E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 1,183.00 1,185.75 2.75 0.2% 1,164.75
High 1,188.00 1,186.25 -1.75 -0.1% 1,177.50
Low 1,177.25 1,173.25 -4.00 -0.3% 1,161.25
Close 1,185.75 1,179.00 -6.75 -0.6% 1,173.75
Range 10.75 13.00 2.25 20.9% 16.25
ATR 11.93 12.01 0.08 0.6% 0.00
Volume 1,025,888 1,395,387 369,499 36.0% 7,367,973
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,218.50 1,211.75 1,186.25
R3 1,205.50 1,198.75 1,182.50
R2 1,192.50 1,192.50 1,181.50
R1 1,185.75 1,185.75 1,180.25 1,182.50
PP 1,179.50 1,179.50 1,179.50 1,178.00
S1 1,172.75 1,172.75 1,177.75 1,169.50
S2 1,166.50 1,166.50 1,176.50
S3 1,153.50 1,159.75 1,175.50
S4 1,140.50 1,146.75 1,171.75
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,219.50 1,213.00 1,182.75
R3 1,203.25 1,196.75 1,178.25
R2 1,187.00 1,187.00 1,176.75
R1 1,180.50 1,180.50 1,175.25 1,183.75
PP 1,170.75 1,170.75 1,170.75 1,172.50
S1 1,164.25 1,164.25 1,172.25 1,167.50
S2 1,154.50 1,154.50 1,170.75
S3 1,138.25 1,148.00 1,169.25
S4 1,122.00 1,131.75 1,164.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,188.00 1,161.25 26.75 2.3% 10.75 0.9% 66% False False 1,256,872
10 1,188.00 1,156.50 31.50 2.7% 11.00 0.9% 71% False False 1,610,433
20 1,188.00 1,133.50 54.50 4.6% 11.25 1.0% 83% False False 1,577,414
40 1,188.00 1,049.75 138.25 11.7% 12.75 1.1% 93% False False 795,628
60 1,188.00 1,036.25 151.75 12.9% 15.00 1.3% 94% False False 531,022
80 1,188.00 1,036.25 151.75 12.9% 14.00 1.2% 94% False False 398,387
100 1,188.00 1,036.25 151.75 12.9% 13.50 1.1% 94% False False 318,712
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 2.80
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,241.50
2.618 1,220.25
1.618 1,207.25
1.000 1,199.25
0.618 1,194.25
HIGH 1,186.25
0.618 1,181.25
0.500 1,179.75
0.382 1,178.25
LOW 1,173.25
0.618 1,165.25
1.000 1,160.25
1.618 1,152.25
2.618 1,139.25
4.250 1,118.00
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 1,179.75 1,180.50
PP 1,179.50 1,180.00
S1 1,179.25 1,179.50

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

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