E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 1,201.25 1,211.25 10.00 0.8% 1,186.00
High 1,213.75 1,216.75 3.00 0.2% 1,213.75
Low 1,197.50 1,207.50 10.00 0.8% 1,179.75
Close 1,212.25 1,208.25 -4.00 -0.3% 1,212.25
Range 16.25 9.25 -7.00 -43.1% 34.00
ATR 13.71 13.39 -0.32 -2.3% 0.00
Volume 2,668,931 1,856,101 -812,830 -30.5% 12,436,841
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,238.50 1,232.75 1,213.25
R3 1,229.25 1,223.50 1,210.75
R2 1,220.00 1,220.00 1,210.00
R1 1,214.25 1,214.25 1,209.00 1,212.50
PP 1,210.75 1,210.75 1,210.75 1,210.00
S1 1,205.00 1,205.00 1,207.50 1,203.25
S2 1,201.50 1,201.50 1,206.50
S3 1,192.25 1,195.75 1,205.75
S4 1,183.00 1,186.50 1,203.25
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,304.00 1,292.00 1,231.00
R3 1,270.00 1,258.00 1,221.50
R2 1,236.00 1,236.00 1,218.50
R1 1,224.00 1,224.00 1,215.25 1,230.00
PP 1,202.00 1,202.00 1,202.00 1,205.00
S1 1,190.00 1,190.00 1,209.25 1,196.00
S2 1,168.00 1,168.00 1,206.00
S3 1,134.00 1,156.00 1,203.00
S4 1,100.00 1,122.00 1,193.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,216.75 1,186.25 30.50 2.5% 14.50 1.2% 72% True False 2,141,627
10 1,216.75 1,179.75 37.00 3.1% 14.75 1.2% 77% True False 2,056,088
20 1,216.75 1,161.25 55.50 4.6% 12.50 1.0% 85% True False 1,799,694
40 1,216.75 1,099.25 117.50 9.7% 12.00 1.0% 93% True False 1,445,998
60 1,216.75 1,036.25 180.50 14.9% 14.00 1.2% 95% True False 965,556
80 1,216.75 1,036.25 180.50 14.9% 14.50 1.2% 95% True False 724,524
100 1,216.75 1,036.25 180.50 14.9% 13.75 1.1% 95% True False 579,648
120 1,216.75 1,019.00 197.75 16.4% 13.50 1.1% 96% True False 483,042
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 3.75
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,256.00
2.618 1,241.00
1.618 1,231.75
1.000 1,226.00
0.618 1,222.50
HIGH 1,216.75
0.618 1,213.25
0.500 1,212.00
0.382 1,211.00
LOW 1,207.50
0.618 1,201.75
1.000 1,198.25
1.618 1,192.50
2.618 1,183.25
4.250 1,168.25
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 1,212.00 1,206.00
PP 1,210.75 1,203.75
S1 1,209.50 1,201.50

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

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