E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 1,399.50 1,398.00 -1.50 -0.1% 1,393.75
High 1,404.00 1,406.25 2.25 0.2% 1,419.75
Low 1,386.25 1,395.75 9.50 0.7% 1,386.25
Close 1,398.25 1,403.25 5.00 0.4% 1,403.25
Range 17.75 10.50 -7.25 -40.8% 33.50
ATR 15.21 14.87 -0.34 -2.2% 0.00
Volume 1,826,376 1,616,860 -209,516 -11.5% 7,903,072
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,433.25 1,428.75 1,409.00
R3 1,422.75 1,418.25 1,406.25
R2 1,412.25 1,412.25 1,405.25
R1 1,407.75 1,407.75 1,404.25 1,410.00
PP 1,401.75 1,401.75 1,401.75 1,403.00
S1 1,397.25 1,397.25 1,402.25 1,399.50
S2 1,391.25 1,391.25 1,401.25
S3 1,380.75 1,386.75 1,400.25
S4 1,370.25 1,376.25 1,397.50
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,503.50 1,487.00 1,421.75
R3 1,470.00 1,453.50 1,412.50
R2 1,436.50 1,436.50 1,409.50
R1 1,420.00 1,420.00 1,406.25 1,428.25
PP 1,403.00 1,403.00 1,403.00 1,407.25
S1 1,386.50 1,386.50 1,400.25 1,394.75
S2 1,369.50 1,369.50 1,397.00
S3 1,336.00 1,353.00 1,394.00
S4 1,302.50 1,319.50 1,384.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,419.75 1,386.25 33.50 2.4% 17.00 1.2% 51% False False 1,580,614
10 1,419.75 1,380.75 39.00 2.8% 15.75 1.1% 58% False False 1,577,960
20 1,419.75 1,332.75 87.00 6.2% 15.00 1.1% 81% False False 1,449,766
40 1,419.75 1,315.75 104.00 7.4% 14.25 1.0% 84% False False 727,347
60 1,419.75 1,255.25 164.50 11.7% 14.25 1.0% 90% False False 486,042
80 1,419.75 1,190.00 229.75 16.4% 15.50 1.1% 93% False False 364,731
100 1,419.75 1,140.25 279.50 19.9% 16.00 1.1% 94% False False 291,820
120 1,419.75 1,140.25 279.50 19.9% 17.25 1.2% 94% False False 243,187
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,451.00
2.618 1,433.75
1.618 1,423.25
1.000 1,416.75
0.618 1,412.75
HIGH 1,406.25
0.618 1,402.25
0.500 1,401.00
0.382 1,399.75
LOW 1,395.75
0.618 1,389.25
1.000 1,385.25
1.618 1,378.75
2.618 1,368.25
4.250 1,351.00
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 1,402.50 1,402.00
PP 1,401.75 1,400.50
S1 1,401.00 1,399.25

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

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