E-mini S&P 500 Future June 2011

Trading Metrics calculated at close of trading on 23-Dec-2010

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	1,245.50	1,250.00	4.50	0.4%	1,230.50
High	1,249.50	1,250.50	1.00	0.1%	1,236.75
Low	1,244.00	1,244.75	0.75	0.1%	1,224.00
Close	1,249.50	1,248.00	-1.50	-0.1%	1,233.50
Range	5.50	5.75	0.25	4.5%	12.75
ATR	12.06	11.61	-0.45	-3.7%	0.00
Volume	489	297	-192	-39.3%	1,912

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,265.00	1,262.25	1,251.25
R3	1,259.25	1,256.50	1,249.50
R2	1,253.50	1,253.50	1,249.00
R1	1,250.75	1,250.75	1,248.50	1,249.25
PP	1,247.75	1,247.75	1,247.75	1,247.00
S1	1,245.00	1,245.00	1,247.50	1,243.50
S2	1,242.00	1,242.00	1,247.00
S3	1,236.25	1,239.25	1,246.50
S4	1,230.50	1,233.50	1,244.75

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	1,250.50	1,229.50	21.00	1.7%	7.50	0.6%	88%	True	False	565
10	1,250.50	1,222.25	28.25	2.3%	8.25	0.7%	91%	True	False	449
20	1,250.50	1,163.00	87.50	7.0%	12.00	1.0%	97%	True	False	246
40	1,250.50	1,161.50	89.00	7.1%	13.00	1.0%	97%	True	False	131
60	1,250.50	1,117.50	133.00	10.7%	13.50	1.1%	98%	True	False	89
80	1,250.50	1,059.00	191.50	15.3%	12.50	1.0%	99%	True	False	69
100	1,250.50	1,030.50	220.00	17.6%	10.25	0.8%	99%	True	False	60

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,275.00
2.618	1,265.50
1.618	1,259.75
1.000	1,256.25
0.618	1,254.00
HIGH	1,250.50
0.618	1,248.25
0.500	1,247.50
0.382	1,247.00
LOW	1,244.75
0.618	1,241.25
1.000	1,239.00
1.618	1,235.50
2.618	1,229.75
4.250	1,220.25

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	1,248.00	1,246.50
PP	1,247.75	1,245.00
S1	1,247.50	1,243.50

Download as Excel Spreadsheet

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

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