E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 1,160.75 1,161.25 0.50 0.0% 1,146.00
High 1,164.00 1,165.00 1.00 0.1% 1,165.50
Low 1,156.25 1,150.25 -6.00 -0.5% 1,136.50
Close 1,161.25 1,156.25 -5.00 -0.4% 1,156.25
Range 7.75 14.75 7.00 90.3% 29.00
ATR 12.75 12.89 0.14 1.1% 0.00
Volume 2,038,542 1,819,642 -218,900 -10.7% 9,428,879
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,201.50 1,193.50 1,164.25
R3 1,186.75 1,178.75 1,160.25
R2 1,172.00 1,172.00 1,159.00
R1 1,164.00 1,164.00 1,157.50 1,160.50
PP 1,157.25 1,157.25 1,157.25 1,155.50
S1 1,149.25 1,149.25 1,155.00 1,146.00
S2 1,142.50 1,142.50 1,153.50
S3 1,127.75 1,134.50 1,152.25
S4 1,113.00 1,119.75 1,148.25
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,239.75 1,227.00 1,172.25
R3 1,210.75 1,198.00 1,164.25
R2 1,181.75 1,181.75 1,161.50
R1 1,169.00 1,169.00 1,159.00 1,175.50
PP 1,152.75 1,152.75 1,152.75 1,156.00
S1 1,140.00 1,140.00 1,153.50 1,146.50
S2 1,123.75 1,123.75 1,151.00
S3 1,094.75 1,111.00 1,148.25
S4 1,065.75 1,082.00 1,140.25
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% 11.00 1.0% 68% False False 1,885,775
10 1,165.50 1,127.00 38.50 3.3% 10.50 0.9% 76% False False 1,144,973
20 1,165.50 1,080.00 85.50 7.4% 11.75 1.0% 89% False False 580,189
40 1,165.50 1,036.25 129.25 11.2% 15.75 1.4% 93% False False 291,677
60 1,165.50 1,036.25 129.25 11.2% 14.75 1.3% 93% False False 194,732
80 1,165.50 1,036.25 129.25 11.2% 14.25 1.2% 93% False False 146,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,227.75
2.618 1,203.50
1.618 1,188.75
1.000 1,179.75
0.618 1,174.00
HIGH 1,165.00
0.618 1,159.25
0.500 1,157.50
0.382 1,156.00
LOW 1,150.25
0.618 1,141.25
1.000 1,135.50
1.618 1,126.50
2.618 1,111.75
4.250 1,087.50
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 1,157.50 1,158.00
PP 1,157.25 1,157.25
S1 1,156.75 1,156.75

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

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