E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1,393.25 1,375.00 -18.25 -1.3% 1,407.25
High 1,397.75 1,382.75 -15.00 -1.1% 1,417.75
Low 1,384.00 1,371.75 -12.25 -0.9% 1,384.00
Close 1,390.25 1,375.00 -15.25 -1.1% 1,390.25
Range 13.75 11.00 -2.75 -20.0% 33.75
ATR 15.38 15.60 0.22 1.4% 0.00
Volume 1,536,406 1,082,026 -454,380 -29.6% 6,754,027
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,409.50 1,403.25 1,381.00
R3 1,398.50 1,392.25 1,378.00
R2 1,387.50 1,387.50 1,377.00
R1 1,381.25 1,381.25 1,376.00 1,380.50
PP 1,376.50 1,376.50 1,376.50 1,376.00
S1 1,370.25 1,370.25 1,374.00 1,369.50
S2 1,365.50 1,365.50 1,373.00
S3 1,354.50 1,359.25 1,372.00
S4 1,343.50 1,348.25 1,369.00
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,498.50 1,478.25 1,408.75
R3 1,464.75 1,444.50 1,399.50
R2 1,431.00 1,431.00 1,396.50
R1 1,410.75 1,410.75 1,393.25 1,404.00
PP 1,397.25 1,397.25 1,397.25 1,394.00
S1 1,377.00 1,377.00 1,387.25 1,370.25
S2 1,363.50 1,363.50 1,384.00
S3 1,329.75 1,343.25 1,381.00
S4 1,296.00 1,309.50 1,371.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,417.75 1,371.75 46.00 3.3% 15.75 1.1% 7% False True 1,567,210
10 1,419.75 1,371.75 48.00 3.5% 16.50 1.2% 7% False True 1,573,912
20 1,419.75 1,360.25 59.50 4.3% 14.75 1.1% 25% False False 1,682,548
40 1,419.75 1,327.75 92.00 6.7% 14.50 1.1% 51% False False 922,872
60 1,419.75 1,267.50 152.25 11.1% 14.50 1.1% 71% False False 616,541
80 1,419.75 1,190.00 229.75 16.7% 15.25 1.1% 81% False False 462,671
100 1,419.75 1,140.25 279.50 20.3% 15.75 1.1% 84% False False 370,169
120 1,419.75 1,140.25 279.50 20.3% 17.00 1.2% 84% False False 308,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.70
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,429.50
2.618 1,411.50
1.618 1,400.50
1.000 1,393.75
0.618 1,389.50
HIGH 1,382.75
0.618 1,378.50
0.500 1,377.25
0.382 1,376.00
LOW 1,371.75
0.618 1,365.00
1.000 1,360.75
1.618 1,354.00
2.618 1,343.00
4.250 1,325.00
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 1,377.25 1,390.50
PP 1,376.50 1,385.25
S1 1,375.75 1,380.00

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

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