E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 1,092.75 1,090.75 -2.00 -0.2% 1,086.25
High 1,095.00 1,093.00 -2.00 -0.2% 1,098.50
Low 1,085.75 1,054.75 -31.00 -2.9% 1,062.00
Close 1,091.50 1,057.00 -34.50 -3.2% 1,065.50
Range 9.25 38.25 29.00 313.5% 36.50
ATR 16.84 18.37 1.53 9.1% 0.00
Volume 2,778 1,019 -1,759 -63.3% 14,032
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,183.00 1,158.25 1,078.00
R3 1,144.75 1,120.00 1,067.50
R2 1,106.50 1,106.50 1,064.00
R1 1,081.75 1,081.75 1,060.50 1,075.00
PP 1,068.25 1,068.25 1,068.25 1,065.00
S1 1,043.50 1,043.50 1,053.50 1,036.75
S2 1,030.00 1,030.00 1,050.00
S3 991.75 1,005.25 1,046.50
S4 953.50 967.00 1,036.00
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 1,096.50 1,054.75 41.75 3.9% 22.25 2.1% 5% False True 1,888
10 1,110.50 1,054.75 55.75 5.3% 21.50 2.0% 4% False True 2,303
20 1,143.00 1,054.75 88.25 8.3% 18.75 1.8% 3% False True 1,677
40 1,143.00 1,054.75 88.25 8.3% 14.50 1.4% 3% False True 1,021
60 1,143.00 1,054.75 88.25 8.3% 13.75 1.3% 3% False True 685
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 5.38
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1,255.50
2.618 1,193.25
1.618 1,155.00
1.000 1,131.25
0.618 1,116.75
HIGH 1,093.00
0.618 1,078.50
0.500 1,074.00
0.382 1,069.25
LOW 1,054.75
0.618 1,031.00
1.000 1,016.50
1.618 992.75
2.618 954.50
4.250 892.25
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 1,074.00 1,075.50
PP 1,068.25 1,069.50
S1 1,062.50 1,063.25

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

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