E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1,366.75 1,366.75 0.00 0.0% 1,361.00
High 1,367.00 1,391.25 24.25 1.8% 1,368.75
Low 1,360.25 1,366.00 5.75 0.4% 1,332.75
Close 1,366.75 1,390.75 24.00 1.8% 1,366.75
Range 6.75 25.25 18.50 274.1% 36.00
ATR 14.08 14.88 0.80 5.7% 0.00
Volume 1,876,250 2,739,820 863,570 46.0% 3,180,402
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,458.50 1,449.75 1,404.75
R3 1,433.25 1,424.50 1,397.75
R2 1,408.00 1,408.00 1,395.50
R1 1,399.25 1,399.25 1,393.00 1,403.50
PP 1,382.75 1,382.75 1,382.75 1,384.75
S1 1,374.00 1,374.00 1,388.50 1,378.50
S2 1,357.50 1,357.50 1,386.00
S3 1,332.25 1,348.75 1,383.75
S4 1,307.00 1,323.50 1,376.75
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,464.00 1,451.50 1,386.50
R3 1,428.00 1,415.50 1,376.75
R2 1,392.00 1,392.00 1,373.25
R1 1,379.50 1,379.50 1,370.00 1,385.75
PP 1,356.00 1,356.00 1,356.00 1,359.25
S1 1,343.50 1,343.50 1,363.50 1,349.75
S2 1,320.00 1,320.00 1,360.25
S3 1,284.00 1,307.50 1,356.75
S4 1,248.00 1,271.50 1,347.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,391.25 1,335.75 55.50 4.0% 14.75 1.1% 99% True False 1,526,496
10 1,391.25 1,332.75 58.50 4.2% 16.00 1.1% 99% True False 784,114
20 1,391.25 1,327.75 63.50 4.6% 14.75 1.1% 99% True False 393,801
40 1,391.25 1,276.25 115.00 8.3% 14.25 1.0% 100% True False 198,829
60 1,391.25 1,190.00 201.25 14.5% 15.00 1.1% 100% True False 132,974
80 1,391.25 1,140.25 251.00 18.0% 15.75 1.1% 100% True False 99,774
100 1,391.25 1,140.25 251.00 18.0% 16.75 1.2% 100% True False 79,834
120 1,391.25 1,057.50 333.75 24.0% 19.75 1.4% 100% True False 66,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,498.50
2.618 1,457.25
1.618 1,432.00
1.000 1,416.50
0.618 1,406.75
HIGH 1,391.25
0.618 1,381.50
0.500 1,378.50
0.382 1,375.75
LOW 1,366.00
0.618 1,350.50
1.000 1,340.75
1.618 1,325.25
2.618 1,300.00
4.250 1,258.75
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1,386.75 1,385.25
PP 1,382.75 1,379.75
S1 1,378.50 1,374.50

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

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