E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 1,325.00 1,340.25 15.25 1.2% 1,293.50
High 1,335.00 1,342.75 7.75 0.6% 1,326.50
Low 1,317.75 1,342.75 25.00 1.9% 1,280.25
Close 1,330.00 1,340.25 10.25 0.8% 1,320.25
Range 17.25 0.00 -17.25 -100.0% 46.25
ATR 13.80 13.73 -0.08 -0.5% 0.00
Volume 145 6 -139 -95.9% 1,387
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,342.00 1,341.00 1,340.25
R3 1,342.00 1,341.00 1,340.25
R2 1,342.00 1,342.00 1,340.25
R1 1,341.00 1,341.00 1,340.25 1,340.25
PP 1,342.00 1,342.00 1,342.00 1,341.50
S1 1,341.00 1,341.00 1,340.25 1,340.25
S2 1,342.00 1,342.00 1,340.25
S3 1,342.00 1,341.00 1,340.25
S4 1,342.00 1,341.00 1,340.25
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,447.75 1,430.25 1,345.75
R3 1,401.50 1,384.00 1,333.00
R2 1,355.25 1,355.25 1,328.75
R1 1,337.75 1,337.75 1,324.50 1,346.50
PP 1,309.00 1,309.00 1,309.00 1,313.50
S1 1,291.50 1,291.50 1,316.00 1,300.25
S2 1,262.75 1,262.75 1,311.75
S3 1,216.50 1,245.25 1,307.50
S4 1,170.25 1,199.00 1,294.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,342.75 1,300.50 42.25 3.2% 10.25 0.8% 94% True False 175
10 1,342.75 1,280.25 62.50 4.7% 11.75 0.9% 96% True False 313
20 1,342.75 1,280.25 62.50 4.7% 11.00 0.8% 96% True False 221
40 1,342.75 1,232.00 110.75 8.3% 11.50 0.9% 98% True False 160
60 1,342.75 1,232.00 110.75 8.3% 8.00 0.6% 98% True False 109
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 2.20
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1,342.75
2.618 1,342.75
1.618 1,342.75
1.000 1,342.75
0.618 1,342.75
HIGH 1,342.75
0.618 1,342.75
0.500 1,342.75
0.382 1,342.75
LOW 1,342.75
0.618 1,342.75
1.000 1,342.75
1.618 1,342.75
2.618 1,342.75
4.250 1,342.75
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 1,342.75 1,336.75
PP 1,342.00 1,333.25
S1 1,341.00 1,330.00

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

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