E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 1,296.75 1,305.00 8.25 0.6% 1,279.25
High 1,305.50 1,306.00 0.50 0.0% 1,306.00
Low 1,294.50 1,299.25 4.75 0.4% 1,276.25
Close 1,304.75 1,305.25 0.50 0.0% 1,305.25
Range 11.00 6.75 -4.25 -38.6% 29.75
ATR 17.57 16.80 -0.77 -4.4% 0.00
Volume 2,006 2,635 629 31.4% 6,878
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,323.75 1,321.25 1,309.00
R3 1,317.00 1,314.50 1,307.00
R2 1,310.25 1,310.25 1,306.50
R1 1,307.75 1,307.75 1,305.75 1,309.00
PP 1,303.50 1,303.50 1,303.50 1,304.00
S1 1,301.00 1,301.00 1,304.75 1,302.25
S2 1,296.75 1,296.75 1,304.00
S3 1,290.00 1,294.25 1,303.50
S4 1,283.25 1,287.50 1,301.50
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,385.00 1,375.00 1,321.50
R3 1,355.25 1,345.25 1,313.50
R2 1,325.50 1,325.50 1,310.75
R1 1,315.50 1,315.50 1,308.00 1,320.50
PP 1,295.75 1,295.75 1,295.75 1,298.50
S1 1,285.75 1,285.75 1,302.50 1,290.75
S2 1,266.00 1,266.00 1,299.75
S3 1,236.25 1,256.00 1,297.00
S4 1,206.50 1,226.25 1,289.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,306.00 1,267.50 38.50 2.9% 15.25 1.2% 98% True False 1,649
10 1,306.00 1,262.25 43.75 3.4% 14.25 1.1% 98% True False 1,593
20 1,306.00 1,218.50 87.50 6.7% 14.00 1.1% 99% True False 1,430
40 1,306.00 1,140.25 165.75 12.7% 17.75 1.4% 100% True False 892
60 1,306.00 1,140.25 165.75 12.7% 18.25 1.4% 100% True False 619
80 1,306.00 1,057.50 248.50 19.0% 21.00 1.6% 100% True False 468
100 1,306.00 1,057.50 248.50 19.0% 20.75 1.6% 100% True False 377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.98
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1,334.75
2.618 1,323.75
1.618 1,317.00
1.000 1,312.75
0.618 1,310.25
HIGH 1,306.00
0.618 1,303.50
0.500 1,302.50
0.382 1,301.75
LOW 1,299.25
0.618 1,295.00
1.000 1,292.50
1.618 1,288.25
2.618 1,281.50
4.250 1,270.50
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 1,304.50 1,301.50
PP 1,303.50 1,297.50
S1 1,302.50 1,293.50

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

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