E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 1,280.00 1,279.25 -0.75 -0.1% 1,325.00
High 1,290.00 1,282.25 -7.75 -0.6% 1,342.50
Low 1,277.50 1,271.00 -6.50 -0.5% 1,289.25
Close 1,279.50 1,271.50 -8.00 -0.6% 1,291.00
Range 12.50 11.25 -1.25 -10.0% 53.25
ATR 16.70 16.31 -0.39 -2.3% 0.00
Volume 92,350 278,698 186,348 201.8% 42,264
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,308.75 1,301.25 1,277.75
R3 1,297.50 1,290.00 1,274.50
R2 1,286.25 1,286.25 1,273.50
R1 1,278.75 1,278.75 1,272.50 1,277.00
PP 1,275.00 1,275.00 1,275.00 1,274.00
S1 1,267.50 1,267.50 1,270.50 1,265.50
S2 1,263.75 1,263.75 1,269.50
S3 1,252.50 1,256.25 1,268.50
S4 1,241.25 1,245.00 1,265.25
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,467.25 1,432.50 1,320.25
R3 1,414.00 1,379.25 1,305.75
R2 1,360.75 1,360.75 1,300.75
R1 1,326.00 1,326.00 1,296.00 1,316.75
PP 1,307.50 1,307.50 1,307.50 1,303.00
S1 1,272.75 1,272.75 1,286.00 1,263.50
S2 1,254.25 1,254.25 1,281.25
S3 1,201.00 1,219.50 1,276.25
S4 1,147.75 1,166.25 1,261.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,312.25 1,271.00 41.25 3.2% 14.50 1.1% 1% False True 97,716
10 1,342.50 1,271.00 71.50 5.6% 17.25 1.4% 1% False True 50,925
20 1,352.75 1,271.00 81.75 6.4% 17.00 1.3% 1% False True 26,851
40 1,367.50 1,271.00 96.50 7.6% 16.00 1.3% 1% False True 14,350
60 1,367.50 1,237.25 130.25 10.2% 16.25 1.3% 26% False False 9,904
80 1,367.50 1,237.25 130.25 10.2% 16.50 1.3% 26% False False 7,446
100 1,367.50 1,237.25 130.25 10.2% 16.00 1.3% 26% False False 5,958
120 1,367.50 1,226.00 141.50 11.1% 14.50 1.1% 32% False False 4,979
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,330.00
2.618 1,311.75
1.618 1,300.50
1.000 1,293.50
0.618 1,289.25
HIGH 1,282.25
0.618 1,278.00
0.500 1,276.50
0.382 1,275.25
LOW 1,271.00
0.618 1,264.00
1.000 1,259.75
1.618 1,252.75
2.618 1,241.50
4.250 1,223.25
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 1,276.50 1,283.00
PP 1,275.00 1,279.25
S1 1,273.25 1,275.25

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

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