E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 1,055.00 1,084.00 29.00 2.7% 1,064.00
High 1,087.75 1,092.25 4.50 0.4% 1,092.25
Low 1,052.25 1,074.50 22.25 2.1% 1,041.25
Close 1,083.75 1,089.25 5.50 0.5% 1,089.25
Range 35.50 17.75 -17.75 -50.0% 51.00
ATR 29.81 28.95 -0.86 -2.9% 0.00
Volume 2,970,468 2,421,258 -549,210 -18.5% 14,395,235
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,138.50 1,131.75 1,099.00
R3 1,120.75 1,114.00 1,094.25
R2 1,103.00 1,103.00 1,092.50
R1 1,096.25 1,096.25 1,091.00 1,099.50
PP 1,085.25 1,085.25 1,085.25 1,087.00
S1 1,078.50 1,078.50 1,087.50 1,082.00
S2 1,067.50 1,067.50 1,086.00
S3 1,049.75 1,060.75 1,084.25
S4 1,032.00 1,043.00 1,079.50
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,227.25 1,209.25 1,117.25
R3 1,176.25 1,158.25 1,103.25
R2 1,125.25 1,125.25 1,098.50
R1 1,107.25 1,107.25 1,094.00 1,116.25
PP 1,074.25 1,074.25 1,074.25 1,078.75
S1 1,056.25 1,056.25 1,084.50 1,065.25
S2 1,023.25 1,023.25 1,080.00
S3 972.25 1,005.25 1,075.25
S4 921.25 954.25 1,061.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,092.25 1,041.25 51.00 4.7% 25.00 2.3% 94% True False 2,879,047
10 1,107.75 1,041.25 66.50 6.1% 27.00 2.5% 72% False False 2,621,940
20 1,159.50 1,036.75 122.75 11.3% 30.50 2.8% 43% False False 2,894,611
40 1,216.75 1,036.75 180.00 16.5% 29.25 2.7% 29% False False 2,859,511
60 1,216.75 1,036.75 180.00 16.5% 23.25 2.1% 29% False False 2,474,885
80 1,216.75 1,036.75 180.00 16.5% 20.50 1.9% 29% False False 1,953,121
100 1,216.75 1,036.25 180.50 16.6% 20.50 1.9% 29% False False 1,563,052
120 1,216.75 1,036.25 180.50 16.6% 19.00 1.7% 29% False False 1,302,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5.85
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,167.75
2.618 1,138.75
1.618 1,121.00
1.000 1,110.00
0.618 1,103.25
HIGH 1,092.25
0.618 1,085.50
0.500 1,083.50
0.382 1,081.25
LOW 1,074.50
0.618 1,063.50
1.000 1,056.75
1.618 1,045.75
2.618 1,028.00
4.250 999.00
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 1,087.25 1,083.50
PP 1,085.25 1,077.50
S1 1,083.50 1,071.75

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

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