E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 1,262.00 1,268.00 6.00 0.5% 1,259.50
High 1,269.75 1,287.25 17.50 1.4% 1,281.25
Low 1,251.25 1,266.50 15.25 1.2% 1,247.50
Close 1,268.50 1,282.50 14.00 1.1% 1,260.50
Range 18.50 20.75 2.25 12.2% 33.75
ATR 16.76 17.05 0.28 1.7% 0.00
Volume 319 382 63 19.7% 5,337
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,341.00 1,332.50 1,294.00
R3 1,320.25 1,311.75 1,288.25
R2 1,299.50 1,299.50 1,286.25
R1 1,291.00 1,291.00 1,284.50 1,295.25
PP 1,278.75 1,278.75 1,278.75 1,281.00
S1 1,270.25 1,270.25 1,280.50 1,274.50
S2 1,258.00 1,258.00 1,278.75
S3 1,237.25 1,249.50 1,276.75
S4 1,216.50 1,228.75 1,271.00
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,364.25 1,346.25 1,279.00
R3 1,330.50 1,312.50 1,269.75
R2 1,296.75 1,296.75 1,266.75
R1 1,278.75 1,278.75 1,263.50 1,287.75
PP 1,263.00 1,263.00 1,263.00 1,267.50
S1 1,245.00 1,245.00 1,257.50 1,254.00
S2 1,229.25 1,229.25 1,254.25
S3 1,195.50 1,211.25 1,251.25
S4 1,161.75 1,177.50 1,242.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,287.25 1,247.50 39.75 3.1% 20.00 1.6% 88% True False 993
10 1,287.25 1,247.50 39.75 3.1% 17.75 1.4% 88% True False 663
20 1,336.25 1,247.50 88.75 6.9% 16.25 1.3% 39% False False 352
40 1,361.00 1,247.50 113.50 8.8% 15.50 1.2% 31% False False 261
60 1,361.00 1,247.50 113.50 8.8% 14.25 1.1% 31% False False 245
80 1,361.00 1,232.00 129.00 10.1% 13.25 1.0% 39% False False 210
100 1,361.00 1,232.00 129.00 10.1% 10.75 0.8% 39% False False 168
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 3.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,375.50
2.618 1,341.50
1.618 1,320.75
1.000 1,308.00
0.618 1,300.00
HIGH 1,287.25
0.618 1,279.25
0.500 1,277.00
0.382 1,274.50
LOW 1,266.50
0.618 1,253.75
1.000 1,245.75
1.618 1,233.00
2.618 1,212.25
4.250 1,178.25
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 1,280.50 1,278.00
PP 1,278.75 1,273.75
S1 1,277.00 1,269.25

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

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