E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 1,081.25 1,092.75 11.50 1.1% 1,086.25
High 1,096.50 1,095.00 -1.50 -0.1% 1,098.50
Low 1,077.75 1,085.75 8.00 0.7% 1,062.00
Close 1,092.50 1,091.50 -1.00 -0.1% 1,065.50
Range 18.75 9.25 -9.50 -50.7% 36.50
ATR 17.42 16.84 -0.58 -3.4% 0.00
Volume 714 2,778 2,064 289.1% 14,032
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,118.50 1,114.25 1,096.50
R3 1,109.25 1,105.00 1,094.00
R2 1,100.00 1,100.00 1,093.25
R1 1,095.75 1,095.75 1,092.25 1,093.25
PP 1,090.75 1,090.75 1,090.75 1,089.50
S1 1,086.50 1,086.50 1,090.75 1,084.00
S2 1,081.50 1,081.50 1,089.75
S3 1,072.25 1,077.25 1,089.00
S4 1,063.00 1,068.00 1,086.50
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,184.75 1,161.75 1,085.50
R3 1,148.25 1,125.25 1,075.50
R2 1,111.75 1,111.75 1,072.25
R1 1,088.75 1,088.75 1,068.75 1,082.00
PP 1,075.25 1,075.25 1,075.25 1,072.00
S1 1,052.25 1,052.25 1,062.25 1,045.50
S2 1,038.75 1,038.75 1,058.75
S3 1,002.25 1,015.75 1,055.50
S4 965.75 979.25 1,045.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,098.50 1,062.00 36.50 3.3% 20.25 1.9% 81% False False 2,436
10 1,134.00 1,062.00 72.00 6.6% 20.75 1.9% 41% False False 2,433
20 1,143.00 1,062.00 81.00 7.4% 17.25 1.6% 36% False False 1,660
40 1,143.00 1,062.00 81.00 7.4% 14.00 1.3% 36% False False 996
60 1,143.00 1,047.00 96.00 8.8% 13.25 1.2% 46% False False 668
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.53
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,134.25
2.618 1,119.25
1.618 1,110.00
1.000 1,104.25
0.618 1,100.75
HIGH 1,095.00
0.618 1,091.50
0.500 1,090.50
0.382 1,089.25
LOW 1,085.75
0.618 1,080.00
1.000 1,076.50
1.618 1,070.75
2.618 1,061.50
4.250 1,046.50
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 1,091.00 1,087.50
PP 1,090.75 1,083.75
S1 1,090.50 1,080.00

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

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