E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 1,169.00 1,167.00 -2.00 -0.2% 1,153.25
High 1,170.50 1,177.50 7.00 0.6% 1,176.50
Low 1,161.25 1,165.75 4.50 0.4% 1,146.75
Close 1,165.25 1,173.75 8.50 0.7% 1,163.50
Range 9.25 11.75 2.50 27.0% 29.75
ATR 12.17 12.18 0.01 0.0% 0.00
Volume 1,642,976 2,109,287 466,311 28.4% 10,285,997
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,207.50 1,202.50 1,180.25
R3 1,195.75 1,190.75 1,177.00
R2 1,184.00 1,184.00 1,176.00
R1 1,179.00 1,179.00 1,174.75 1,181.50
PP 1,172.25 1,172.25 1,172.25 1,173.50
S1 1,167.25 1,167.25 1,172.75 1,169.75
S2 1,160.50 1,160.50 1,171.50
S3 1,148.75 1,155.50 1,170.50
S4 1,137.00 1,143.75 1,167.25
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,251.50 1,237.25 1,179.75
R3 1,221.75 1,207.50 1,171.75
R2 1,192.00 1,192.00 1,169.00
R1 1,177.75 1,177.75 1,166.25 1,185.00
PP 1,162.25 1,162.25 1,162.25 1,165.75
S1 1,148.00 1,148.00 1,160.75 1,155.00
S2 1,132.50 1,132.50 1,158.00
S3 1,102.75 1,118.25 1,155.25
S4 1,073.00 1,088.50 1,147.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,177.50 1,156.50 21.00 1.8% 10.25 0.9% 82% True False 1,944,689
10 1,177.50 1,146.75 30.75 2.6% 12.00 1.0% 88% True False 1,947,361
20 1,177.50 1,117.00 60.50 5.2% 11.50 1.0% 94% True False 1,456,585
40 1,177.50 1,036.25 141.25 12.0% 13.75 1.2% 97% True False 732,476
60 1,177.50 1,036.25 141.25 12.0% 15.00 1.3% 97% True False 488,871
80 1,177.50 1,036.25 141.25 12.0% 14.00 1.2% 97% True False 366,736
100 1,177.50 1,036.25 141.25 12.0% 13.50 1.2% 97% True False 293,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,227.50
2.618 1,208.25
1.618 1,196.50
1.000 1,189.25
0.618 1,184.75
HIGH 1,177.50
0.618 1,173.00
0.500 1,171.50
0.382 1,170.25
LOW 1,165.75
0.618 1,158.50
1.000 1,154.00
1.618 1,146.75
2.618 1,135.00
4.250 1,115.75
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 1,173.00 1,172.25
PP 1,172.25 1,170.75
S1 1,171.50 1,169.50

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

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