E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 1,118.00 1,110.00 -8.00 -0.7% 1,125.25
High 1,122.75 1,116.50 -6.25 -0.6% 1,174.75
Low 1,098.75 1,067.25 -31.50 -2.9% 1,121.50
Close 1,110.00 1,070.00 -40.00 -3.6% 1,135.25
Range 24.00 49.25 25.25 105.2% 53.25
ATR 28.11 29.62 1.51 5.4% 0.00
Volume 3,092,769 3,585,852 493,083 15.9% 15,391,208
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 1,232.25 1,200.50 1,097.00
R3 1,183.00 1,151.25 1,083.50
R2 1,133.75 1,133.75 1,079.00
R1 1,102.00 1,102.00 1,074.50 1,093.25
PP 1,084.50 1,084.50 1,084.50 1,080.25
S1 1,052.75 1,052.75 1,065.50 1,044.00
S2 1,035.25 1,035.25 1,061.00
S3 986.00 1,003.50 1,056.50
S4 936.75 954.25 1,043.00
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1,303.50 1,272.75 1,164.50
R3 1,250.25 1,219.50 1,150.00
R2 1,197.00 1,197.00 1,145.00
R1 1,166.25 1,166.25 1,140.25 1,181.50
PP 1,143.75 1,143.75 1,143.75 1,151.50
S1 1,113.00 1,113.00 1,130.25 1,128.50
S2 1,090.50 1,090.50 1,125.50
S3 1,037.25 1,059.75 1,120.50
S4 984.00 1,006.50 1,106.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,159.50 1,067.25 92.25 8.6% 33.75 3.2% 3% False True 2,934,890
10 1,174.75 1,067.25 107.50 10.0% 33.50 3.1% 3% False True 3,377,771
20 1,216.75 1,056.00 160.75 15.0% 31.75 3.0% 9% False False 2,983,117
40 1,216.75 1,056.00 160.75 15.0% 22.25 2.1% 9% False False 2,386,976
60 1,216.75 1,056.00 160.75 15.0% 18.75 1.7% 9% False False 1,883,270
80 1,216.75 1,036.25 180.50 16.9% 18.75 1.7% 19% False False 1,413,479
100 1,216.75 1,036.25 180.50 16.9% 17.75 1.7% 19% False False 1,131,002
120 1,216.75 1,036.25 180.50 16.9% 17.00 1.6% 19% False False 942,519
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 7.88
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,325.75
2.618 1,245.50
1.618 1,196.25
1.000 1,165.75
0.618 1,147.00
HIGH 1,116.50
0.618 1,097.75
0.500 1,092.00
0.382 1,086.00
LOW 1,067.25
0.618 1,036.75
1.000 1,018.00
1.618 987.50
2.618 938.25
4.250 858.00
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 1,092.00 1,107.50
PP 1,084.50 1,095.00
S1 1,077.25 1,082.50

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

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