E-mini S&P 500 Future December 2012

Trading Metrics calculated at close of trading on 17-May-2012

Day Change Summary
	Previous	Current
	16-May-2012	17-May-2012	Change	Change %	Previous Week
Open	1,320.00	1,314.75	-5.25	-0.4%	1,330.00
High	1,320.00	1,314.75	-5.25	-0.4%	1,352.75
Low	1,309.50	1,288.25	-21.25	-1.6%	1,327.25
Close	1,309.50	1,288.25	-21.25	-1.6%	1,337.00
Range	10.50	26.50	16.00	152.4%	25.50
ATR	14.38	15.25	0.87	6.0%	0.00
Volume	49	534	485	989.8%	718

Daily Pivots for day following 17-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,376.50	1,359.00	1,302.75
R3	1,350.00	1,332.50	1,295.50
R2	1,323.50	1,323.50	1,293.00
R1	1,306.00	1,306.00	1,290.75	1,301.50
PP	1,297.00	1,297.00	1,297.00	1,295.00
S1	1,279.50	1,279.50	1,285.75	1,275.00
S2	1,270.50	1,270.50	1,283.50
S3	1,244.00	1,253.00	1,281.00
S4	1,217.50	1,226.50	1,273.75

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,415.50	1,401.75	1,351.00
R3	1,390.00	1,376.25	1,344.00
R2	1,364.50	1,364.50	1,341.75
R1	1,350.75	1,350.75	1,339.25	1,357.50
PP	1,339.00	1,339.00	1,339.00	1,342.50
S1	1,325.25	1,325.25	1,334.75	1,332.00
S2	1,313.50	1,313.50	1,332.25
S3	1,288.00	1,299.75	1,330.00
S4	1,262.50	1,274.25	1,323.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,348.50	1,288.25	60.25	4.7%	16.75	1.3%	0%	False	True	148
10	1,373.25	1,288.25	85.00	6.6%	17.75	1.4%	0%	False	True	166
20	1,396.75	1,288.25	108.50	8.4%	12.75	1.0%	0%	False	True	345
40	1,404.00	1,288.25	115.75	9.0%	11.25	0.9%	0%	False	True	235
60	1,404.00	1,288.25	115.75	9.0%	8.75	0.7%	0%	False	True	167

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.93
Widest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	1,427.50
2.618	1,384.25
1.618	1,357.75
1.000	1,341.25
0.618	1,331.25
HIGH	1,314.75
0.618	1,304.75
0.500	1,301.50
0.382	1,298.25
LOW	1,288.25
0.618	1,271.75
1.000	1,261.75
1.618	1,245.25
2.618	1,218.75
4.250	1,175.50

Fisher Pivots for day following 17-May-2012
Pivot	1 day	3 day
R1	1,301.50	1,308.50
PP	1,297.00	1,301.75
S1	1,292.75	1,295.00

Download as Excel Spreadsheet

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

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