E-mini S&P 500 Future September 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 1,308.75 1,309.50 0.75 0.1% 1,267.25
High 1,323.00 1,323.00 0.00 0.0% 1,323.00
Low 1,305.25 1,298.75 -6.50 -0.5% 1,255.50
Close 1,310.00 1,322.00 12.00 0.9% 1,322.00
Range 17.75 24.25 6.50 36.6% 67.50
ATR 21.59 21.78 0.19 0.9% 0.00
Volume 989,978 1,933,113 943,135 95.3% 3,344,985
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,387.25 1,379.00 1,335.25
R3 1,363.00 1,354.75 1,328.75
R2 1,338.75 1,338.75 1,326.50
R1 1,330.50 1,330.50 1,324.25 1,334.50
PP 1,314.50 1,314.50 1,314.50 1,316.75
S1 1,306.25 1,306.25 1,319.75 1,310.50
S2 1,290.25 1,290.25 1,317.50
S3 1,266.00 1,282.00 1,315.25
S4 1,241.75 1,257.75 1,308.75
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,502.75 1,479.75 1,359.00
R3 1,435.25 1,412.25 1,340.50
R2 1,367.75 1,367.75 1,334.50
R1 1,344.75 1,344.75 1,328.25 1,356.25
PP 1,300.25 1,300.25 1,300.25 1,306.00
S1 1,277.25 1,277.25 1,315.75 1,288.75
S2 1,232.75 1,232.75 1,309.50
S3 1,165.25 1,209.75 1,303.50
S4 1,097.75 1,142.25 1,285.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,323.00 1,255.50 67.50 5.1% 22.75 1.7% 99% True False 668,997
10 1,327.75 1,255.50 72.25 5.5% 22.75 1.7% 92% False False 340,070
20 1,356.50 1,255.50 101.00 7.6% 22.00 1.7% 66% False False 172,711
40 1,405.00 1,255.50 149.50 11.3% 20.25 1.5% 44% False False 87,296
60 1,413.50 1,255.50 158.00 12.0% 18.50 1.4% 42% False False 58,679
80 1,413.50 1,255.50 158.00 12.0% 16.50 1.2% 42% False False 44,026
100 1,413.50 1,255.50 158.00 12.0% 15.00 1.1% 42% False False 35,226
120 1,413.50 1,188.50 225.00 17.0% 13.00 1.0% 59% False False 29,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,426.00
2.618 1,386.50
1.618 1,362.25
1.000 1,347.25
0.618 1,338.00
HIGH 1,323.00
0.618 1,313.75
0.500 1,311.00
0.382 1,308.00
LOW 1,298.75
0.618 1,283.75
1.000 1,274.50
1.618 1,259.50
2.618 1,235.25
4.250 1,195.75
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 1,318.25 1,314.50
PP 1,314.50 1,307.25
S1 1,311.00 1,299.75

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

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