E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	1,334.50	1,338.50	4.00	0.3%	1,307.75
High	1,340.00	1,342.25	2.25	0.2%	1,336.25
Low	1,327.00	1,333.75	6.75	0.5%	1,291.25
Close	1,339.00	1,341.25	2.25	0.2%	1,333.50
Range	13.00	8.50	-4.50	-34.6%	45.00
ATR	15.72	15.20	-0.52	-3.3%	0.00
Volume	777	3,999	3,222	414.7%	20,087

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,364.50	1,361.50	1,346.00
R3	1,356.00	1,353.00	1,343.50
R2	1,347.50	1,347.50	1,342.75
R1	1,344.50	1,344.50	1,342.00	1,346.00
PP	1,339.00	1,339.00	1,339.00	1,340.00
S1	1,336.00	1,336.00	1,340.50	1,337.50
S2	1,330.50	1,330.50	1,339.75
S3	1,322.00	1,327.50	1,339.00
S4	1,313.50	1,319.00	1,336.50

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,455.25	1,439.50	1,358.25
R3	1,410.25	1,394.50	1,346.00
R2	1,365.25	1,365.25	1,341.75
R1	1,349.50	1,349.50	1,337.50	1,357.50
PP	1,320.25	1,320.25	1,320.25	1,324.25
S1	1,304.50	1,304.50	1,329.50	1,312.50
S2	1,275.25	1,275.25	1,325.25
S3	1,230.25	1,259.50	1,321.00
S4	1,185.25	1,214.50	1,308.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,342.25	1,312.00	30.25	2.3%	12.00	0.9%	97%	True	False	2,075
10	1,342.25	1,291.25	51.00	3.8%	14.50	1.1%	98%	True	False	4,370
20	1,342.25	1,267.50	74.75	5.6%	14.50	1.1%	99%	True	False	3,637
40	1,342.25	1,190.00	152.25	11.4%	16.25	1.2%	99%	True	False	2,328
60	1,342.25	1,140.25	202.00	15.1%	17.00	1.3%	100%	True	False	1,604
80	1,342.25	1,140.25	202.00	15.1%	18.25	1.4%	100%	True	False	1,223
100	1,342.25	1,057.50	284.75	21.2%	20.50	1.5%	100%	True	False	981
120	1,342.25	1,057.50	284.75	21.2%	19.50	1.5%	100%	True	False	820

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	3.95
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,378.50
2.618	1,364.50
1.618	1,356.00
1.000	1,350.75
0.618	1,347.50
HIGH	1,342.25
0.618	1,339.00
0.500	1,338.00
0.382	1,337.00
LOW	1,333.75
0.618	1,328.50
1.000	1,325.25
1.618	1,320.00
2.618	1,311.50
4.250	1,297.50

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	1,340.25	1,338.50
PP	1,339.00	1,336.00
S1	1,338.00	1,333.50

Download as Excel Spreadsheet

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

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