E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 1,154.75 1,160.75 6.00 0.5% 1,131.75
High 1,165.50 1,164.00 -1.50 -0.1% 1,152.00
Low 1,154.00 1,156.25 2.25 0.2% 1,127.00
Close 1,161.00 1,161.25 0.25 0.0% 1,146.50
Range 11.50 7.75 -3.75 -32.6% 25.00
ATR 13.13 12.75 -0.38 -2.9% 0.00
Volume 2,010,549 2,038,542 27,993 1.4% 2,020,860
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,183.75 1,180.25 1,165.50
R3 1,176.00 1,172.50 1,163.50
R2 1,168.25 1,168.25 1,162.75
R1 1,164.75 1,164.75 1,162.00 1,166.50
PP 1,160.50 1,160.50 1,160.50 1,161.50
S1 1,157.00 1,157.00 1,160.50 1,158.75
S2 1,152.75 1,152.75 1,159.75
S3 1,145.00 1,149.25 1,159.00
S4 1,137.25 1,141.50 1,157.00
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 1,165.50 1,136.50 29.00 2.5% 10.00 0.9% 85% False False 1,815,385
10 1,165.50 1,117.00 48.50 4.2% 11.00 0.9% 91% False False 965,810
20 1,165.50 1,080.00 85.50 7.4% 12.00 1.0% 95% False False 489,498
40 1,165.50 1,036.25 129.25 11.1% 16.00 1.4% 97% False False 246,244
60 1,165.50 1,036.25 129.25 11.1% 14.75 1.3% 97% False False 164,407
80 1,165.50 1,036.25 129.25 11.1% 14.00 1.2% 97% False False 123,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.50
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,197.00
2.618 1,184.25
1.618 1,176.50
1.000 1,171.75
0.618 1,168.75
HIGH 1,164.00
0.618 1,161.00
0.500 1,160.00
0.382 1,159.25
LOW 1,156.25
0.618 1,151.50
1.000 1,148.50
1.618 1,143.75
2.618 1,136.00
4.250 1,123.25
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 1,161.00 1,159.25
PP 1,160.50 1,157.00
S1 1,160.00 1,155.00

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

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