E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	1,254.50	1,240.25	-14.25	-1.1%	1,206.00
High	1,258.50	1,252.75	-5.75	-0.5%	1,255.00
Low	1,237.75	1,240.25	2.50	0.2%	1,190.00
Close	1,239.25	1,252.00	12.75	1.0%	1,255.00
Range	20.75	12.50	-8.25	-39.8%	65.00
ATR	21.70	21.11	-0.59	-2.7%	0.00
Volume	199	829	630	316.6%	8,506

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,285.75	1,281.50	1,259.00
R3	1,273.25	1,269.00	1,255.50
R2	1,260.75	1,260.75	1,254.25
R1	1,256.50	1,256.50	1,253.25	1,258.50
PP	1,248.25	1,248.25	1,248.25	1,249.50
S1	1,244.00	1,244.00	1,250.75	1,246.00
S2	1,235.75	1,235.75	1,249.75
S3	1,223.25	1,231.50	1,248.50
S4	1,210.75	1,219.00	1,245.00

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,428.25	1,406.75	1,290.75
R3	1,363.25	1,341.75	1,273.00
R2	1,298.25	1,298.25	1,267.00
R1	1,276.75	1,276.75	1,261.00	1,287.50
PP	1,233.25	1,233.25	1,233.25	1,238.75
S1	1,211.75	1,211.75	1,249.00	1,222.50
S2	1,168.25	1,168.25	1,243.00
S3	1,103.25	1,146.75	1,237.00
S4	1,038.25	1,081.75	1,219.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,258.50	1,226.75	31.75	2.5%	13.75	1.1%	80%	False	False	1,387
10	1,258.50	1,190.00	68.50	5.5%	19.25	1.5%	91%	False	False	1,207
20	1,258.50	1,190.00	68.50	5.5%	19.50	1.6%	91%	False	False	723
40	1,262.00	1,140.25	121.75	9.7%	18.75	1.5%	92%	False	False	423
60	1,277.25	1,095.75	181.50	14.5%	21.00	1.7%	86%	False	False	288
80	1,277.25	1,057.50	219.75	17.6%	23.00	1.8%	89%	False	False	219
100	1,277.25	1,057.50	219.75	17.6%	19.75	1.6%	89%	False	False	177

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,306.00
2.618	1,285.50
1.618	1,273.00
1.000	1,265.25
0.618	1,260.50
HIGH	1,252.75
0.618	1,248.00
0.500	1,246.50
0.382	1,245.00
LOW	1,240.25
0.618	1,232.50
1.000	1,227.75
1.618	1,220.00
2.618	1,207.50
4.250	1,187.00

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	1,250.25	1,250.75
PP	1,248.25	1,249.50
S1	1,246.50	1,248.00

Download as Excel Spreadsheet

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

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