E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 1,146.00 1,146.00 0.00 0.0% 1,131.75
High 1,152.00 1,146.50 -5.50 -0.5% 1,152.00
Low 1,142.00 1,136.50 -5.50 -0.5% 1,127.00
Close 1,146.50 1,145.75 -0.75 -0.1% 1,146.50
Range 10.00 10.00 0.00 0.0% 25.00
ATR 13.67 13.41 -0.26 -1.9% 0.00
Volume 1,467,691 1,866,265 398,574 27.2% 2,020,860
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,173.00 1,169.25 1,151.25
R3 1,163.00 1,159.25 1,148.50
R2 1,153.00 1,153.00 1,147.50
R1 1,149.25 1,149.25 1,146.75 1,146.00
PP 1,143.00 1,143.00 1,143.00 1,141.25
S1 1,139.25 1,139.25 1,144.75 1,136.00
S2 1,133.00 1,133.00 1,144.00
S3 1,123.00 1,129.25 1,143.00
S4 1,113.00 1,119.25 1,140.25
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% 11.00 1.0% 75% False False 769,986
10 1,152.00 1,108.00 44.00 3.8% 10.75 0.9% 86% False False 399,012
20 1,152.00 1,069.25 82.75 7.2% 12.50 1.1% 92% False False 202,953
40 1,152.00 1,036.25 115.75 10.1% 16.75 1.5% 95% False False 102,735
60 1,152.00 1,036.25 115.75 10.1% 14.75 1.3% 95% False False 68,695
80 1,152.00 1,036.25 115.75 10.1% 14.00 1.2% 95% False False 51,531
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.60
Fibonacci Retracements and Extensions
4.250 1,189.00
2.618 1,172.75
1.618 1,162.75
1.000 1,156.50
0.618 1,152.75
HIGH 1,146.50
0.618 1,142.75
0.500 1,141.50
0.382 1,140.25
LOW 1,136.50
0.618 1,130.25
1.000 1,126.50
1.618 1,120.25
2.618 1,110.25
4.250 1,094.00
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 1,144.25 1,144.75
PP 1,143.00 1,144.00
S1 1,141.50 1,143.00

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

View Archives - Comment on this page... - Back to Index of Symbols