E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1,400.00 1,397.75 -2.25 -0.2% 1,366.75
High 1,405.75 1,400.75 -5.00 -0.4% 1,400.50
Low 1,394.25 1,382.50 -11.75 -0.8% 1,360.25
Close 1,397.50 1,389.00 -8.50 -0.6% 1,398.50
Range 11.50 18.25 6.75 58.7% 40.25
ATR 13.67 14.00 0.33 2.4% 0.00
Volume 1,533,339 1,682,241 148,902 9.7% 10,035,315
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,445.50 1,435.50 1,399.00
R3 1,427.25 1,417.25 1,394.00
R2 1,409.00 1,409.00 1,392.25
R1 1,399.00 1,399.00 1,390.75 1,395.00
PP 1,390.75 1,390.75 1,390.75 1,388.75
S1 1,380.75 1,380.75 1,387.25 1,376.50
S2 1,372.50 1,372.50 1,385.75
S3 1,354.25 1,362.50 1,384.00
S4 1,336.00 1,344.25 1,379.00
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,507.25 1,493.00 1,420.75
R3 1,467.00 1,452.75 1,409.50
R2 1,426.75 1,426.75 1,406.00
R1 1,412.50 1,412.50 1,402.25 1,419.50
PP 1,386.50 1,386.50 1,386.50 1,390.00
S1 1,372.25 1,372.25 1,394.75 1,379.50
S2 1,346.25 1,346.25 1,391.00
S3 1,306.00 1,332.00 1,387.50
S4 1,265.75 1,291.75 1,376.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,408.00 1,382.50 25.50 1.8% 12.75 0.9% 25% False True 1,538,920
10 1,408.00 1,357.50 50.50 3.6% 13.00 0.9% 62% False False 1,824,204
20 1,408.00 1,332.75 75.25 5.4% 14.00 1.0% 75% False False 979,604
40 1,408.00 1,291.25 116.75 8.4% 14.00 1.0% 84% False False 491,646
60 1,408.00 1,237.75 170.25 12.3% 13.75 1.0% 89% False False 328,427
80 1,408.00 1,161.00 247.00 17.8% 16.00 1.1% 92% False False 246,479
100 1,408.00 1,140.25 267.75 19.3% 16.00 1.2% 93% False False 197,198
120 1,408.00 1,057.50 350.50 25.2% 18.25 1.3% 95% False False 164,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.63
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,478.25
2.618 1,448.50
1.618 1,430.25
1.000 1,419.00
0.618 1,412.00
HIGH 1,400.75
0.618 1,393.75
0.500 1,391.50
0.382 1,389.50
LOW 1,382.50
0.618 1,371.25
1.000 1,364.25
1.618 1,353.00
2.618 1,334.75
4.250 1,305.00
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1,391.50 1,394.00
PP 1,390.75 1,392.50
S1 1,390.00 1,390.75

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

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