E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 1,324.50 1,328.25 3.75 0.3% 1,354.50
High 1,340.25 1,335.25 -5.00 -0.4% 1,361.00
Low 1,321.50 1,324.50 3.00 0.2% 1,314.75
Close 1,323.75 1,331.75 8.00 0.6% 1,323.75
Range 18.75 10.75 -8.00 -42.7% 46.25
ATR 14.44 14.23 -0.21 -1.5% 0.00
Volume 460 375 -85 -18.5% 1,061
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 1,362.75 1,358.00 1,337.75
R3 1,352.00 1,347.25 1,334.75
R2 1,341.25 1,341.25 1,333.75
R1 1,336.50 1,336.50 1,332.75 1,339.00
PP 1,330.50 1,330.50 1,330.50 1,331.75
S1 1,325.75 1,325.75 1,330.75 1,328.00
S2 1,319.75 1,319.75 1,329.75
S3 1,309.00 1,315.00 1,328.75
S4 1,298.25 1,304.25 1,325.75
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1,472.00 1,444.00 1,349.25
R3 1,425.75 1,397.75 1,336.50
R2 1,379.50 1,379.50 1,332.25
R1 1,351.50 1,351.50 1,328.00 1,342.50
PP 1,333.25 1,333.25 1,333.25 1,328.50
S1 1,305.25 1,305.25 1,319.50 1,296.00
S2 1,287.00 1,287.00 1,315.25
S3 1,240.75 1,259.00 1,311.00
S4 1,194.50 1,212.75 1,298.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,346.00 1,314.75 31.25 2.3% 15.75 1.2% 54% False False 255
10 1,361.00 1,314.75 46.25 3.5% 13.25 1.0% 37% False False 195
20 1,361.00 1,280.25 80.75 6.1% 12.75 1.0% 64% False False 249
40 1,361.00 1,232.00 129.00 9.7% 14.00 1.0% 77% False False 203
60 1,361.00 1,232.00 129.00 9.7% 9.50 0.7% 77% False False 139
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,381.00
2.618 1,363.50
1.618 1,352.75
1.000 1,346.00
0.618 1,342.00
HIGH 1,335.25
0.618 1,331.25
0.500 1,330.00
0.382 1,328.50
LOW 1,324.50
0.618 1,317.75
1.000 1,313.75
1.618 1,307.00
2.618 1,296.25
4.250 1,278.75
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 1,331.00 1,330.25
PP 1,330.50 1,329.00
S1 1,330.00 1,327.50

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

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