E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1,361.00 1,357.75 -3.25 -0.2% 1,357.75
High 1,363.25 1,359.50 -3.75 -0.3% 1,371.25
Low 1,359.50 1,332.75 -26.75 -2.0% 1,347.25
Close 1,360.00 1,336.00 -24.00 -1.8% 1,363.00
Range 3.75 26.75 23.00 613.3% 24.00
ATR 13.29 14.28 1.00 7.5% 0.00
Volume 21,122 117,977 96,855 458.6% 54,330
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,423.00 1,406.25 1,350.75
R3 1,396.25 1,379.50 1,343.25
R2 1,369.50 1,369.50 1,341.00
R1 1,352.75 1,352.75 1,338.50 1,347.75
PP 1,342.75 1,342.75 1,342.75 1,340.25
S1 1,326.00 1,326.00 1,333.50 1,321.00
S2 1,316.00 1,316.00 1,331.00
S3 1,289.25 1,299.25 1,328.75
S4 1,262.50 1,272.50 1,321.25
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 1,371.00 1,332.75 38.25 2.9% 14.00 1.0% 8% False True 44,317
10 1,371.25 1,332.75 38.50 2.9% 13.50 1.0% 8% False True 24,745
20 1,371.25 1,327.75 43.50 3.3% 13.25 1.0% 19% False False 13,917
40 1,371.25 1,267.50 103.75 7.8% 14.25 1.1% 66% False False 8,717
60 1,371.25 1,190.00 181.25 13.6% 15.50 1.2% 81% False False 6,126
80 1,371.25 1,140.25 231.00 17.3% 16.25 1.2% 85% False False 4,634
100 1,371.25 1,140.25 231.00 17.3% 17.25 1.3% 85% False False 3,722
120 1,371.25 1,057.50 313.75 23.5% 19.50 1.5% 89% False False 3,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.15
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1,473.25
2.618 1,429.50
1.618 1,402.75
1.000 1,386.25
0.618 1,376.00
HIGH 1,359.50
0.618 1,349.25
0.500 1,346.00
0.382 1,343.00
LOW 1,332.75
0.618 1,316.25
1.000 1,306.00
1.618 1,289.50
2.618 1,262.75
4.250 1,219.00
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1,346.00 1,348.00
PP 1,342.75 1,344.00
S1 1,339.50 1,340.00

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

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