E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 1,400.50 1,397.50 -3.00 -0.2% 1,372.25
High 1,404.75 1,402.75 -2.00 -0.1% 1,403.00
Low 1,389.25 1,384.50 -4.75 -0.3% 1,354.00
Close 1,397.50 1,386.00 -11.50 -0.8% 1,398.50
Range 15.50 18.25 2.75 17.7% 49.00
ATR 17.03 17.12 0.09 0.5% 0.00
Volume 1,679,970 1,759,554 79,584 4.7% 8,392,126
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 1,445.75 1,434.25 1,396.00
R3 1,427.50 1,416.00 1,391.00
R2 1,409.25 1,409.25 1,389.25
R1 1,397.75 1,397.75 1,387.75 1,394.50
PP 1,391.00 1,391.00 1,391.00 1,389.50
S1 1,379.50 1,379.50 1,384.25 1,376.00
S2 1,372.75 1,372.75 1,382.75
S3 1,354.50 1,361.25 1,381.00
S4 1,336.25 1,343.00 1,376.00
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,532.25 1,514.25 1,425.50
R3 1,483.25 1,465.25 1,412.00
R2 1,434.25 1,434.25 1,407.50
R1 1,416.25 1,416.25 1,403.00 1,425.25
PP 1,385.25 1,385.25 1,385.25 1,389.50
S1 1,367.25 1,367.25 1,394.00 1,376.25
S2 1,336.25 1,336.25 1,389.50
S3 1,287.25 1,318.25 1,385.00
S4 1,238.25 1,269.25 1,371.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,411.50 1,384.50 27.00 1.9% 16.75 1.2% 6% False True 1,535,025
10 1,411.50 1,354.00 57.50 4.1% 16.25 1.2% 56% False False 1,626,495
20 1,411.50 1,352.50 59.00 4.3% 17.75 1.3% 57% False False 1,760,209
40 1,419.75 1,344.75 75.00 5.4% 16.25 1.2% 55% False False 1,726,094
60 1,419.75 1,327.75 92.00 6.6% 15.50 1.1% 63% False False 1,158,506
80 1,419.75 1,267.50 152.25 11.0% 15.25 1.1% 78% False False 869,758
100 1,419.75 1,190.00 229.75 16.6% 16.00 1.2% 85% False False 695,996
120 1,419.75 1,140.25 279.50 20.2% 16.25 1.2% 88% False False 580,023
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 3.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,480.25
2.618 1,450.50
1.618 1,432.25
1.000 1,421.00
0.618 1,414.00
HIGH 1,402.75
0.618 1,395.75
0.500 1,393.50
0.382 1,391.50
LOW 1,384.50
0.618 1,373.25
1.000 1,366.25
1.618 1,355.00
2.618 1,336.75
4.250 1,307.00
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 1,393.50 1,398.00
PP 1,391.00 1,394.00
S1 1,388.50 1,390.00

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

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