E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 1,090.75 1,056.75 -34.00 -3.1% 1,067.75
High 1,093.00 1,060.25 -32.75 -3.0% 1,096.50
Low 1,054.75 1,036.25 -18.50 -1.8% 1,036.25
Close 1,057.00 1,055.00 -2.00 -0.2% 1,055.00
Range 38.25 24.00 -14.25 -37.3% 60.25
ATR 18.37 18.77 0.40 2.2% 0.00
Volume 1,019 1,899 880 86.4% 8,130
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,122.50 1,112.75 1,068.25
R3 1,098.50 1,088.75 1,061.50
R2 1,074.50 1,074.50 1,059.50
R1 1,064.75 1,064.75 1,057.25 1,057.50
PP 1,050.50 1,050.50 1,050.50 1,047.00
S1 1,040.75 1,040.75 1,052.75 1,033.50
S2 1,026.50 1,026.50 1,050.50
S3 1,002.50 1,016.75 1,048.50
S4 978.50 992.75 1,041.75
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,243.25 1,209.50 1,088.25
R3 1,183.00 1,149.25 1,071.50
R2 1,122.75 1,122.75 1,066.00
R1 1,089.00 1,089.00 1,060.50 1,075.75
PP 1,062.50 1,062.50 1,062.50 1,056.00
S1 1,028.75 1,028.75 1,049.50 1,015.50
S2 1,002.25 1,002.25 1,044.00
S3 942.00 968.50 1,038.50
S4 881.75 908.25 1,021.75
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 1,036.25 60.25 5.7% 21.75 2.1% 31% False True 1,626
10 1,098.50 1,036.25 62.25 5.9% 21.00 2.0% 30% False True 2,216
20 1,143.00 1,036.25 106.75 10.1% 19.50 1.8% 18% False True 1,714
40 1,143.00 1,036.25 106.75 10.1% 14.75 1.4% 18% False True 1,068
60 1,143.00 1,036.25 106.75 10.1% 13.75 1.3% 18% False True 716
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 5.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,162.25
2.618 1,123.00
1.618 1,099.00
1.000 1,084.25
0.618 1,075.00
HIGH 1,060.25
0.618 1,051.00
0.500 1,048.25
0.382 1,045.50
LOW 1,036.25
0.618 1,021.50
1.000 1,012.25
1.618 997.50
2.618 973.50
4.250 934.25
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 1,052.75 1,065.50
PP 1,050.50 1,062.00
S1 1,048.25 1,058.50

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

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