E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 1,244.00 1,250.25 6.25 0.5% 1,161.75
High 1,252.50 1,254.00 1.50 0.1% 1,250.00
Low 1,242.00 1,241.00 -1.00 -0.1% 1,161.00
Close 1,243.50 1,252.75 9.25 0.7% 1,232.00
Range 10.50 13.00 2.50 23.8% 89.00
ATR 22.84 22.14 -0.70 -3.1% 0.00
Volume 576 11 -565 -98.1% 1,589
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,288.25 1,283.50 1,260.00
R3 1,275.25 1,270.50 1,256.25
R2 1,262.25 1,262.25 1,255.25
R1 1,257.50 1,257.50 1,254.00 1,260.00
PP 1,249.25 1,249.25 1,249.25 1,250.50
S1 1,244.50 1,244.50 1,251.50 1,247.00
S2 1,236.25 1,236.25 1,250.25
S3 1,223.25 1,231.50 1,249.25
S4 1,210.25 1,218.50 1,245.50
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,481.25 1,445.75 1,281.00
R3 1,392.25 1,356.75 1,256.50
R2 1,303.25 1,303.25 1,248.25
R1 1,267.75 1,267.75 1,240.25 1,285.50
PP 1,214.25 1,214.25 1,214.25 1,223.25
S1 1,178.75 1,178.75 1,223.75 1,196.50
S2 1,125.25 1,125.25 1,215.75
S3 1,036.25 1,089.75 1,207.50
S4 947.25 1,000.75 1,183.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,254.00 1,231.00 23.00 1.8% 12.25 1.0% 95% True False 348
10 1,254.00 1,140.25 113.75 9.1% 18.25 1.5% 99% True False 285
20 1,258.75 1,140.25 118.50 9.5% 17.50 1.4% 95% False False 151
40 1,277.25 1,140.25 137.00 10.9% 20.00 1.6% 82% False False 112
60 1,277.25 1,057.50 219.75 17.5% 23.75 1.9% 89% False False 80
80 1,277.25 1,057.50 219.75 17.5% 20.50 1.6% 89% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,309.25
2.618 1,288.00
1.618 1,275.00
1.000 1,267.00
0.618 1,262.00
HIGH 1,254.00
0.618 1,249.00
0.500 1,247.50
0.382 1,246.00
LOW 1,241.00
0.618 1,233.00
1.000 1,228.00
1.618 1,220.00
2.618 1,207.00
4.250 1,185.75
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 1,251.00 1,250.75
PP 1,249.25 1,249.00
S1 1,247.50 1,247.00

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

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