E-mini S&P 500 Future June 2011


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Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 1,357.75 1,351.75 -6.00 -0.4% 1,330.50
High 1,358.50 1,355.00 -3.50 -0.3% 1,363.75
Low 1,345.75 1,337.50 -8.25 -0.6% 1,327.25
Close 1,352.00 1,343.00 -9.00 -0.7% 1,359.75
Range 12.75 17.50 4.75 37.3% 36.50
ATR 15.21 15.37 0.16 1.1% 0.00
Volume 1,674,060 2,376,784 702,724 42.0% 7,019,679
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 1,397.75 1,387.75 1,352.50
R3 1,380.25 1,370.25 1,347.75
R2 1,362.75 1,362.75 1,346.25
R1 1,352.75 1,352.75 1,344.50 1,349.00
PP 1,345.25 1,345.25 1,345.25 1,343.25
S1 1,335.25 1,335.25 1,341.50 1,331.50
S2 1,327.75 1,327.75 1,339.75
S3 1,310.25 1,317.75 1,338.25
S4 1,292.75 1,300.25 1,333.50
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,459.75 1,446.25 1,379.75
R3 1,423.25 1,409.75 1,369.75
R2 1,386.75 1,386.75 1,366.50
R1 1,373.25 1,373.25 1,363.00 1,380.00
PP 1,350.25 1,350.25 1,350.25 1,353.50
S1 1,336.75 1,336.75 1,356.50 1,343.50
S2 1,313.75 1,313.75 1,353.00
S3 1,277.25 1,300.25 1,349.75
S4 1,240.75 1,263.75 1,339.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,373.50 1,337.50 36.00 2.7% 14.25 1.1% 15% False True 1,746,674
10 1,373.50 1,308.50 65.00 4.8% 14.50 1.1% 53% False False 1,591,916
20 1,373.50 1,290.50 83.00 6.2% 15.00 1.1% 63% False False 1,727,577
40 1,373.50 1,241.25 132.25 9.8% 17.00 1.3% 77% False False 1,837,188
60 1,373.50 1,241.25 132.25 9.8% 17.00 1.3% 77% False False 1,230,327
80 1,373.50 1,241.25 132.25 9.8% 16.25 1.2% 77% False False 923,085
100 1,373.50 1,222.25 151.25 11.3% 14.75 1.1% 80% False False 738,570
120 1,373.50 1,161.50 212.00 15.8% 15.00 1.1% 86% False False 615,479
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 2.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,429.50
2.618 1,400.75
1.618 1,383.25
1.000 1,372.50
0.618 1,365.75
HIGH 1,355.00
0.618 1,348.25
0.500 1,346.25
0.382 1,344.25
LOW 1,337.50
0.618 1,326.75
1.000 1,320.00
1.618 1,309.25
2.618 1,291.75
4.250 1,263.00
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 1,346.25 1,355.50
PP 1,345.25 1,351.25
S1 1,344.00 1,347.25

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

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