E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	1,208.00	1,190.75	-17.25	-1.4%	1,264.25
High	1,209.00	1,199.00	-10.00	-0.8%	1,270.75
Low	1,180.75	1,179.25	-1.50	-0.1%	1,206.50
Close	1,190.75	1,182.75	-8.00	-0.7%	1,214.00
Range	28.25	19.75	-8.50	-30.1%	64.25
ATR	31.26	30.44	-0.82	-2.6%	0.00
Volume	2,178,618	2,306,750	128,132	5.9%	12,086,560

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,246.25	1,234.25	1,193.50
R3	1,226.50	1,214.50	1,188.25
R2	1,206.75	1,206.75	1,186.25
R1	1,194.75	1,194.75	1,184.50	1,191.00
PP	1,187.00	1,187.00	1,187.00	1,185.00
S1	1,175.00	1,175.00	1,181.00	1,171.00
S2	1,167.25	1,167.25	1,179.25
S3	1,147.50	1,155.25	1,177.25
S4	1,127.75	1,135.50	1,172.00

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,423.25	1,382.75	1,249.25
R3	1,359.00	1,318.50	1,231.75
R2	1,294.75	1,294.75	1,225.75
R1	1,254.25	1,254.25	1,220.00	1,242.50
PP	1,230.50	1,230.50	1,230.50	1,224.50
S1	1,190.00	1,190.00	1,208.00	1,178.00
S2	1,166.25	1,166.25	1,202.25
S3	1,102.00	1,125.75	1,196.25
S4	1,037.75	1,061.50	1,178.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,258.75	1,179.25	79.50	6.7%	26.50	2.2%	4%	False	True	2,492,529
10	1,274.00	1,179.25	94.75	8.0%	29.75	2.5%	4%	False	True	2,399,635
20	1,289.25	1,179.25	110.00	9.3%	30.50	2.6%	3%	False	True	2,465,594
40	1,289.25	1,068.00	221.25	18.7%	31.75	2.7%	52%	False	False	2,568,391
60	1,289.25	1,068.00	221.25	18.7%	32.50	2.7%	52%	False	False	2,447,867
80	1,289.25	1,068.00	221.25	18.7%	36.25	3.1%	52%	False	False	1,837,987
100	1,348.75	1,068.00	280.75	23.7%	33.00	2.8%	41%	False	False	1,470,752
120	1,348.75	1,068.00	280.75	23.7%	30.50	2.6%	41%	False	False	1,225,761

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	6.00
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,283.00
2.618	1,250.75
1.618	1,231.00
1.000	1,218.75
0.618	1,211.25
HIGH	1,199.00
0.618	1,191.50
0.500	1,189.00
0.382	1,186.75
LOW	1,179.25
0.618	1,167.00
1.000	1,159.50
1.618	1,147.25
2.618	1,127.50
4.250	1,095.25

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	1,189.00	1,204.50
PP	1,187.00	1,197.25
S1	1,185.00	1,190.00

Download as Excel Spreadsheet

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

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