E-mini S&P 500 Future June 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	1,226.50	1,233.50	7.00	0.6%	1,230.50
High	1,234.25	1,235.50	1.25	0.1%	1,236.75
Low	1,224.00	1,230.00	6.00	0.5%	1,224.00
Close	1,233.50	1,233.50	0.00	0.0%	1,233.50
Range	10.25	5.50	-4.75	-46.3%	12.75
ATR	13.46	12.89	-0.57	-4.2%	0.00
Volume	130	276	146	112.3%	1,912

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,249.50	1,247.00	1,236.50
R3	1,244.00	1,241.50	1,235.00
R2	1,238.50	1,238.50	1,234.50
R1	1,236.00	1,236.00	1,234.00	1,236.25
PP	1,233.00	1,233.00	1,233.00	1,233.00
S1	1,230.50	1,230.50	1,233.00	1,230.75
S2	1,227.50	1,227.50	1,232.50
S3	1,222.00	1,225.00	1,232.00
S4	1,216.50	1,219.50	1,230.50

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,269.75	1,264.25	1,240.50
R3	1,257.00	1,251.50	1,237.00
R2	1,244.25	1,244.25	1,235.75
R1	1,238.75	1,238.75	1,234.75	1,241.50
PP	1,231.50	1,231.50	1,231.50	1,232.75
S1	1,226.00	1,226.00	1,232.25	1,228.75
S2	1,218.75	1,218.75	1,231.25
S3	1,206.00	1,213.25	1,230.00
S4	1,193.25	1,200.50	1,226.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,236.75	1,224.00	12.75	1.0%	8.50	0.7%	75%	False	False	382
10	1,236.75	1,207.00	29.75	2.4%	9.75	0.8%	89%	False	False	232
20	1,236.75	1,163.00	73.75	6.0%	14.00	1.1%	96%	False	False	120
40	1,236.75	1,158.25	78.50	6.4%	13.25	1.1%	96%	False	False	67
60	1,236.75	1,109.25	127.50	10.3%	14.00	1.1%	97%	False	False	48
80	1,236.75	1,030.50	206.25	16.7%	12.25	1.0%	98%	False	False	38

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.88
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1,259.00
2.618	1,250.00
1.618	1,244.50
1.000	1,241.00
0.618	1,239.00
HIGH	1,235.50
0.618	1,233.50
0.500	1,232.75
0.382	1,232.00
LOW	1,230.00
0.618	1,226.50
1.000	1,224.50
1.618	1,221.00
2.618	1,215.50
4.250	1,206.50

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	1,233.25	1,232.25
PP	1,233.00	1,231.00
S1	1,232.75	1,229.75

Download as Excel Spreadsheet

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

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