E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 1,262.50 1,270.25 7.75 0.6% 1,265.25
High 1,272.50 1,286.50 14.00 1.1% 1,276.00
Low 1,262.50 1,269.25 6.75 0.5% 1,255.25
Close 1,270.00 1,280.50 10.50 0.8% 1,268.75
Range 10.00 17.25 7.25 72.5% 20.75
ATR 18.71 18.61 -0.10 -0.6% 0.00
Volume 936 1,589 653 69.8% 3,768
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,330.50 1,322.75 1,290.00
R3 1,313.25 1,305.50 1,285.25
R2 1,296.00 1,296.00 1,283.75
R1 1,288.25 1,288.25 1,282.00 1,292.00
PP 1,278.75 1,278.75 1,278.75 1,280.75
S1 1,271.00 1,271.00 1,279.00 1,275.00
S2 1,261.50 1,261.50 1,277.25
S3 1,244.25 1,253.75 1,275.75
S4 1,227.00 1,236.50 1,271.00
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,329.00 1,319.50 1,280.25
R3 1,308.25 1,298.75 1,274.50
R2 1,287.50 1,287.50 1,272.50
R1 1,278.00 1,278.00 1,270.75 1,282.75
PP 1,266.75 1,266.75 1,266.75 1,269.00
S1 1,257.25 1,257.25 1,266.75 1,262.00
S2 1,246.00 1,246.00 1,265.00
S3 1,225.25 1,236.50 1,263.00
S4 1,204.50 1,215.75 1,257.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,286.50 1,255.25 31.25 2.4% 13.75 1.1% 81% True False 1,199
10 1,286.50 1,237.75 48.75 3.8% 12.75 1.0% 88% True False 1,075
20 1,286.50 1,190.00 96.50 7.5% 18.00 1.4% 94% True False 1,019
40 1,286.50 1,140.25 146.25 11.4% 18.00 1.4% 96% True False 588
60 1,286.50 1,140.25 146.25 11.4% 19.50 1.5% 96% True False 419
80 1,286.50 1,057.50 229.00 17.9% 22.00 1.7% 97% True False 318
100 1,286.50 1,057.50 229.00 17.9% 20.50 1.6% 97% True False 257
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 2.03
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,359.75
2.618 1,331.75
1.618 1,314.50
1.000 1,303.75
0.618 1,297.25
HIGH 1,286.50
0.618 1,280.00
0.500 1,278.00
0.382 1,275.75
LOW 1,269.25
0.618 1,258.50
1.000 1,252.00
1.618 1,241.25
2.618 1,224.00
4.250 1,196.00
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 1,279.50 1,278.50
PP 1,278.75 1,276.50
S1 1,278.00 1,274.50

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

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