E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1,191.75 1,189.50 -2.25 -0.2% 1,167.25
High 1,206.50 1,190.00 -16.50 -1.4% 1,189.00
Low 1,181.50 1,128.25 -53.25 -4.5% 1,077.00
Close 1,190.00 1,143.50 -46.50 -3.9% 1,176.75
Range 25.00 61.75 36.75 147.0% 112.00
ATR 38.82 40.45 1.64 4.2% 0.00
Volume 2,101,855 3,796,010 1,694,155 80.6% 24,524,566
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,339.25 1,303.00 1,177.50
R3 1,277.50 1,241.25 1,160.50
R2 1,215.75 1,215.75 1,154.75
R1 1,179.50 1,179.50 1,149.25 1,166.75
PP 1,154.00 1,154.00 1,154.00 1,147.50
S1 1,117.75 1,117.75 1,137.75 1,105.00
S2 1,092.25 1,092.25 1,132.25
S3 1,030.50 1,056.00 1,126.50
S4 968.75 994.25 1,109.50
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,483.50 1,442.25 1,238.25
R3 1,371.50 1,330.25 1,207.50
R2 1,259.50 1,259.50 1,197.25
R1 1,218.25 1,218.25 1,187.00 1,239.00
PP 1,147.50 1,147.50 1,147.50 1,158.00
S1 1,106.25 1,106.25 1,166.50 1,127.00
S2 1,035.50 1,035.50 1,156.25
S3 923.50 994.25 1,146.00
S4 811.50 882.25 1,115.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,206.50 1,128.25 78.25 6.8% 35.25 3.1% 19% False True 2,629,901
10 1,219.00 1,077.00 142.00 12.4% 55.50 4.9% 47% False False 4,004,456
20 1,347.75 1,077.00 270.75 23.7% 42.50 3.7% 25% False False 3,371,044
40 1,354.50 1,077.00 277.50 24.3% 31.50 2.8% 24% False False 2,775,206
60 1,354.50 1,077.00 277.50 24.3% 27.25 2.4% 24% False False 2,250,766
80 1,367.50 1,077.00 290.50 25.4% 24.25 2.1% 23% False False 1,688,635
100 1,367.50 1,077.00 290.50 25.4% 22.25 1.9% 23% False False 1,351,248
120 1,367.50 1,077.00 290.50 25.4% 22.00 1.9% 23% False False 1,126,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,452.50
2.618 1,351.75
1.618 1,290.00
1.000 1,251.75
0.618 1,228.25
HIGH 1,190.00
0.618 1,166.50
0.500 1,159.00
0.382 1,151.75
LOW 1,128.25
0.618 1,090.00
1.000 1,066.50
1.618 1,028.25
2.618 966.50
4.250 865.75
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1,159.00 1,167.50
PP 1,154.00 1,159.50
S1 1,148.75 1,151.50

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

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