E-mini S&P 500 Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1,370.75 1,387.25 16.50 1.2% 1,366.00
High 1,387.75 1,398.25 10.50 0.8% 1,390.00
Low 1,369.50 1,381.00 11.50 0.8% 1,359.25
Close 1,387.25 1,396.75 9.50 0.7% 1,375.25
Range 18.25 17.25 -1.00 -5.5% 30.75
ATR 17.24 17.24 0.00 0.0% 0.00
Volume 1,827,184 1,666,428 -160,756 -8.8% 10,095,577
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,443.75 1,437.50 1,406.25
R3 1,426.50 1,420.25 1,401.50
R2 1,409.25 1,409.25 1,400.00
R1 1,403.00 1,403.00 1,398.25 1,406.00
PP 1,392.00 1,392.00 1,392.00 1,393.50
S1 1,385.75 1,385.75 1,395.25 1,389.00
S2 1,374.75 1,374.75 1,393.50
S3 1,357.50 1,368.50 1,392.00
S4 1,340.25 1,351.25 1,387.25
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,467.00 1,452.00 1,392.25
R3 1,436.25 1,421.25 1,383.75
R2 1,405.50 1,405.50 1,381.00
R1 1,390.50 1,390.50 1,378.00 1,398.00
PP 1,374.75 1,374.75 1,374.75 1,378.50
S1 1,359.75 1,359.75 1,372.50 1,367.25
S2 1,344.00 1,344.00 1,369.50
S3 1,313.25 1,329.00 1,366.75
S4 1,282.50 1,298.25 1,358.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,398.25 1,354.00 44.25 3.2% 15.75 1.1% 97% True False 1,717,965
10 1,398.25 1,354.00 44.25 3.2% 18.00 1.3% 97% True False 1,880,295
20 1,417.75 1,352.50 65.25 4.7% 17.50 1.3% 68% False False 1,809,495
40 1,419.75 1,332.75 87.00 6.2% 16.00 1.1% 74% False False 1,544,574
60 1,419.75 1,312.00 107.75 7.7% 15.00 1.1% 79% False False 1,031,045
80 1,419.75 1,255.25 164.50 11.8% 15.00 1.1% 86% False False 774,138
100 1,419.75 1,190.00 229.75 16.4% 15.75 1.1% 90% False False 619,469
120 1,419.75 1,140.25 279.50 20.0% 16.00 1.1% 92% False False 516,249
Crabel Price Patterns
NR True
NR4 False
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 4.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,471.50
2.618 1,443.50
1.618 1,426.25
1.000 1,415.50
0.618 1,409.00
HIGH 1,398.25
0.618 1,391.75
0.500 1,389.50
0.382 1,387.50
LOW 1,381.00
0.618 1,370.25
1.000 1,363.75
1.618 1,353.00
2.618 1,335.75
4.250 1,307.75
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1,394.50 1,391.00
PP 1,392.00 1,385.25
S1 1,389.50 1,379.50

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

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