E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 1,233.00 1,265.00 32.00 2.6% 1,279.75
High 1,262.75 1,275.25 12.50 1.0% 1,280.50
Low 1,232.00 1,251.50 19.50 1.6% 1,232.00
Close 1,258.00 1,263.50 5.50 0.4% 1,263.50
Range 30.75 23.75 -7.00 -22.8% 48.50
ATR 14.34 15.01 0.67 4.7% 0.00
Volume 822 14 -808 -98.3% 1,303
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,334.75 1,322.75 1,276.50
R3 1,311.00 1,299.00 1,270.00
R2 1,287.25 1,287.25 1,267.75
R1 1,275.25 1,275.25 1,265.75 1,269.50
PP 1,263.50 1,263.50 1,263.50 1,260.50
S1 1,251.50 1,251.50 1,261.25 1,245.50
S2 1,239.75 1,239.75 1,259.25
S3 1,216.00 1,227.75 1,257.00
S4 1,192.25 1,204.00 1,250.50
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,404.25 1,382.25 1,290.25
R3 1,355.75 1,333.75 1,276.75
R2 1,307.25 1,307.25 1,272.50
R1 1,285.25 1,285.25 1,268.00 1,272.00
PP 1,258.75 1,258.75 1,258.75 1,252.00
S1 1,236.75 1,236.75 1,259.00 1,223.50
S2 1,210.25 1,210.25 1,254.50
S3 1,161.75 1,188.25 1,250.25
S4 1,113.25 1,139.75 1,236.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,280.50 1,232.00 48.50 3.8% 25.00 2.0% 65% False False 260
10 1,305.25 1,232.00 73.25 5.8% 14.00 1.1% 43% False False 131
20 1,327.75 1,232.00 95.75 7.6% 7.25 0.6% 33% False False 73
Crabel Price Patterns
NR True
NR4 True
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 1.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,376.25
2.618 1,337.50
1.618 1,313.75
1.000 1,299.00
0.618 1,290.00
HIGH 1,275.25
0.618 1,266.25
0.500 1,263.50
0.382 1,260.50
LOW 1,251.50
0.618 1,236.75
1.000 1,227.75
1.618 1,213.00
2.618 1,189.25
4.250 1,150.50
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 1,263.50 1,260.25
PP 1,263.50 1,257.00
S1 1,263.50 1,253.50

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

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