E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 1,140.50 1,146.00 5.50 0.5% 1,131.75
High 1,146.25 1,152.00 5.75 0.5% 1,152.00
Low 1,134.00 1,142.00 8.00 0.7% 1,127.00
Close 1,146.00 1,146.50 0.50 0.0% 1,146.50
Range 12.25 10.00 -2.25 -18.4% 25.00
ATR 13.95 13.67 -0.28 -2.0% 0.00
Volume 357,616 1,467,691 1,110,075 310.4% 2,020,860
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,176.75 1,171.75 1,152.00
R3 1,166.75 1,161.75 1,149.25
R2 1,156.75 1,156.75 1,148.25
R1 1,151.75 1,151.75 1,147.50 1,154.25
PP 1,146.75 1,146.75 1,146.75 1,148.00
S1 1,141.75 1,141.75 1,145.50 1,144.25
S2 1,136.75 1,136.75 1,144.75
S3 1,126.75 1,131.75 1,143.75
S4 1,116.75 1,121.75 1,141.00
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,216.75 1,206.75 1,160.25
R3 1,191.75 1,181.75 1,153.50
R2 1,166.75 1,166.75 1,151.00
R1 1,156.75 1,156.75 1,148.75 1,161.75
PP 1,141.75 1,141.75 1,141.75 1,144.50
S1 1,131.75 1,131.75 1,144.25 1,136.75
S2 1,116.75 1,116.75 1,142.00
S3 1,091.75 1,106.75 1,139.50
S4 1,066.75 1,081.75 1,132.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,152.00 1,127.00 25.00 2.2% 10.25 0.9% 78% True False 404,172
10 1,152.00 1,099.25 52.75 4.6% 10.75 0.9% 90% True False 213,116
20 1,152.00 1,055.25 96.75 8.4% 13.00 1.1% 94% True False 109,820
40 1,152.00 1,036.25 115.75 10.1% 16.75 1.5% 95% True False 56,108
60 1,152.00 1,036.25 115.75 10.1% 14.75 1.3% 95% True False 37,591
80 1,152.00 1,036.25 115.75 10.1% 14.00 1.2% 95% True False 28,203
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 2.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,194.50
2.618 1,178.25
1.618 1,168.25
1.000 1,162.00
0.618 1,158.25
HIGH 1,152.00
0.618 1,148.25
0.500 1,147.00
0.382 1,145.75
LOW 1,142.00
0.618 1,135.75
1.000 1,132.00
1.618 1,125.75
2.618 1,115.75
4.250 1,099.50
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 1,147.00 1,145.25
PP 1,146.75 1,144.00
S1 1,146.75 1,142.75

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

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