E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1,262.00 1,233.50 -28.50 -2.3% 1,259.00
High 1,262.00 1,233.50 -28.50 -2.3% 1,262.25
Low 1,262.00 1,214.50 -47.50 -3.8% 1,197.75
Close 1,262.00 1,214.50 -47.50 -3.8% 1,240.00
Range 0.00 19.00 19.00 64.50
ATR 26.06 27.59 1.53 5.9% 0.00
Volume 1,059 0 -1,059 -100.0% 214
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1,277.75 1,265.25 1,225.00
R3 1,258.75 1,246.25 1,219.75
R2 1,239.75 1,239.75 1,218.00
R1 1,227.25 1,227.25 1,216.25 1,224.00
PP 1,220.75 1,220.75 1,220.75 1,219.25
S1 1,208.25 1,208.25 1,212.75 1,205.00
S2 1,201.75 1,201.75 1,211.00
S3 1,182.75 1,189.25 1,209.25
S4 1,163.75 1,170.25 1,204.00
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1,426.75 1,398.00 1,275.50
R3 1,362.25 1,333.50 1,257.75
R2 1,297.75 1,297.75 1,251.75
R1 1,269.00 1,269.00 1,246.00 1,251.00
PP 1,233.25 1,233.25 1,233.25 1,224.50
S1 1,204.50 1,204.50 1,234.00 1,186.50
S2 1,168.75 1,168.75 1,228.25
S3 1,104.25 1,140.00 1,222.25
S4 1,039.75 1,075.50 1,204.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,262.00 1,209.00 53.00 4.4% 14.75 1.2% 10% False False 233
10 1,277.25 1,197.75 79.50 6.5% 19.50 1.6% 21% False False 129
20 1,277.25 1,175.25 102.00 8.4% 22.00 1.8% 38% False False 73
40 1,277.25 1,057.50 219.75 18.1% 26.25 2.2% 71% False False 44
60 1,277.25 1,057.50 219.75 18.1% 21.75 1.8% 71% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,314.25
2.618 1,283.25
1.618 1,264.25
1.000 1,252.50
0.618 1,245.25
HIGH 1,233.50
0.618 1,226.25
0.500 1,224.00
0.382 1,221.75
LOW 1,214.50
0.618 1,202.75
1.000 1,195.50
1.618 1,183.75
2.618 1,164.75
4.250 1,133.75
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 1,224.00 1,238.25
PP 1,220.75 1,230.25
S1 1,217.75 1,222.50

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

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