E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 1,198.25 1,171.75 -26.50 -2.2% 1,211.25
High 1,199.75 1,175.00 -24.75 -2.1% 1,216.75
Low 1,164.25 1,154.75 -9.50 -0.8% 1,176.75
Close 1,172.50 1,164.00 -8.50 -0.7% 1,183.50
Range 35.50 20.25 -15.25 -43.0% 40.00
ATR 17.36 17.56 0.21 1.2% 0.00
Volume 1,797,282 3,553,338 1,756,056 97.7% 11,909,751
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 1,225.25 1,215.00 1,175.25
R3 1,205.00 1,194.75 1,169.50
R2 1,184.75 1,184.75 1,167.75
R1 1,174.50 1,174.50 1,165.75 1,169.50
PP 1,164.50 1,164.50 1,164.50 1,162.00
S1 1,154.25 1,154.25 1,162.25 1,149.25
S2 1,144.25 1,144.25 1,160.25
S3 1,124.00 1,134.00 1,158.50
S4 1,103.75 1,113.75 1,152.75
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,312.25 1,288.00 1,205.50
R3 1,272.25 1,248.00 1,194.50
R2 1,232.25 1,232.25 1,190.75
R1 1,208.00 1,208.00 1,187.25 1,200.00
PP 1,192.25 1,192.25 1,192.25 1,188.50
S1 1,168.00 1,168.00 1,179.75 1,160.00
S2 1,152.25 1,152.25 1,176.25
S3 1,112.25 1,128.00 1,172.50
S4 1,072.25 1,088.00 1,161.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,208.00 1,154.75 53.25 4.6% 23.50 2.0% 17% False True 2,617,298
10 1,216.75 1,154.75 62.00 5.3% 21.25 1.8% 15% False True 2,499,497
20 1,216.75 1,154.75 62.00 5.3% 17.25 1.5% 15% False True 2,219,774
40 1,216.75 1,133.50 83.25 7.2% 14.25 1.2% 37% False False 1,898,594
60 1,216.75 1,049.75 167.00 14.3% 14.25 1.2% 68% False False 1,270,343
80 1,216.75 1,036.25 180.50 15.5% 15.50 1.3% 71% False False 953,210
100 1,216.75 1,036.25 180.50 15.5% 14.50 1.3% 71% False False 762,664
120 1,216.75 1,036.25 180.50 15.5% 14.00 1.2% 71% False False 635,555
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,261.00
2.618 1,228.00
1.618 1,207.75
1.000 1,195.25
0.618 1,187.50
HIGH 1,175.00
0.618 1,167.25
0.500 1,165.00
0.382 1,162.50
LOW 1,154.75
0.618 1,142.25
1.000 1,134.50
1.618 1,122.00
2.618 1,101.75
4.250 1,068.75
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 1,165.00 1,178.50
PP 1,164.50 1,173.50
S1 1,164.25 1,168.75

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

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