E-mini S&P 500 Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 1,105.00 1,167.25 62.25 5.6% 1,263.50
High 1,162.50 1,167.25 4.75 0.4% 1,297.75
Low 1,067.00 1,103.75 36.75 3.4% 1,153.75
Close 1,160.25 1,112.00 -48.25 -4.2% 1,186.50
Range 95.50 63.50 -32.00 -33.5% 144.00
ATR 35.22 37.24 2.02 5.7% 0.00
Volume 108 280 172 159.3% 212
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,318.25 1,278.50 1,147.00
R3 1,254.75 1,215.00 1,129.50
R2 1,191.25 1,191.25 1,123.75
R1 1,151.50 1,151.50 1,117.75 1,139.50
PP 1,127.75 1,127.75 1,127.75 1,121.75
S1 1,088.00 1,088.00 1,106.25 1,076.00
S2 1,064.25 1,064.25 1,100.25
S3 1,000.75 1,024.50 1,094.50
S4 937.25 961.00 1,077.00
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,644.75 1,559.50 1,265.75
R3 1,500.75 1,415.50 1,226.00
R2 1,356.75 1,356.75 1,213.00
R1 1,271.50 1,271.50 1,199.75 1,242.00
PP 1,212.75 1,212.75 1,212.75 1,198.00
S1 1,127.50 1,127.50 1,173.25 1,098.00
S2 1,068.75 1,068.75 1,160.00
S3 924.75 983.50 1,147.00
S4 780.75 839.50 1,107.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,252.50 1,067.00 185.50 16.7% 71.75 6.4% 24% False False 144
10 1,301.00 1,067.00 234.00 21.0% 49.25 4.4% 19% False False 77
20 1,335.75 1,067.00 268.75 24.2% 33.50 3.0% 17% False False 45
40 1,342.75 1,067.00 275.75 24.8% 25.25 2.3% 16% False False 33
60 1,342.75 1,067.00 275.75 24.8% 17.25 1.6% 16% False False 23
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 12.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,437.00
2.618 1,333.50
1.618 1,270.00
1.000 1,230.75
0.618 1,206.50
HIGH 1,167.25
0.618 1,143.00
0.500 1,135.50
0.382 1,128.00
LOW 1,103.75
0.618 1,064.50
1.000 1,040.25
1.618 1,001.00
2.618 937.50
4.250 834.00
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 1,135.50 1,122.50
PP 1,127.75 1,119.00
S1 1,119.75 1,115.50

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

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