E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 1,113.25 1,117.75 4.50 0.4% 1,101.25
High 1,118.50 1,134.25 15.75 1.4% 1,134.25
Low 1,109.50 1,117.00 7.50 0.7% 1,099.25
Close 1,117.50 1,131.75 14.25 1.3% 1,131.75
Range 9.00 17.25 8.25 91.7% 35.00
ATR 15.02 15.18 0.16 1.1% 0.00
Volume 30,669 28,003 -2,666 -8.7% 110,309
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,179.50 1,172.75 1,141.25
R3 1,162.25 1,155.50 1,136.50
R2 1,145.00 1,145.00 1,135.00
R1 1,138.25 1,138.25 1,133.25 1,141.50
PP 1,127.75 1,127.75 1,127.75 1,129.25
S1 1,121.00 1,121.00 1,130.25 1,124.50
S2 1,110.50 1,110.50 1,128.50
S3 1,093.25 1,103.75 1,127.00
S4 1,076.00 1,086.50 1,122.25
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,226.75 1,214.25 1,151.00
R3 1,191.75 1,179.25 1,141.50
R2 1,156.75 1,156.75 1,138.25
R1 1,144.25 1,144.25 1,135.00 1,150.50
PP 1,121.75 1,121.75 1,121.75 1,125.00
S1 1,109.25 1,109.25 1,128.50 1,115.50
S2 1,086.75 1,086.75 1,125.25
S3 1,051.75 1,074.25 1,122.00
S4 1,016.75 1,039.25 1,112.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,134.25 1,099.25 35.00 3.1% 11.25 1.0% 93% True False 22,061
10 1,134.25 1,080.00 54.25 4.8% 13.00 1.1% 95% True False 15,405
20 1,134.25 1,036.25 98.00 8.7% 15.25 1.3% 97% True False 9,716
40 1,143.00 1,036.25 106.75 9.4% 17.00 1.5% 89% False False 5,696
60 1,143.00 1,036.25 106.75 9.4% 14.75 1.3% 89% False False 3,920
80 1,143.00 1,036.25 106.75 9.4% 14.25 1.3% 89% False False 2,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.68
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,207.50
2.618 1,179.50
1.618 1,162.25
1.000 1,151.50
0.618 1,145.00
HIGH 1,134.25
0.618 1,127.75
0.500 1,125.50
0.382 1,123.50
LOW 1,117.00
0.618 1,106.25
1.000 1,099.75
1.618 1,089.00
2.618 1,071.75
4.250 1,043.75
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 1,129.75 1,128.50
PP 1,127.75 1,125.25
S1 1,125.50 1,122.00

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

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