E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 1,110.00 1,069.25 -40.75 -3.7% 1,133.75
High 1,116.50 1,088.75 -27.75 -2.5% 1,147.50
Low 1,067.25 1,051.25 -16.00 -1.5% 1,051.25
Close 1,070.00 1,084.50 14.50 1.4% 1,084.50
Range 49.25 37.50 -11.75 -23.9% 96.25
ATR 29.62 30.19 0.56 1.9% 0.00
Volume 3,585,852 4,378,875 793,023 22.1% 17,089,741
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 1,187.25 1,173.50 1,105.00
R3 1,149.75 1,136.00 1,094.75
R2 1,112.25 1,112.25 1,091.50
R1 1,098.50 1,098.50 1,088.00 1,105.50
PP 1,074.75 1,074.75 1,074.75 1,078.25
S1 1,061.00 1,061.00 1,081.00 1,068.00
S2 1,037.25 1,037.25 1,077.50
S3 999.75 1,023.50 1,074.25
S4 962.25 986.00 1,064.00
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1,383.25 1,330.00 1,137.50
R3 1,287.00 1,233.75 1,111.00
R2 1,190.75 1,190.75 1,102.25
R1 1,137.50 1,137.50 1,093.25 1,116.00
PP 1,094.50 1,094.50 1,094.50 1,083.50
S1 1,041.25 1,041.25 1,075.75 1,019.75
S2 998.25 998.25 1,066.75
S3 902.00 945.00 1,058.00
S4 805.75 848.75 1,031.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,147.50 1,051.25 96.25 8.9% 34.00 3.1% 35% False True 3,417,948
10 1,174.75 1,051.25 123.50 11.4% 32.75 3.0% 27% False True 3,248,094
20 1,216.75 1,051.25 165.50 15.3% 33.00 3.0% 20% False True 3,068,614
40 1,216.75 1,051.25 165.50 15.3% 22.75 2.1% 20% False True 2,446,638
60 1,216.75 1,051.25 165.50 15.3% 19.00 1.8% 20% False True 1,956,158
80 1,216.75 1,036.25 180.50 16.6% 19.00 1.7% 27% False False 1,468,166
100 1,216.75 1,036.25 180.50 16.6% 18.25 1.7% 27% False False 1,174,788
120 1,216.75 1,036.25 180.50 16.6% 17.00 1.6% 27% False False 979,008
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 8.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,248.00
2.618 1,187.00
1.618 1,149.50
1.000 1,126.25
0.618 1,112.00
HIGH 1,088.75
0.618 1,074.50
0.500 1,070.00
0.382 1,065.50
LOW 1,051.25
0.618 1,028.00
1.000 1,013.75
1.618 990.50
2.618 953.00
4.250 892.00
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 1,079.75 1,087.00
PP 1,074.75 1,086.25
S1 1,070.00 1,085.25

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

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