 1,241.25 132.25 9.8% 15.75 1.2% 80% False False 1,787,100
60 1,373.50 1,241.25 132.25 9.8% 18.00 1.3% 80% False False 1,451,326
80 1,373.50 1,241.25 132.25 9.8% 17.00 1.3% 80% False False 1,088,818
100 1,373.50 1,229.50 144.00 10.7% 15.50 1.2% 82% False False 871,216
120 1,373.50 1,163.00 210.50 15.6% 15.25 1.1% 88% False False 726,034
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 4.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,433.75
2.618 1,401.00
1.618 1,381.00
1.000 1,368.75
0.618 1,361.00
HIGH 1,348.75
0.618 1,341.00
0.500 1,338.75
0.382 1,336.50
LOW 1,328.75
0.618 1,316.50
1.000 1,308.75
1.618 1,296.50
2.618 1,276.50
4.250 1,243.75
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 1,344.50 1,346.25
PP 1,341.75 1,344.75
S1 1,338.75 1,343.50

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

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