E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 1,398.00 1,407.25 9.25 0.7% 1,393.75
High 1,406.25 1,417.75 11.50 0.8% 1,419.75
Low 1,395.75 1,399.00 3.25 0.2% 1,386.25
Close 1,403.25 1,412.50 9.25 0.7% 1,403.25
Range 10.50 18.75 8.25 78.6% 33.50
ATR 14.87 15.15 0.28 1.9% 0.00
Volume 1,616,860 1,718,252 101,392 6.3% 7,903,072
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,466.00 1,458.00 1,422.75
R3 1,447.25 1,439.25 1,417.75
R2 1,428.50 1,428.50 1,416.00
R1 1,420.50 1,420.50 1,414.25 1,424.50
PP 1,409.75 1,409.75 1,409.75 1,411.75
S1 1,401.75 1,401.75 1,410.75 1,405.75
S2 1,391.00 1,391.00 1,409.00
S3 1,372.25 1,383.00 1,407.25
S4 1,353.50 1,364.25 1,402.25
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% 16.25 1.1% 78% False False 1,633,052
10 1,419.75 1,380.75 39.00 2.8% 16.25 1.1% 81% False False 1,597,991
20 1,419.75 1,332.75 87.00 6.2% 15.25 1.1% 92% False False 1,533,378
40 1,419.75 1,324.50 95.25 6.7% 14.00 1.0% 92% False False 770,292
60 1,419.75 1,262.25 157.50 11.2% 14.50 1.0% 95% False False 514,655
80 1,419.75 1,190.00 229.75 16.3% 15.75 1.1% 97% False False 386,202
100 1,419.75 1,140.25 279.50 19.8% 16.00 1.1% 97% False False 309,003
120 1,419.75 1,140.25 279.50 19.8% 17.25 1.2% 97% False False 257,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,497.50
2.618 1,466.75
1.618 1,448.00
1.000 1,436.50
0.618 1,429.25
HIGH 1,417.75
0.618 1,410.50
0.500 1,408.50
0.382 1,406.25
LOW 1,399.00
0.618 1,387.50
1.000 1,380.25
1.618 1,368.75
2.618 1,350.00
4.250 1,319.25
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 1,411.00 1,409.00
PP 1,409.75 1,405.50
S1 1,408.50 1,402.00

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

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