E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	1,331.25	1,346.00	14.75	1.1%	1,328.50
High	1,347.00	1,348.75	1.75	0.1%	1,348.75
Low	1,331.25	1,324.00	-7.25	-0.5%	1,321.50
Close	1,346.25	1,336.50	-9.75	-0.7%	1,336.50
Range	15.75	24.75	9.00	57.1%	27.25
ATR	17.35	17.88	0.53	3.0%	0.00
Volume	776	1,117	341	43.9%	3,429

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,410.75	1,398.25	1,350.00
R3	1,386.00	1,373.50	1,343.25
R2	1,361.25	1,361.25	1,341.00
R1	1,348.75	1,348.75	1,338.75	1,342.50
PP	1,336.50	1,336.50	1,336.50	1,333.25
S1	1,324.00	1,324.00	1,334.25	1,318.00
S2	1,311.75	1,311.75	1,332.00
S3	1,287.00	1,299.25	1,329.75
S4	1,262.25	1,274.50	1,323.00

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,417.25	1,404.25	1,351.50
R3	1,390.00	1,377.00	1,344.00
R2	1,362.75	1,362.75	1,341.50
R1	1,349.75	1,349.75	1,339.00	1,356.25
PP	1,335.50	1,335.50	1,335.50	1,339.00
S1	1,322.50	1,322.50	1,334.00	1,329.00
S2	1,308.25	1,308.25	1,331.50
S3	1,281.00	1,295.25	1,329.00
S4	1,253.75	1,268.00	1,321.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,348.75	1,307.25	41.50	3.1%	17.75	1.3%	70%	True	False	821
10	1,348.75	1,252.00	96.75	7.2%	18.50	1.4%	87%	True	False	1,194
20	1,348.75	1,247.50	101.25	7.6%	18.75	1.4%	88%	True	False	968
40	1,348.75	1,247.50	101.25	7.6%	16.75	1.3%	88%	True	False	536
60	1,361.00	1,247.50	113.50	8.5%	15.75	1.2%	78%	False	False	440
80	1,361.00	1,232.00	129.00	9.7%	15.50	1.2%	81%	False	False	366
100	1,361.00	1,232.00	129.00	9.7%	13.00	1.0%	81%	False	False	298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.78
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,454.00
2.618	1,413.50
1.618	1,388.75
1.000	1,373.50
0.618	1,364.00
HIGH	1,348.75
0.618	1,339.25
0.500	1,336.50
0.382	1,333.50
LOW	1,324.00
0.618	1,308.75
1.000	1,299.25
1.618	1,284.00
2.618	1,259.25
4.250	1,218.75

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	1,336.50	1,336.00
PP	1,336.50	1,335.50
S1	1,336.50	1,335.00

Download as Excel Spreadsheet

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

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