E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	1,274.75	1,275.00	0.25	0.0%	1,274.75
High	1,277.75	1,292.00	14.25	1.1%	1,282.25
Low	1,267.25	1,274.50	7.25	0.6%	1,259.75
Close	1,275.50	1,286.00	10.50	0.8%	1,274.25
Range	10.50	17.50	7.00	66.7%	22.50
ATR	21.09	20.83	-0.26	-1.2%	0.00
Volume	1,217,578	1,250,815	33,237	2.7%	5,610,562

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,336.75	1,328.75	1,295.50
R3	1,319.25	1,311.25	1,290.75
R2	1,301.75	1,301.75	1,289.25
R1	1,293.75	1,293.75	1,287.50	1,297.75
PP	1,284.25	1,284.25	1,284.25	1,286.00
S1	1,276.25	1,276.25	1,284.50	1,280.25
S2	1,266.75	1,266.75	1,282.75
S3	1,249.25	1,258.75	1,281.25
S4	1,231.75	1,241.25	1,276.50

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,339.50	1,329.50	1,286.50
R3	1,317.00	1,307.00	1,280.50
R2	1,294.50	1,294.50	1,278.50
R1	1,284.50	1,284.50	1,276.25	1,278.25
PP	1,272.00	1,272.00	1,272.00	1,269.00
S1	1,262.00	1,262.00	1,272.25	1,255.75
S2	1,249.50	1,249.50	1,270.00
S3	1,227.00	1,239.50	1,268.00
S4	1,204.50	1,217.00	1,262.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,292.00	1,259.75	32.25	2.5%	14.50	1.1%	81%	True	False	1,373,916
10	1,292.00	1,243.00	49.00	3.8%	13.75	1.1%	88%	True	False	1,042,873
20	1,292.00	1,195.50	96.50	7.5%	19.25	1.5%	94%	True	False	1,471,304
40	1,292.00	1,141.75	150.25	11.7%	23.50	1.8%	96%	True	False	841,995
60	1,292.00	1,141.75	150.25	11.7%	26.00	2.0%	96%	True	False	562,194
80	1,292.00	1,062.00	230.00	17.9%	28.00	2.2%	97%	True	False	422,014
100	1,292.00	1,062.00	230.00	17.9%	29.00	2.3%	97%	True	False	337,648
120	1,335.75	1,062.00	273.75	21.3%	30.50	2.4%	82%	False	False	281,381

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	3.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,366.50
2.618	1,337.75
1.618	1,320.25
1.000	1,309.50
0.618	1,302.75
HIGH	1,292.00
0.618	1,285.25
0.500	1,283.25
0.382	1,281.25
LOW	1,274.50
0.618	1,263.75
1.000	1,257.00
1.618	1,246.25
2.618	1,228.75
4.250	1,200.00

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	1,285.00	1,283.75
PP	1,284.25	1,281.50
S1	1,283.25	1,279.50

Download as Excel Spreadsheet

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

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