E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1,349.00 1,354.50 5.50 0.4% 1,321.50
High 1,352.50 1,361.00 8.50 0.6% 1,352.50
Low 1,342.75 1,345.75 3.00 0.2% 1,317.00
Close 1,349.00 1,347.00 -2.00 -0.1% 1,349.00
Range 9.75 15.25 5.50 56.4% 35.50
ATR 13.20 13.34 0.15 1.1% 0.00
Volume 360 159 -201 -55.8% 897
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1,397.00 1,387.25 1,355.50
R3 1,381.75 1,372.00 1,351.25
R2 1,366.50 1,366.50 1,349.75
R1 1,356.75 1,356.75 1,348.50 1,354.00
PP 1,351.25 1,351.25 1,351.25 1,350.00
S1 1,341.50 1,341.50 1,345.50 1,338.75
S2 1,336.00 1,336.00 1,344.25
S3 1,320.75 1,326.25 1,342.75
S4 1,305.50 1,311.00 1,338.50
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,446.00 1,433.00 1,368.50
R3 1,410.50 1,397.50 1,358.75
R2 1,375.00 1,375.00 1,355.50
R1 1,362.00 1,362.00 1,352.25 1,368.50
PP 1,339.50 1,339.50 1,339.50 1,342.75
S1 1,326.50 1,326.50 1,345.75 1,333.00
S2 1,304.00 1,304.00 1,342.50
S3 1,268.50 1,291.00 1,339.25
S4 1,233.00 1,255.50 1,329.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,361.00 1,317.75 43.25 3.2% 10.50 0.8% 68% True False 135
10 1,361.00 1,280.25 80.75 6.0% 11.50 0.9% 83% True False 244
20 1,361.00 1,280.25 80.75 6.0% 11.50 0.8% 83% True False 233
40 1,361.00 1,232.00 129.00 9.6% 12.25 0.9% 89% True False 172
60 1,361.00 1,232.00 129.00 9.6% 8.25 0.6% 89% True False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.93
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,425.75
2.618 1,401.00
1.618 1,385.75
1.000 1,376.25
0.618 1,370.50
HIGH 1,361.00
0.618 1,355.25
0.500 1,353.50
0.382 1,351.50
LOW 1,345.75
0.618 1,336.25
1.000 1,330.50
1.618 1,321.00
2.618 1,305.75
4.250 1,281.00
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1,353.50 1,349.00
PP 1,351.25 1,348.50
S1 1,349.00 1,347.75

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

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