E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	1,153.50	1,166.00	12.50	1.1%	1,171.50
High	1,170.75	1,183.00	12.25	1.0%	1,200.50
Low	1,137.25	1,147.50	10.25	0.9%	1,112.00
Close	1,166.25	1,151.75	-14.50	-1.2%	1,118.25
Range	33.50	35.50	2.00	6.0%	88.50
ATR	39.02	38.77	-0.25	-0.6%	0.00
Volume	15,933	17,337	1,404	8.8%	21,581

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,267.25	1,245.00	1,171.25
R3	1,231.75	1,209.50	1,161.50
R2	1,196.25	1,196.25	1,158.25
R1	1,174.00	1,174.00	1,155.00	1,167.50
PP	1,160.75	1,160.75	1,160.75	1,157.50
S1	1,138.50	1,138.50	1,148.50	1,132.00
S2	1,125.25	1,125.25	1,145.25
S3	1,089.75	1,103.00	1,142.00
S4	1,054.25	1,067.50	1,132.25

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,409.00	1,352.25	1,167.00
R3	1,320.50	1,263.75	1,142.50
R2	1,232.00	1,232.00	1,134.50
R1	1,175.25	1,175.25	1,126.25	1,159.50
PP	1,143.50	1,143.50	1,143.50	1,135.75
S1	1,086.75	1,086.75	1,110.25	1,071.00
S2	1,055.00	1,055.00	1,102.00
S3	966.50	998.25	1,094.00
S4	878.00	909.75	1,069.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,183.00	1,105.75	77.25	6.7%	36.25	3.1%	60%	True	False	10,947
10	1,200.50	1,105.75	94.75	8.2%	35.50	3.1%	49%	False	False	7,476
20	1,304.00	1,071.50	232.50	20.2%	46.50	4.0%	35%	False	False	7,421
40	1,348.75	1,071.50	277.25	24.1%	33.00	2.9%	29%	False	False	4,526
60	1,348.75	1,071.50	277.25	24.1%	27.75	2.4%	29%	False	False	3,265
80	1,348.75	1,071.50	277.25	24.1%	25.00	2.2%	29%	False	False	2,484
100	1,361.00	1,071.50	289.50	25.1%	22.25	1.9%	28%	False	False	2,035
120	1,361.00	1,071.50	289.50	25.1%	20.75	1.8%	28%	False	False	1,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,334.00
2.618	1,276.00
1.618	1,240.50
1.000	1,218.50
0.618	1,205.00
HIGH	1,183.00
0.618	1,169.50
0.500	1,165.25
0.382	1,161.00
LOW	1,147.50
0.618	1,125.50
1.000	1,112.00
1.618	1,090.00
2.618	1,054.50
4.250	996.50

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	1,165.25	1,150.50
PP	1,160.75	1,149.25
S1	1,156.25	1,148.00

Download as Excel Spreadsheet

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

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