E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 21-Jun-2011

Day Change Summary
	Previous	Current
	20-Jun-2011	21-Jun-2011	Change	Change %	Previous Week
Open	1,262.00	1,268.00	6.00	0.5%	1,259.50
High	1,269.75	1,287.25	17.50	1.4%	1,281.25
Low	1,251.25	1,266.50	15.25	1.2%	1,247.50
Close	1,268.50	1,282.50	14.00	1.1%	1,260.50
Range	18.50	20.75	2.25	12.2%	33.75
ATR	16.76	17.05	0.28	1.7%	0.00
Volume	319	382	63	19.7%	5,337

Daily Pivots for day following 21-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,341.00	1,332.50	1,294.00
R3	1,320.25	1,311.75	1,288.25
R2	1,299.50	1,299.50	1,286.25
R1	1,291.00	1,291.00	1,284.50	1,295.25
PP	1,278.75	1,278.75	1,278.75	1,281.00
S1	1,270.25	1,270.25	1,280.50	1,274.50
S2	1,258.00	1,258.00	1,278.75
S3	1,237.25	1,249.50	1,276.75
S4	1,216.50	1,228.75	1,271.00

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,364.25	1,346.25	1,279.00
R3	1,330.50	1,312.50	1,269.75
R2	1,296.75	1,296.75	1,266.75
R1	1,278.75	1,278.75	1,263.50	1,287.75
PP	1,263.00	1,263.00	1,263.00	1,267.50
S1	1,245.00	1,245.00	1,257.50	1,254.00
S2	1,229.25	1,229.25	1,254.25
S3	1,195.50	1,211.25	1,251.25
S4	1,161.75	1,177.50	1,242.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,287.25	1,247.50	39.75	3.1%	20.00	1.6%	88%	True	False	993
10	1,287.25	1,247.50	39.75	3.1%	17.75	1.4%	88%	True	False	663
20	1,336.25	1,247.50	88.75	6.9%	16.25	1.3%	39%	False	False	352
40	1,361.00	1,247.50	113.50	8.8%	15.50	1.2%	31%	False	False	261
60	1,361.00	1,247.50	113.50	8.8%	14.25	1.1%	31%	False	False	245
80	1,361.00	1,232.00	129.00	10.1%	13.25	1.0%	39%	False	False	210
100	1,361.00	1,232.00	129.00	10.1%	10.75	0.8%	39%	False	False	168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.63
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,375.50
2.618	1,341.50
1.618	1,320.75
1.000	1,308.00
0.618	1,300.00
HIGH	1,287.25
0.618	1,279.25
0.500	1,277.00
0.382	1,274.50
LOW	1,266.50
0.618	1,253.75
1.000	1,245.75
1.618	1,233.00
2.618	1,212.25
4.250	1,178.25

Fisher Pivots for day following 21-Jun-2011
Pivot	1 day	3 day
R1	1,280.50	1,278.00
PP	1,278.75	1,273.75
S1	1,277.00	1,269.25

Download as Excel Spreadsheet

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

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