E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 1,213.75 1,258.00 44.25 3.6% 1,209.25
High 1,230.25 1,277.25 47.00 3.8% 1,223.25
Low 1,206.25 1,227.50 21.25 1.8% 1,175.25
Close 1,226.25 1,271.50 45.25 3.7% 1,224.00
Range 24.00 49.75 25.75 107.3% 48.00
ATR 28.51 30.12 1.61 5.6% 0.00
Volume 6 1 -5 -83.3% 46
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,408.00 1,389.50 1,298.75
R3 1,358.25 1,339.75 1,285.25
R2 1,308.50 1,308.50 1,280.50
R1 1,290.00 1,290.00 1,276.00 1,299.25
PP 1,258.75 1,258.75 1,258.75 1,263.50
S1 1,240.25 1,240.25 1,267.00 1,249.50
S2 1,209.00 1,209.00 1,262.50
S3 1,159.25 1,190.50 1,257.75
S4 1,109.50 1,140.75 1,244.25
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,351.50 1,335.75 1,250.50
R3 1,303.50 1,287.75 1,237.25
R2 1,255.50 1,255.50 1,232.75
R1 1,239.75 1,239.75 1,228.50 1,247.50
PP 1,207.50 1,207.50 1,207.50 1,211.50
S1 1,191.75 1,191.75 1,219.50 1,199.50
S2 1,159.50 1,159.50 1,215.25
S3 1,111.50 1,143.75 1,210.75
S4 1,063.50 1,095.75 1,197.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,277.25 1,206.25 71.00 5.6% 25.50 2.0% 92% True False 5
10 1,277.25 1,175.25 102.00 8.0% 28.00 2.2% 94% True False 17
20 1,277.25 1,057.50 219.75 17.3% 29.00 2.3% 97% True False 15
40 1,277.25 1,057.50 219.75 17.3% 26.25 2.1% 97% True False 14
60 1,277.25 1,057.50 219.75 17.3% 21.00 1.6% 97% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.48
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,488.75
2.618 1,407.50
1.618 1,357.75
1.000 1,327.00
0.618 1,308.00
HIGH 1,277.25
0.618 1,258.25
0.500 1,252.50
0.382 1,246.50
LOW 1,227.50
0.618 1,196.75
1.000 1,177.75
1.618 1,147.00
2.618 1,097.25
4.250 1,016.00
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 1,265.00 1,261.50
PP 1,258.75 1,251.75
S1 1,252.50 1,241.75

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

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