E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 1,161.25 1,153.25 -8.00 -0.7% 1,146.00
High 1,165.00 1,163.25 -1.75 -0.2% 1,165.50
Low 1,150.25 1,146.75 -3.50 -0.3% 1,136.50
Close 1,156.25 1,162.00 5.75 0.5% 1,156.25
Range 14.75 16.50 1.75 11.9% 29.00
ATR 12.89 13.15 0.26 2.0% 0.00
Volume 1,819,642 2,165,925 346,283 19.0% 9,428,879
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,206.75 1,201.00 1,171.00
R3 1,190.25 1,184.50 1,166.50
R2 1,173.75 1,173.75 1,165.00
R1 1,168.00 1,168.00 1,163.50 1,171.00
PP 1,157.25 1,157.25 1,157.25 1,158.75
S1 1,151.50 1,151.50 1,160.50 1,154.50
S2 1,140.75 1,140.75 1,159.00
S3 1,124.25 1,135.00 1,157.50
S4 1,107.75 1,118.50 1,153.00
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 1,144.50 21.00 1.8% 12.25 1.1% 83% False False 1,945,707
10 1,165.50 1,127.00 38.50 3.3% 11.75 1.0% 91% False False 1,357,847
20 1,165.50 1,080.00 85.50 7.4% 12.25 1.0% 96% False False 688,216
40 1,165.50 1,036.25 129.25 11.1% 15.50 1.3% 97% False False 345,756
60 1,165.50 1,036.25 129.25 11.1% 14.75 1.3% 97% False False 230,828
80 1,165.50 1,036.25 129.25 11.1% 14.25 1.2% 97% False False 173,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.30
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,233.50
2.618 1,206.50
1.618 1,190.00
1.000 1,179.75
0.618 1,173.50
HIGH 1,163.25
0.618 1,157.00
0.500 1,155.00
0.382 1,153.00
LOW 1,146.75
0.618 1,136.50
1.000 1,130.25
1.618 1,120.00
2.618 1,103.50
4.250 1,076.50
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 1,159.75 1,160.00
PP 1,157.25 1,158.00
S1 1,155.00 1,156.00

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

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