E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 1,364.25 1,385.75 21.50 1.6% 1,375.00
High 1,386.25 1,388.50 2.25 0.2% 1,388.50
Low 1,363.25 1,363.75 0.50 0.0% 1,352.50
Close 1,386.00 1,365.00 -21.00 -1.5% 1,365.00
Range 23.00 24.75 1.75 7.6% 36.00
ATR 16.77 17.34 0.57 3.4% 0.00
Volume 1,852,924 1,925,749 72,825 3.9% 9,115,446
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,446.75 1,430.50 1,378.50
R3 1,422.00 1,405.75 1,371.75
R2 1,397.25 1,397.25 1,369.50
R1 1,381.00 1,381.00 1,367.25 1,376.75
PP 1,372.50 1,372.50 1,372.50 1,370.25
S1 1,356.25 1,356.25 1,362.75 1,352.00
S2 1,347.75 1,347.75 1,360.50
S3 1,323.00 1,331.50 1,358.25
S4 1,298.25 1,306.75 1,351.50
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,476.75 1,456.75 1,384.75
R3 1,440.75 1,420.75 1,375.00
R2 1,404.75 1,404.75 1,371.50
R1 1,384.75 1,384.75 1,368.25 1,376.75
PP 1,368.75 1,368.75 1,368.75 1,364.50
S1 1,348.75 1,348.75 1,361.75 1,340.75
S2 1,332.75 1,332.75 1,358.50
S3 1,296.75 1,312.75 1,355.00
S4 1,260.75 1,276.75 1,345.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,388.50 1,352.50 36.00 2.6% 20.00 1.5% 35% True False 1,823,089
10 1,417.75 1,352.50 65.25 4.8% 17.75 1.3% 19% False False 1,748,633
20 1,419.75 1,352.50 67.25 4.9% 16.50 1.2% 19% False False 1,651,323
40 1,419.75 1,327.75 92.00 6.7% 15.25 1.1% 40% False False 1,123,556
60 1,419.75 1,291.25 128.50 9.4% 14.75 1.1% 57% False False 750,320
80 1,419.75 1,190.00 229.75 16.8% 15.25 1.1% 76% False False 563,075
100 1,419.75 1,140.25 279.50 20.5% 16.00 1.2% 80% False False 450,503
120 1,419.75 1,140.25 279.50 20.5% 16.50 1.2% 80% False False 375,431
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 3.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,493.75
2.618 1,453.25
1.618 1,428.50
1.000 1,413.25
0.618 1,403.75
HIGH 1,388.50
0.618 1,379.00
0.500 1,376.00
0.382 1,373.25
LOW 1,363.75
0.618 1,348.50
1.000 1,339.00
1.618 1,323.75
2.618 1,299.00
4.250 1,258.50
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 1,376.00 1,373.00
PP 1,372.50 1,370.25
S1 1,368.75 1,367.75

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

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