E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	1,361.00	1,361.00	0.00	0.0%	1,357.75
High	1,363.25	1,363.25	0.00	0.0%	1,371.25
Low	1,352.50	1,359.50	7.00	0.5%	1,347.25
Close	1,358.50	1,360.00	1.50	0.1%	1,363.00
Range	10.75	3.75	-7.00	-65.1%	24.00
ATR	13.94	13.29	-0.66	-4.7%	0.00
Volume	46,015	21,122	-24,893	-54.1%	54,330

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,372.25	1,369.75	1,362.00
R3	1,368.50	1,366.00	1,361.00
R2	1,364.75	1,364.75	1,360.75
R1	1,362.25	1,362.25	1,360.25	1,361.50
PP	1,361.00	1,361.00	1,361.00	1,360.50
S1	1,358.50	1,358.50	1,359.75	1,358.00
S2	1,357.25	1,357.25	1,359.25
S3	1,353.50	1,354.75	1,359.00
S4	1,349.75	1,351.00	1,358.00

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,432.50	1,421.75	1,376.25
R3	1,408.50	1,397.75	1,369.50
R2	1,384.50	1,384.50	1,367.50
R1	1,373.75	1,373.75	1,365.25	1,379.00
PP	1,360.50	1,360.50	1,360.50	1,363.25
S1	1,349.75	1,349.75	1,360.75	1,355.00
S2	1,336.50	1,336.50	1,358.50
S3	1,312.50	1,325.75	1,356.50
S4	1,288.50	1,301.75	1,349.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,371.25	1,350.75	20.50	1.5%	12.75	0.9%	45%	False	False	22,361
10	1,371.25	1,345.00	26.25	1.9%	12.00	0.9%	57%	False	False	13,488
20	1,371.25	1,327.00	44.25	3.3%	12.50	0.9%	75%	False	False	8,057
40	1,371.25	1,262.50	108.75	8.0%	13.75	1.0%	90%	False	False	5,791
60	1,371.25	1,190.00	181.25	13.3%	15.75	1.2%	94%	False	False	4,162
80	1,371.25	1,140.25	231.00	17.0%	16.00	1.2%	95%	False	False	3,160
100	1,371.25	1,140.25	231.00	17.0%	17.50	1.3%	95%	False	False	2,542
120	1,371.25	1,057.50	313.75	23.1%	19.75	1.4%	96%	False	False	2,121

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.43
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	1,379.25
2.618	1,373.00
1.618	1,369.25
1.000	1,367.00
0.618	1,365.50
HIGH	1,363.25
0.618	1,361.75
0.500	1,361.50
0.382	1,361.00
LOW	1,359.50
0.618	1,357.25
1.000	1,355.75
1.618	1,353.50
2.618	1,349.75
4.250	1,343.50

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	1,361.50	1,361.75
PP	1,361.00	1,361.25
S1	1,360.50	1,360.50

Download as Excel Spreadsheet

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

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