E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 1,390.00 1,394.75 4.75 0.3% 1,367.00
High 1,396.25 1,395.75 -0.50 0.0% 1,396.25
Low 1,381.00 1,383.50 2.50 0.2% 1,348.00
Close 1,392.00 1,387.25 -4.75 -0.3% 1,392.00
Range 15.25 12.25 -3.00 -19.7% 48.25
ATR 16.31 16.02 -0.29 -1.8% 0.00
Volume 1,707 2,317 610 35.7% 12,524
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,425.50 1,418.75 1,394.00
R3 1,413.25 1,406.50 1,390.50
R2 1,401.00 1,401.00 1,389.50
R1 1,394.25 1,394.25 1,388.25 1,391.50
PP 1,388.75 1,388.75 1,388.75 1,387.50
S1 1,382.00 1,382.00 1,386.25 1,379.25
S2 1,376.50 1,376.50 1,385.00
S3 1,364.25 1,369.75 1,384.00
S4 1,352.00 1,357.50 1,380.50
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1,523.50 1,506.00 1,418.50
R3 1,475.25 1,457.75 1,405.25
R2 1,427.00 1,427.00 1,400.75
R1 1,409.50 1,409.50 1,396.50 1,418.25
PP 1,378.75 1,378.75 1,378.75 1,383.00
S1 1,361.25 1,361.25 1,387.50 1,370.00
S2 1,330.50 1,330.50 1,383.25
S3 1,282.25 1,313.00 1,378.75
S4 1,234.00 1,264.75 1,365.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,396.25 1,354.50 41.75 3.0% 14.00 1.0% 78% False False 2,804
10 1,396.25 1,348.00 48.25 3.5% 16.00 1.2% 81% False False 1,921
20 1,407.50 1,346.25 61.25 4.4% 16.75 1.2% 67% False False 1,587
40 1,413.50 1,327.75 85.75 6.2% 15.25 1.1% 69% False False 1,275
60 1,413.50 1,321.50 92.00 6.6% 13.00 0.9% 71% False False 858
80 1,413.50 1,256.25 157.25 11.3% 11.75 0.8% 83% False False 648
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,447.75
2.618 1,427.75
1.618 1,415.50
1.000 1,408.00
0.618 1,403.25
HIGH 1,395.75
0.618 1,391.00
0.500 1,389.50
0.382 1,388.25
LOW 1,383.50
0.618 1,376.00
1.000 1,371.25
1.618 1,363.75
2.618 1,351.50
4.250 1,331.50
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 1,389.50 1,386.75
PP 1,388.75 1,386.25
S1 1,388.00 1,385.50

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

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