E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 14-Dec-2011

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	1,227.00	1,215.50	-11.50	-0.9%	1,240.00
High	1,237.00	1,219.00	-18.00	-1.5%	1,254.00
Low	1,209.00	1,198.25	-10.75	-0.9%	1,220.00
Close	1,214.75	1,200.75	-14.00	-1.2%	1,247.50
Range	28.00	20.75	-7.25	-25.9%	34.00
ATR	24.07	23.83	-0.24	-1.0%	0.00
Volume	105	224	119	113.3%	1,492

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,268.25	1,255.25	1,212.25
R3	1,247.50	1,234.50	1,206.50
R2	1,226.75	1,226.75	1,204.50
R1	1,213.75	1,213.75	1,202.75	1,210.00
PP	1,206.00	1,206.00	1,206.00	1,204.00
S1	1,193.00	1,193.00	1,198.75	1,189.00
S2	1,185.25	1,185.25	1,197.00
S3	1,164.50	1,172.25	1,195.00
S4	1,143.75	1,151.50	1,189.25

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,342.50	1,329.00	1,266.25
R3	1,308.50	1,295.00	1,256.75
R2	1,274.50	1,274.50	1,253.75
R1	1,261.00	1,261.00	1,250.50	1,267.75
PP	1,240.50	1,240.50	1,240.50	1,244.00
S1	1,227.00	1,227.00	1,244.50	1,233.75
S2	1,206.50	1,206.50	1,241.25
S3	1,172.50	1,193.00	1,238.25
S4	1,138.50	1,159.00	1,228.75

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	1,198.25	54.25	4.5%	28.00	2.3%	5%	False	True	130
10	1,254.00	1,198.25	55.75	4.6%	20.00	1.7%	4%	False	True	239
20	1,254.00	1,140.25	113.75	9.5%	18.25	1.5%	53%	False	False	176
40	1,277.25	1,140.25	137.00	11.4%	19.75	1.6%	44%	False	False	125
60	1,277.25	1,057.50	219.75	18.3%	24.50	2.0%	65%	False	False	90
80	1,277.25	1,057.50	219.75	18.3%	21.75	1.8%	65%	False	False	71

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,307.25
2.618	1,273.25
1.618	1,252.50
1.000	1,239.75
0.618	1,231.75
HIGH	1,219.00
0.618	1,211.00
0.500	1,208.50
0.382	1,206.25
LOW	1,198.25
0.618	1,185.50
1.000	1,177.50
1.618	1,164.75
2.618	1,144.00
4.250	1,110.00

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	1,208.50	1,223.25
PP	1,206.00	1,215.75
S1	1,203.50	1,208.25

Download as Excel Spreadsheet

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

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