E-mini S&P 500 Future June 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	1,285.00	1,277.75	-7.25	-0.6%	1,329.75
High	1,287.75	1,294.00	6.25	0.5%	1,347.75
Low	1,276.25	1,275.25	-1.00	-0.1%	1,294.50
Close	1,277.00	1,287.50	10.50	0.8%	1,296.25
Range	11.50	18.75	7.25	63.0%	53.25
ATR	16.60	16.76	0.15	0.9%	0.00
Volume	2,686,130	1,715,727	-970,403	-36.1%	8,952,401

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,341.75	1,333.50	1,297.75
R3	1,323.00	1,314.75	1,292.75
R2	1,304.25	1,304.25	1,291.00
R1	1,296.00	1,296.00	1,289.25	1,300.00
PP	1,285.50	1,285.50	1,285.50	1,287.75
S1	1,277.25	1,277.25	1,285.75	1,281.50
S2	1,266.75	1,266.75	1,284.00
S3	1,248.00	1,258.50	1,282.25
S4	1,229.25	1,239.75	1,277.25

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,472.50	1,437.75	1,325.50
R3	1,419.25	1,384.50	1,311.00
R2	1,366.00	1,366.00	1,306.00
R1	1,331.25	1,331.25	1,301.25	1,322.00
PP	1,312.75	1,312.75	1,312.75	1,308.25
S1	1,278.00	1,278.00	1,291.25	1,268.75
S2	1,259.50	1,259.50	1,286.50
S3	1,206.25	1,224.75	1,281.50
S4	1,153.00	1,171.50	1,267.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,313.50	1,275.25	38.25	3.0%	15.50	1.2%	32%	False	True	2,262,520
10	1,347.75	1,275.25	72.50	5.6%	17.00	1.3%	17%	False	True	2,127,287
20	1,352.50	1,275.25	77.25	6.0%	16.75	1.3%	16%	False	True	2,095,969
40	1,373.50	1,275.25	98.25	7.6%	16.50	1.3%	12%	False	True	1,954,616
60	1,373.50	1,241.25	132.25	10.3%	16.50	1.3%	35%	False	False	1,922,523
80	1,373.50	1,241.25	132.25	10.3%	17.50	1.4%	35%	False	False	1,584,329
100	1,373.50	1,241.25	132.25	10.3%	16.75	1.3%	35%	False	False	1,267,729
120	1,373.50	1,229.50	144.00	11.2%	15.50	1.2%	40%	False	False	1,056,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.45
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,373.75
2.618	1,343.00
1.618	1,324.25
1.000	1,312.75
0.618	1,305.50
HIGH	1,294.00
0.618	1,286.75
0.500	1,284.50
0.382	1,282.50
LOW	1,275.25
0.618	1,263.75
1.000	1,256.50
1.618	1,245.00
2.618	1,226.25
4.250	1,195.50

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	1,286.50	1,286.75
PP	1,285.50	1,286.00
S1	1,284.50	1,285.50

Download as Excel Spreadsheet

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

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