E-mini S&P 500 Future December 2011

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	1,256.00	1,235.00	-21.00	-1.7%	1,248.00
High	1,260.50	1,249.75	-10.75	-0.9%	1,272.00
Low	1,226.00	1,218.50	-7.50	-0.6%	1,228.50
Close	1,235.25	1,226.25	-9.00	-0.7%	1,258.75
Range	34.50	31.25	-3.25	-9.4%	43.50
ATR	30.23	30.30	0.07	0.2%	0.00
Volume	908,398	999,447	91,049	10.0%	10,823,780

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,325.25	1,307.00	1,243.50
R3	1,294.00	1,275.75	1,234.75
R2	1,262.75	1,262.75	1,232.00
R1	1,244.50	1,244.50	1,229.00	1,238.00
PP	1,231.50	1,231.50	1,231.50	1,228.25
S1	1,213.25	1,213.25	1,223.50	1,206.75
S2	1,200.25	1,200.25	1,220.50
S3	1,169.00	1,182.00	1,217.75
S4	1,137.75	1,150.75	1,209.00

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,383.50	1,364.75	1,282.75
R3	1,340.00	1,321.25	1,270.75
R2	1,296.50	1,296.50	1,266.75
R1	1,277.75	1,277.75	1,262.75	1,287.00
PP	1,253.00	1,253.00	1,253.00	1,257.75
S1	1,234.25	1,234.25	1,254.75	1,243.50
S2	1,209.50	1,209.50	1,250.75
S3	1,166.00	1,190.75	1,246.75
S4	1,122.50	1,147.25	1,234.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,272.00	1,218.50	53.50	4.4%	32.50	2.7%	14%	False	True	1,642,738
10	1,272.00	1,183.00	89.00	7.3%	30.25	2.5%	49%	False	False	2,031,158
20	1,272.00	1,147.50	124.50	10.2%	28.00	2.3%	63%	False	False	2,182,138
40	1,289.25	1,147.50	141.75	11.6%	29.75	2.4%	56%	False	False	2,332,253
60	1,289.25	1,068.00	221.25	18.0%	32.00	2.6%	72%	False	False	2,532,244
80	1,289.25	1,068.00	221.25	18.0%	32.25	2.6%	72%	False	False	2,198,475
100	1,334.25	1,068.00	266.25	21.7%	34.25	2.8%	59%	False	False	1,759,911
120	1,348.75	1,068.00	280.75	22.9%	32.00	2.6%	56%	False	False	1,466,837

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	7.48
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,382.50
2.618	1,331.50
1.618	1,300.25
1.000	1,281.00
0.618	1,269.00
HIGH	1,249.75
0.618	1,237.75
0.500	1,234.00
0.382	1,230.50
LOW	1,218.50
0.618	1,199.25
1.000	1,187.25
1.618	1,168.00
2.618	1,136.75
4.250	1,085.75

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	1,234.00	1,239.50
PP	1,231.50	1,235.00
S1	1,229.00	1,230.75

Download as Excel Spreadsheet

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

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