E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1,366.00 1,364.25 -1.75 -0.1% 1,375.00
High 1,375.25 1,388.75 13.50 1.0% 1,388.50
Low 1,360.50 1,359.25 -1.25 -0.1% 1,352.50
Close 1,364.00 1,383.50 19.50 1.4% 1,365.00
Range 14.75 29.50 14.75 100.0% 36.00
ATR 17.08 17.97 0.89 5.2% 0.00
Volume 1,959,799 1,847,678 -112,121 -5.7% 9,115,446
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,465.75 1,454.00 1,399.75
R3 1,436.25 1,424.50 1,391.50
R2 1,406.75 1,406.75 1,389.00
R1 1,395.00 1,395.00 1,386.25 1,401.00
PP 1,377.25 1,377.25 1,377.25 1,380.00
S1 1,365.50 1,365.50 1,380.75 1,371.50
S2 1,347.75 1,347.75 1,378.00
S3 1,318.25 1,336.00 1,375.50
S4 1,288.75 1,306.50 1,367.25
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,476.75 1,456.75 1,384.75
R3 1,440.75 1,420.75 1,375.00
R2 1,404.75 1,404.75 1,371.50
R1 1,384.75 1,384.75 1,368.25 1,376.75
PP 1,368.75 1,368.75 1,368.75 1,364.50
S1 1,348.75 1,348.75 1,361.75 1,340.75
S2 1,332.75 1,332.75 1,358.50
S3 1,296.75 1,312.75 1,355.00
S4 1,260.75 1,276.75 1,345.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,388.75 1,357.50 31.25 2.3% 21.00 1.5% 83% True False 1,865,183
10 1,414.25 1,352.50 61.75 4.5% 19.25 1.4% 50% False False 1,795,869
20 1,419.75 1,352.50 67.25 4.9% 17.75 1.3% 46% False False 1,696,930
40 1,419.75 1,332.75 87.00 6.3% 15.50 1.1% 58% False False 1,219,028
60 1,419.75 1,291.25 128.50 9.3% 15.00 1.1% 72% False False 813,962
80 1,419.75 1,226.75 193.00 14.0% 14.75 1.1% 81% False False 610,878
100 1,419.75 1,140.25 279.50 20.2% 16.25 1.2% 87% False False 488,788
120 1,419.75 1,140.25 279.50 20.2% 16.50 1.2% 87% False False 407,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.10
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 1,514.00
2.618 1,466.00
1.618 1,436.50
1.000 1,418.25
0.618 1,407.00
HIGH 1,388.75
0.618 1,377.50
0.500 1,374.00
0.382 1,370.50
LOW 1,359.25
0.618 1,341.00
1.000 1,329.75
1.618 1,311.50
2.618 1,282.00
4.250 1,234.00
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1,380.25 1,380.25
PP 1,377.25 1,377.25
S1 1,374.00 1,374.00

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

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