E-mini S&P 500 Future June 2012

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

Day Change Summary
	Previous	Current
	04-Apr-2012	05-Apr-2012	Change	Change %	Previous Week
Open	1,409.00	1,393.25	-15.75	-1.1%	1,393.75
High	1,409.00	1,397.75	-11.25	-0.8%	1,419.75
Low	1,388.50	1,384.00	-4.50	-0.3%	1,386.25
Close	1,393.25	1,390.25	-3.00	-0.2%	1,403.25
Range	20.50	13.75	-6.75	-32.9%	33.50
ATR	15.38	15.27	-0.12	-0.8%	0.00
Volume	1,826,283	1,536,406	-289,877	-15.9%	7,903,072

Daily Pivots for day following 05-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,432.00	1,424.75	1,397.75
R3	1,418.25	1,411.00	1,394.00
R2	1,404.50	1,404.50	1,392.75
R1	1,397.25	1,397.25	1,391.50	1,394.00
PP	1,390.75	1,390.75	1,390.75	1,389.00
S1	1,383.50	1,383.50	1,389.00	1,380.25
S2	1,377.00	1,377.00	1,387.75
S3	1,363.25	1,369.75	1,386.50
S4	1,349.50	1,356.00	1,382.75

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	1,384.00	33.75	2.4%	15.75	1.1%	19%	False	True	1,674,177
10	1,419.75	1,380.75	39.00	2.8%	16.75	1.2%	24%	False	False	1,621,642
20	1,419.75	1,357.50	62.25	4.5%	15.00	1.1%	53%	False	False	1,722,923
40	1,419.75	1,327.75	92.00	6.6%	14.25	1.0%	68%	False	False	896,350
60	1,419.75	1,267.50	152.25	11.0%	14.50	1.0%	81%	False	False	598,859
80	1,419.75	1,190.00	229.75	16.5%	15.00	1.1%	87%	False	False	449,409
100	1,419.75	1,140.25	279.50	20.1%	15.75	1.1%	89%	False	False	359,559
120	1,419.75	1,140.25	279.50	20.1%	16.75	1.2%	89%	False	False	299,645

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	4.00
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,456.25
2.618	1,433.75
1.618	1,420.00
1.000	1,411.50
0.618	1,406.25
HIGH	1,397.75
0.618	1,392.50
0.500	1,391.00
0.382	1,389.25
LOW	1,384.00
0.618	1,375.50
1.000	1,370.25
1.618	1,361.75
2.618	1,348.00
4.250	1,325.50

Fisher Pivots for day following 05-Apr-2012
Pivot	1 day	3 day
R1	1,391.00	1,399.00
PP	1,390.75	1,396.25
S1	1,390.50	1,393.25

Download as Excel Spreadsheet

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

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