E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 1,192.25 1,195.50 3.25 0.3% 1,178.75
High 1,195.75 1,207.25 11.50 1.0% 1,193.00
Low 1,185.00 1,194.50 9.50 0.8% 1,171.00
Close 1,193.00 1,206.50 13.50 1.1% 1,192.50
Range 10.75 12.75 2.00 18.6% 22.00
ATR 11.59 11.78 0.19 1.6% 0.00
Volume 1,253,624 1,553,891 300,267 24.0% 6,614,408
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,241.00 1,236.50 1,213.50
R3 1,228.25 1,223.75 1,210.00
R2 1,215.50 1,215.50 1,208.75
R1 1,211.00 1,211.00 1,207.75 1,213.25
PP 1,202.75 1,202.75 1,202.75 1,204.00
S1 1,198.25 1,198.25 1,205.25 1,200.50
S2 1,190.00 1,190.00 1,204.25
S3 1,177.25 1,185.50 1,203.00
S4 1,164.50 1,172.75 1,199.50
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,251.50 1,244.00 1,204.50
R3 1,229.50 1,222.00 1,198.50
R2 1,207.50 1,207.50 1,196.50
R1 1,200.00 1,200.00 1,194.50 1,203.75
PP 1,185.50 1,185.50 1,185.50 1,187.50
S1 1,178.00 1,178.00 1,190.50 1,181.75
S2 1,163.50 1,163.50 1,188.50
S3 1,141.50 1,156.00 1,186.50
S4 1,119.50 1,134.00 1,180.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,207.25 1,171.00 36.25 3.0% 11.00 0.9% 98% True False 1,668,090
10 1,207.25 1,161.25 46.00 3.8% 11.00 0.9% 98% True False 1,462,481
20 1,207.25 1,146.75 60.50 5.0% 11.25 0.9% 99% True False 1,719,762
40 1,207.25 1,080.00 127.25 10.5% 11.75 1.0% 99% True False 1,003,634
60 1,207.25 1,036.25 171.00 14.2% 14.75 1.2% 100% True False 669,970
80 1,207.25 1,036.25 171.00 14.2% 13.75 1.1% 100% True False 502,635
100 1,207.25 1,036.25 171.00 14.2% 13.50 1.1% 100% True False 402,116
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.73
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,261.50
2.618 1,240.75
1.618 1,228.00
1.000 1,220.00
0.618 1,215.25
HIGH 1,207.25
0.618 1,202.50
0.500 1,201.00
0.382 1,199.25
LOW 1,194.50
0.618 1,186.50
1.000 1,181.75
1.618 1,173.75
2.618 1,161.00
4.250 1,140.25
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 1,204.50 1,203.00
PP 1,202.75 1,199.50
S1 1,201.00 1,196.00

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

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