E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	1,249.25	1,257.75	8.50	0.7%	1,165.50
High	1,262.25	1,266.00	3.75	0.3%	1,257.00
Low	1,238.25	1,224.75	-13.50	-1.1%	1,164.00
Close	1,258.25	1,230.25	-28.00	-2.2%	1,237.50
Range	24.00	41.25	17.25	71.9%	93.00
ATR	28.58	29.49	0.90	3.2%	0.00
Volume	280,631	1,277,789	997,158	355.3%	98,942

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,364.00	1,338.50	1,253.00
R3	1,322.75	1,297.25	1,241.50
R2	1,281.50	1,281.50	1,237.75
R1	1,256.00	1,256.00	1,234.00	1,248.00
PP	1,240.25	1,240.25	1,240.25	1,236.50
S1	1,214.75	1,214.75	1,226.50	1,207.00
S2	1,199.00	1,199.00	1,222.75
S3	1,157.75	1,173.50	1,219.00
S4	1,116.50	1,132.25	1,207.50

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,498.50	1,461.00	1,288.75
R3	1,405.50	1,368.00	1,263.00
R2	1,312.50	1,312.50	1,254.50
R1	1,275.00	1,275.00	1,246.00	1,293.75
PP	1,219.50	1,219.50	1,219.50	1,229.00
S1	1,182.00	1,182.00	1,229.00	1,200.75
S2	1,126.50	1,126.50	1,220.50
S3	1,033.50	1,089.00	1,212.00
S4	940.50	996.00	1,186.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,266.00	1,224.75	41.25	3.4%	25.00	2.0%	13%	True	True	337,882
10	1,266.00	1,141.75	124.25	10.1%	27.50	2.2%	71%	True	False	177,847
20	1,266.00	1,141.75	124.25	10.1%	27.25	2.2%	71%	True	False	92,359
40	1,283.00	1,141.75	141.25	11.5%	28.75	2.3%	63%	False	False	47,430
60	1,283.00	1,062.00	221.00	18.0%	30.75	2.5%	76%	False	False	32,099
80	1,283.00	1,062.00	221.00	18.0%	31.25	2.5%	76%	False	False	24,110
100	1,335.75	1,062.00	273.75	22.3%	32.50	2.6%	61%	False	False	19,297
120	1,342.75	1,062.00	280.75	22.8%	30.00	2.4%	60%	False	False	16,084

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.55
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,441.25
2.618	1,374.00
1.618	1,332.75
1.000	1,307.25
0.618	1,291.50
HIGH	1,266.00
0.618	1,250.25
0.500	1,245.50
0.382	1,240.50
LOW	1,224.75
0.618	1,199.25
1.000	1,183.50
1.618	1,158.00
2.618	1,116.75
4.250	1,049.50

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	1,245.50	1,245.50
PP	1,240.25	1,240.25
S1	1,235.25	1,235.25

Download as Excel Spreadsheet

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

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