E-mini S&P 500 Future June 2011


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Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1,332.00 1,325.25 -6.75 -0.5% 1,337.25
High 1,341.25 1,332.00 -9.25 -0.7% 1,358.25
Low 1,324.75 1,316.25 -8.50 -0.6% 1,328.75
Close 1,325.50 1,325.50 0.00 0.0% 1,334.00
Range 16.50 15.75 -0.75 -4.5% 29.50
ATR 17.23 17.13 -0.11 -0.6% 0.00
Volume 2,176,346 2,289,944 113,598 5.2% 9,914,828
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1,371.75 1,364.50 1,334.25
R3 1,356.00 1,348.75 1,329.75
R2 1,340.25 1,340.25 1,328.50
R1 1,333.00 1,333.00 1,327.00 1,336.50
PP 1,324.50 1,324.50 1,324.50 1,326.50
S1 1,317.25 1,317.25 1,324.00 1,321.00
S2 1,308.75 1,308.75 1,322.50
S3 1,293.00 1,301.50 1,321.25
S4 1,277.25 1,285.75 1,316.75
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1,428.75 1,411.00 1,350.25
R3 1,399.25 1,381.50 1,342.00
R2 1,369.75 1,369.75 1,339.50
R1 1,352.00 1,352.00 1,336.75 1,346.00
PP 1,340.25 1,340.25 1,340.25 1,337.50
S1 1,322.50 1,322.50 1,331.25 1,316.50
S2 1,310.75 1,310.75 1,328.50
S3 1,281.25 1,293.00 1,326.00
S4 1,251.75 1,263.50 1,317.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,358.25 1,316.25 42.00 3.2% 20.00 1.5% 22% False True 2,228,890
10 1,358.25 1,316.25 42.00 3.2% 19.00 1.4% 22% False True 2,234,350
20 1,373.50 1,294.00 79.50 6.0% 16.50 1.3% 40% False False 1,870,672
40 1,373.50 1,279.00 94.50 7.1% 15.25 1.1% 49% False False 1,790,155
60 1,373.50 1,241.25 132.25 10.0% 18.50 1.4% 64% False False 1,562,866
80 1,373.50 1,241.25 132.25 10.0% 17.00 1.3% 64% False False 1,172,529
100 1,373.50 1,241.00 132.50 10.0% 15.75 1.2% 64% False False 938,195
120 1,373.50 1,163.00 210.50 15.9% 15.25 1.2% 77% False False 781,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 5.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,399.00
2.618 1,373.25
1.618 1,357.50
1.000 1,347.75
0.618 1,341.75
HIGH 1,332.00
0.618 1,326.00
0.500 1,324.00
0.382 1,322.25
LOW 1,316.25
0.618 1,306.50
1.000 1,300.50
1.618 1,290.75
2.618 1,275.00
4.250 1,249.25
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1,325.00 1,334.50
PP 1,324.50 1,331.50
S1 1,324.00 1,328.50

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

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