E-mini S&P 500 Future December 2011


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 1,316.75 1,307.00 -9.75 -0.7% 1,328.25
High 1,329.75 1,320.50 -9.25 -0.7% 1,347.25
Low 1,314.50 1,305.75 -8.75 -0.7% 1,318.75
Close 1,314.75 1,314.50 -0.25 0.0% 1,323.00
Range 15.25 14.75 -0.50 -3.3% 28.50
ATR 15.71 15.64 -0.07 -0.4% 0.00
Volume 17 191 174 1,023.5% 471
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1,357.75 1,351.00 1,322.50
R3 1,343.00 1,336.25 1,318.50
R2 1,328.25 1,328.25 1,317.25
R1 1,321.50 1,321.50 1,315.75 1,325.00
PP 1,313.50 1,313.50 1,313.50 1,315.25
S1 1,306.75 1,306.75 1,313.25 1,310.00
S2 1,298.75 1,298.75 1,311.75
S3 1,284.00 1,292.00 1,310.50
S4 1,269.25 1,277.25 1,306.50
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1,415.25 1,397.50 1,338.75
R3 1,386.75 1,369.00 1,330.75
R2 1,358.25 1,358.25 1,328.25
R1 1,340.50 1,340.50 1,325.50 1,335.00
PP 1,329.75 1,329.75 1,329.75 1,327.00
S1 1,312.00 1,312.00 1,320.50 1,306.50
S2 1,301.25 1,301.25 1,317.75
S3 1,272.75 1,283.50 1,315.25
S4 1,244.25 1,255.00 1,307.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,347.25 1,305.75 41.50 3.2% 18.75 1.4% 21% False True 59
10 1,347.25 1,305.75 41.50 3.2% 18.00 1.4% 21% False True 153
20 1,361.00 1,284.00 77.00 5.9% 14.50 1.1% 40% False False 201
40 1,361.00 1,269.00 92.00 7.0% 13.00 1.0% 49% False False 164
60 1,361.00 1,232.00 129.00 9.8% 11.50 0.9% 64% False False 143
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 4.58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,383.25
2.618 1,359.00
1.618 1,344.25
1.000 1,335.25
0.618 1,329.50
HIGH 1,320.50
0.618 1,314.75
0.500 1,313.00
0.382 1,311.50
LOW 1,305.75
0.618 1,296.75
1.000 1,291.00
1.618 1,282.00
2.618 1,267.25
4.250 1,243.00
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1,314.00 1,323.50
PP 1,313.50 1,320.50
S1 1,313.00 1,317.50

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

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