E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1,357.00 1,357.75 0.75 0.1% 1,360.25
High 1,362.25 1,364.50 2.25 0.2% 1,364.00
Low 1,355.75 1,347.25 -8.50 -0.6% 1,345.00
Close 1,357.50 1,361.50 4.00 0.3% 1,357.50
Range 6.50 17.25 10.75 165.4% 19.00
ATR 13.85 14.09 0.24 1.8% 0.00
Volume 4,829 6,144 1,315 27.2% 17,908
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,409.50 1,402.75 1,371.00
R3 1,392.25 1,385.50 1,366.25
R2 1,375.00 1,375.00 1,364.75
R1 1,368.25 1,368.25 1,363.00 1,371.50
PP 1,357.75 1,357.75 1,357.75 1,359.50
S1 1,351.00 1,351.00 1,360.00 1,354.50
S2 1,340.50 1,340.50 1,358.25
S3 1,323.25 1,333.75 1,356.75
S4 1,306.00 1,316.50 1,352.00
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1,412.50 1,404.00 1,368.00
R3 1,393.50 1,385.00 1,362.75
R2 1,374.50 1,374.50 1,361.00
R1 1,366.00 1,366.00 1,359.25 1,360.75
PP 1,355.50 1,355.50 1,355.50 1,353.00
S1 1,347.00 1,347.00 1,355.75 1,341.75
S2 1,336.50 1,336.50 1,354.00
S3 1,317.50 1,328.00 1,352.25
S4 1,298.50 1,309.00 1,347.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,364.50 1,345.00 19.50 1.4% 12.00 0.9% 85% True False 4,810
10 1,364.50 1,327.75 36.75 2.7% 13.50 1.0% 92% True False 3,214
20 1,364.50 1,291.25 73.25 5.4% 13.50 1.0% 96% True False 3,501
40 1,364.50 1,240.25 124.25 9.1% 13.75 1.0% 98% True False 3,063
60 1,364.50 1,179.00 185.50 13.6% 16.50 1.2% 98% True False 2,270
80 1,364.50 1,140.25 224.25 16.5% 16.25 1.2% 99% True False 1,733
100 1,364.50 1,057.50 307.00 22.5% 18.50 1.4% 99% True False 1,390
120 1,364.50 1,057.50 307.00 22.5% 20.00 1.5% 99% True False 1,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.63
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,437.75
2.618 1,409.75
1.618 1,392.50
1.000 1,381.75
0.618 1,375.25
HIGH 1,364.50
0.618 1,358.00
0.500 1,356.00
0.382 1,353.75
LOW 1,347.25
0.618 1,336.50
1.000 1,330.00
1.618 1,319.25
2.618 1,302.00
4.250 1,274.00
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1,359.50 1,359.25
PP 1,357.75 1,357.00
S1 1,356.00 1,354.75

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

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