E-mini S&P 500 Future December 2011


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Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 1,293.25 1,295.25 2.00 0.2% 1,326.00
High 1,294.75 1,304.00 9.25 0.7% 1,334.25
Low 1,273.00 1,265.00 -8.00 -0.6% 1,273.00
Close 1,282.75 1,274.00 -8.75 -0.7% 1,282.75
Range 21.75 39.00 17.25 79.3% 61.25
ATR 19.68 21.06 1.38 7.0% 0.00
Volume 1,989 3,083 1,094 55.0% 12,278
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,398.00 1,375.00 1,295.50
R3 1,359.00 1,336.00 1,284.75
R2 1,320.00 1,320.00 1,281.25
R1 1,297.00 1,297.00 1,277.50 1,289.00
PP 1,281.00 1,281.00 1,281.00 1,277.00
S1 1,258.00 1,258.00 1,270.50 1,250.00
S2 1,242.00 1,242.00 1,266.75
S3 1,203.00 1,219.00 1,263.25
S4 1,164.00 1,180.00 1,252.50
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1,480.50 1,442.75 1,316.50
R3 1,419.25 1,381.50 1,299.50
R2 1,358.00 1,358.00 1,294.00
R1 1,320.25 1,320.25 1,288.25 1,308.50
PP 1,296.75 1,296.75 1,296.75 1,290.75
S1 1,259.00 1,259.00 1,277.25 1,247.25
S2 1,235.50 1,235.50 1,271.50
S3 1,174.25 1,197.75 1,266.00
S4 1,113.00 1,136.50 1,249.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,334.00 1,265.00 69.00 5.4% 24.25 1.9% 13% False True 2,403
10 1,342.00 1,265.00 77.00 6.0% 21.50 1.7% 12% False True 2,251
20 1,348.75 1,265.00 83.75 6.6% 20.50 1.6% 11% False True 1,808
40 1,348.75 1,247.50 101.25 7.9% 19.25 1.5% 26% False False 1,309
60 1,348.75 1,247.50 101.25 7.9% 18.25 1.4% 26% False False 917
80 1,361.00 1,247.50 113.50 8.9% 16.75 1.3% 23% False False 751
100 1,361.00 1,232.00 129.00 10.1% 16.25 1.3% 33% False False 623
120 1,361.00 1,232.00 129.00 10.1% 13.50 1.1% 33% False False 521
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 5.03
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 1,469.75
2.618 1,406.00
1.618 1,367.00
1.000 1,343.00
0.618 1,328.00
HIGH 1,304.00
0.618 1,289.00
0.500 1,284.50
0.382 1,280.00
LOW 1,265.00
0.618 1,241.00
1.000 1,226.00
1.618 1,202.00
2.618 1,163.00
4.250 1,099.25
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 1,284.50 1,286.00
PP 1,281.00 1,282.00
S1 1,277.50 1,278.00

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

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