E-mini S&P 500 Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 1,274.25 1,272.50 -1.75 -0.1% 1,262.00
High 1,275.00 1,280.25 5.25 0.4% 1,288.00
Low 1,252.00 1,256.25 4.25 0.3% 1,251.25
Close 1,271.75 1,258.50 -13.25 -1.0% 1,258.50
Range 23.00 24.00 1.00 4.3% 36.75
ATR 17.24 17.72 0.48 2.8% 0.00
Volume 729 2,130 1,401 192.2% 3,863
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,337.00 1,321.75 1,271.75
R3 1,313.00 1,297.75 1,265.00
R2 1,289.00 1,289.00 1,263.00
R1 1,273.75 1,273.75 1,260.75 1,269.50
PP 1,265.00 1,265.00 1,265.00 1,262.75
S1 1,249.75 1,249.75 1,256.25 1,245.50
S2 1,241.00 1,241.00 1,254.00
S3 1,217.00 1,225.75 1,252.00
S4 1,193.00 1,201.75 1,245.25
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,376.25 1,354.00 1,278.75
R3 1,339.50 1,317.25 1,268.50
R2 1,302.75 1,302.75 1,265.25
R1 1,280.50 1,280.50 1,261.75 1,273.25
PP 1,266.00 1,266.00 1,266.00 1,262.25
S1 1,243.75 1,243.75 1,255.25 1,236.50
S2 1,229.25 1,229.25 1,251.75
S3 1,192.50 1,207.00 1,248.50
S4 1,155.75 1,170.25 1,238.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,288.00 1,251.25 36.75 2.9% 20.00 1.6% 20% False False 772
10 1,288.00 1,247.50 40.50 3.2% 19.25 1.5% 27% False False 920
20 1,336.25 1,247.50 88.75 7.1% 17.00 1.4% 12% False False 505
40 1,361.00 1,247.50 113.50 9.0% 16.50 1.3% 10% False False 336
60 1,361.00 1,247.50 113.50 9.0% 14.50 1.2% 10% False False 293
80 1,361.00 1,232.00 129.00 10.3% 14.00 1.1% 21% False False 247
100 1,361.00 1,232.00 129.00 10.3% 11.50 0.9% 21% False False 200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.63
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,382.25
2.618 1,343.00
1.618 1,319.00
1.000 1,304.25
0.618 1,295.00
HIGH 1,280.25
0.618 1,271.00
0.500 1,268.25
0.382 1,265.50
LOW 1,256.25
0.618 1,241.50
1.000 1,232.25
1.618 1,217.50
2.618 1,193.50
4.250 1,154.25
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 1,268.25 1,270.00
PP 1,265.00 1,266.25
S1 1,261.75 1,262.25

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

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