E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 1,175.75 1,187.50 11.75 1.0% 1,114.00
High 1,203.75 1,192.25 -11.50 -1.0% 1,160.75
Low 1,170.00 1,175.25 5.25 0.4% 1,057.50
Close 1,187.00 1,186.75 -0.25 0.0% 1,143.50
Range 33.75 17.00 -16.75 -49.6% 103.25
ATR 30.32 29.37 -0.95 -3.1% 0.00
Volume 8 5 -3 -37.5% 111
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,235.75 1,228.25 1,196.00
R3 1,218.75 1,211.25 1,191.50
R2 1,201.75 1,201.75 1,189.75
R1 1,194.25 1,194.25 1,188.25 1,189.50
PP 1,184.75 1,184.75 1,184.75 1,182.50
S1 1,177.25 1,177.25 1,185.25 1,172.50
S2 1,167.75 1,167.75 1,183.75
S3 1,150.75 1,160.25 1,182.00
S4 1,133.75 1,143.25 1,177.50
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,430.25 1,390.25 1,200.25
R3 1,327.00 1,287.00 1,172.00
R2 1,223.75 1,223.75 1,162.50
R1 1,183.75 1,183.75 1,153.00 1,203.75
PP 1,120.50 1,120.50 1,120.50 1,130.50
S1 1,080.50 1,080.50 1,134.00 1,100.50
S2 1,017.25 1,017.25 1,124.50
S3 914.00 977.25 1,115.00
S4 810.75 874.00 1,086.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,203.75 1,134.25 69.50 5.9% 23.25 2.0% 76% False False 5
10 1,203.75 1,057.50 146.25 12.3% 30.25 2.5% 88% False False 13
20 1,203.75 1,057.50 146.25 12.3% 29.75 2.5% 88% False False 14
40 1,205.75 1,057.50 148.25 12.5% 22.00 1.9% 87% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,264.50
2.618 1,236.75
1.618 1,219.75
1.000 1,209.25
0.618 1,202.75
HIGH 1,192.25
0.618 1,185.75
0.500 1,183.75
0.382 1,181.75
LOW 1,175.25
0.618 1,164.75
1.000 1,158.25
1.618 1,147.75
2.618 1,130.75
4.250 1,103.00
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 1,185.75 1,187.00
PP 1,184.75 1,186.75
S1 1,183.75 1,186.75

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

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