E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1,324.50 1,325.25 0.75 0.1% 1,311.75
High 1,332.00 1,329.75 -2.25 -0.2% 1,332.00
Low 1,323.25 1,322.25 -1.00 -0.1% 1,285.25
Close 1,325.75 1,325.50 -0.25 0.0% 1,325.75
Range 8.75 7.50 -1.25 -14.3% 46.75
ATR 15.60 15.02 -0.58 -3.7% 0.00
Volume 1,301 3,839 2,538 195.1% 9,387
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,348.25 1,344.50 1,329.50
R3 1,340.75 1,337.00 1,327.50
R2 1,333.25 1,333.25 1,327.00
R1 1,329.50 1,329.50 1,326.25 1,331.50
PP 1,325.75 1,325.75 1,325.75 1,326.75
S1 1,322.00 1,322.00 1,324.75 1,324.00
S2 1,318.25 1,318.25 1,324.00
S3 1,310.75 1,314.50 1,323.50
S4 1,303.25 1,307.00 1,321.50
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,454.50 1,437.00 1,351.50
R3 1,407.75 1,390.25 1,338.50
R2 1,361.00 1,361.00 1,334.25
R1 1,343.50 1,343.50 1,330.00 1,352.25
PP 1,314.25 1,314.25 1,314.25 1,318.75
S1 1,296.75 1,296.75 1,321.50 1,305.50
S2 1,267.50 1,267.50 1,317.25
S3 1,220.75 1,250.00 1,313.00
S4 1,174.00 1,203.25 1,300.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,332.00 1,285.25 46.75 3.5% 15.75 1.2% 86% False False 2,645
10 1,332.00 1,285.25 46.75 3.5% 14.75 1.1% 86% False False 2,144
20 1,332.00 1,285.25 46.75 3.5% 13.25 1.0% 86% False False 1,647
40 1,332.00 1,237.25 94.75 7.1% 17.50 1.3% 93% False False 991
60 1,332.50 1,237.25 95.25 7.2% 16.25 1.2% 93% False False 665
80 1,332.50 1,237.25 95.25 7.2% 15.00 1.1% 93% False False 518
100 1,332.50 1,185.00 147.50 11.1% 12.50 0.9% 95% False False 416
120 1,332.50 1,162.75 169.75 12.8% 10.50 0.8% 96% False False 347
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.08
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,361.50
2.618 1,349.50
1.618 1,342.00
1.000 1,337.25
0.618 1,334.50
HIGH 1,329.75
0.618 1,327.00
0.500 1,326.00
0.382 1,325.00
LOW 1,322.25
0.618 1,317.50
1.000 1,314.75
1.618 1,310.00
2.618 1,302.50
4.250 1,290.50
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1,326.00 1,323.00
PP 1,325.75 1,320.25
S1 1,325.75 1,317.75

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

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