E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 1,305.00 1,301.75 -3.25 -0.2% 1,279.25
High 1,306.00 1,312.50 6.50 0.5% 1,306.00
Low 1,299.25 1,300.00 0.75 0.1% 1,276.25
Close 1,305.25 1,305.50 0.25 0.0% 1,305.25
Range 6.75 12.50 5.75 85.2% 29.75
ATR 16.80 16.49 -0.31 -1.8% 0.00
Volume 2,635 5,461 2,826 107.2% 6,878
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,343.50 1,337.00 1,312.50
R3 1,331.00 1,324.50 1,309.00
R2 1,318.50 1,318.50 1,307.75
R1 1,312.00 1,312.00 1,306.75 1,315.25
PP 1,306.00 1,306.00 1,306.00 1,307.50
S1 1,299.50 1,299.50 1,304.25 1,302.75
S2 1,293.50 1,293.50 1,303.25
S3 1,281.00 1,287.00 1,302.00
S4 1,268.50 1,274.50 1,298.50
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,385.00 1,375.00 1,321.50
R3 1,355.25 1,345.25 1,313.50
R2 1,325.50 1,325.50 1,310.75
R1 1,315.50 1,315.50 1,308.00 1,320.50
PP 1,295.75 1,295.75 1,295.75 1,298.50
S1 1,285.75 1,285.75 1,302.50 1,290.75
S2 1,266.00 1,266.00 1,299.75
S3 1,236.25 1,256.00 1,297.00
S4 1,206.50 1,226.25 1,289.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,312.50 1,276.25 36.25 2.8% 13.50 1.0% 81% True False 2,467
10 1,312.50 1,262.50 50.00 3.8% 14.00 1.1% 86% True False 2,015
20 1,312.50 1,226.75 85.75 6.6% 13.50 1.0% 92% True False 1,624
40 1,312.50 1,140.25 172.25 13.2% 17.75 1.4% 96% True False 1,028
60 1,312.50 1,140.25 172.25 13.2% 18.00 1.4% 96% True False 710
80 1,312.50 1,057.50 255.00 19.5% 20.75 1.6% 97% True False 536
100 1,312.50 1,057.50 255.00 19.5% 20.75 1.6% 97% True False 432
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,365.50
2.618 1,345.25
1.618 1,332.75
1.000 1,325.00
0.618 1,320.25
HIGH 1,312.50
0.618 1,307.75
0.500 1,306.25
0.382 1,304.75
LOW 1,300.00
0.618 1,292.25
1.000 1,287.50
1.618 1,279.75
2.618 1,267.25
4.250 1,247.00
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 1,306.25 1,304.75
PP 1,306.00 1,304.25
S1 1,305.75 1,303.50

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

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