E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 1,094.50 1,094.75 0.25 0.0% 1,072.25
High 1,101.75 1,106.00 4.25 0.4% 1,106.00
Low 1,088.50 1,088.00 -0.50 0.0% 1,069.25
Close 1,100.75 1,101.50 0.75 0.1% 1,101.50
Range 13.25 18.00 4.75 35.8% 36.75
ATR 17.71 17.73 0.02 0.1% 0.00
Volume 5,138 5,824 686 13.4% 17,894
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,152.50 1,145.00 1,111.50
R3 1,134.50 1,127.00 1,106.50
R2 1,116.50 1,116.50 1,104.75
R1 1,109.00 1,109.00 1,103.25 1,112.75
PP 1,098.50 1,098.50 1,098.50 1,100.50
S1 1,091.00 1,091.00 1,099.75 1,094.75
S2 1,080.50 1,080.50 1,098.25
S3 1,062.50 1,073.00 1,096.50
S4 1,044.50 1,055.00 1,091.50
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,202.50 1,188.75 1,121.75
R3 1,165.75 1,152.00 1,111.50
R2 1,129.00 1,129.00 1,108.25
R1 1,115.25 1,115.25 1,104.75 1,122.00
PP 1,092.25 1,092.25 1,092.25 1,095.75
S1 1,078.50 1,078.50 1,098.25 1,085.50
S2 1,055.50 1,055.50 1,094.75
S3 1,018.75 1,041.75 1,091.50
S4 982.00 1,005.00 1,081.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,106.00 1,055.25 50.75 4.6% 15.75 1.4% 91% True False 4,299
10 1,106.00 1,036.25 69.75 6.3% 17.50 1.6% 94% True False 4,028
20 1,110.50 1,036.25 74.25 6.7% 19.50 1.8% 88% False False 3,165
40 1,143.00 1,036.25 106.75 9.7% 16.25 1.5% 61% False False 2,003
60 1,143.00 1,036.25 106.75 9.7% 15.00 1.4% 61% False False 1,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,182.50
2.618 1,153.00
1.618 1,135.00
1.000 1,124.00
0.618 1,117.00
HIGH 1,106.00
0.618 1,099.00
0.500 1,097.00
0.382 1,095.00
LOW 1,088.00
0.618 1,077.00
1.000 1,070.00
1.618 1,059.00
2.618 1,041.00
4.250 1,011.50
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 1,100.00 1,100.00
PP 1,098.50 1,098.50
S1 1,097.00 1,097.00

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

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