E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 1,407.25 1,412.00 4.75 0.3% 1,393.75
High 1,417.75 1,414.25 -3.50 -0.2% 1,419.75
Low 1,399.00 1,399.50 0.50 0.0% 1,386.25
Close 1,412.50 1,408.75 -3.75 -0.3% 1,403.25
Range 18.75 14.75 -4.00 -21.3% 33.50
ATR 15.01 14.99 -0.02 -0.1% 0.00
Volume 1,718,252 1,673,086 -45,166 -2.6% 7,903,072
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,451.75 1,445.00 1,416.75
R3 1,437.00 1,430.25 1,412.75
R2 1,422.25 1,422.25 1,411.50
R1 1,415.50 1,415.50 1,410.00 1,411.50
PP 1,407.50 1,407.50 1,407.50 1,405.50
S1 1,400.75 1,400.75 1,407.50 1,396.75
S2 1,392.75 1,392.75 1,406.00
S3 1,378.00 1,386.00 1,404.75
S4 1,363.25 1,371.25 1,400.75
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1,503.50 1,487.00 1,421.75
R3 1,470.00 1,453.50 1,412.50
R2 1,436.50 1,436.50 1,409.50
R1 1,420.00 1,420.00 1,406.25 1,428.25
PP 1,403.00 1,403.00 1,403.00 1,407.25
S1 1,386.50 1,386.50 1,400.25 1,394.75
S2 1,369.50 1,369.50 1,397.00
S3 1,336.00 1,353.00 1,394.00
S4 1,302.50 1,319.50 1,384.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,417.75 1,386.25 31.50 2.2% 16.50 1.2% 71% False False 1,717,323
10 1,419.75 1,380.75 39.00 2.8% 16.25 1.2% 72% False False 1,606,931
20 1,419.75 1,335.75 84.00 6.0% 14.75 1.0% 87% False False 1,611,133
40 1,419.75 1,327.75 92.00 6.5% 14.00 1.0% 88% False False 812,525
60 1,419.75 1,267.50 152.25 10.8% 14.25 1.0% 93% False False 542,855
80 1,419.75 1,190.00 229.75 16.3% 15.25 1.1% 95% False False 407,378
100 1,419.75 1,140.25 279.50 19.8% 16.00 1.1% 96% False False 325,934
120 1,419.75 1,140.25 279.50 19.8% 17.00 1.2% 96% False False 271,624
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,477.00
2.618 1,452.75
1.618 1,438.00
1.000 1,429.00
0.618 1,423.25
HIGH 1,414.25
0.618 1,408.50
0.500 1,407.00
0.382 1,405.25
LOW 1,399.50
0.618 1,390.50
1.000 1,384.75
1.618 1,375.75
2.618 1,361.00
4.250 1,336.75
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 1,408.00 1,408.00
PP 1,407.50 1,407.50
S1 1,407.00 1,406.75

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

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