E-mini S&P 500 Future June 2011

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

Download as Excel Spreadsheet

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

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