E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 1,279.25 1,285.25 6.00 0.5% 1,262.50
High 1,296.25 1,298.25 2.00 0.2% 1,291.50
Low 1,276.25 1,281.25 5.00 0.4% 1,262.50
Close 1,283.75 1,296.50 12.75 1.0% 1,283.25
Range 20.00 17.00 -3.00 -15.0% 29.00
ATR 18.16 18.08 -0.08 -0.5% 0.00
Volume 655 1,582 927 141.5% 7,816
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,343.00 1,336.75 1,305.75
R3 1,326.00 1,319.75 1,301.25
R2 1,309.00 1,309.00 1,299.50
R1 1,302.75 1,302.75 1,298.00 1,306.00
PP 1,292.00 1,292.00 1,292.00 1,293.50
S1 1,285.75 1,285.75 1,295.00 1,289.00
S2 1,275.00 1,275.00 1,293.50
S3 1,258.00 1,268.75 1,291.75
S4 1,241.00 1,251.75 1,287.25
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,366.00 1,353.75 1,299.25
R3 1,337.00 1,324.75 1,291.25
R2 1,308.00 1,308.00 1,288.50
R1 1,295.75 1,295.75 1,286.00 1,302.00
PP 1,279.00 1,279.00 1,279.00 1,282.25
S1 1,266.75 1,266.75 1,280.50 1,273.00
S2 1,250.00 1,250.00 1,278.00
S3 1,221.00 1,237.75 1,275.25
S4 1,192.00 1,208.75 1,267.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,298.25 1,267.50 30.75 2.4% 16.50 1.3% 94% True False 1,505
10 1,298.25 1,255.25 43.00 3.3% 15.25 1.2% 96% True False 1,352
20 1,298.25 1,190.00 108.25 8.3% 16.25 1.3% 98% True False 1,339
40 1,298.25 1,140.25 158.00 12.2% 17.75 1.4% 99% True False 776
60 1,298.25 1,140.25 158.00 12.2% 18.50 1.4% 99% True False 542
80 1,298.25 1,057.50 240.75 18.6% 21.75 1.7% 99% True False 411
100 1,298.25 1,057.50 240.75 18.6% 21.00 1.6% 99% True False 331
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 True
Bear Hook False
Bull Hook False
Stretch 3.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,370.50
2.618 1,342.75
1.618 1,325.75
1.000 1,315.25
0.618 1,308.75
HIGH 1,298.25
0.618 1,291.75
0.500 1,289.75
0.382 1,287.75
LOW 1,281.25
0.618 1,270.75
1.000 1,264.25
1.618 1,253.75
2.618 1,236.75
4.250 1,209.00
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 1,294.25 1,292.00
PP 1,292.00 1,287.50
S1 1,289.75 1,283.00

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

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