E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 1,090.50 1,090.25 -0.25 0.0% 1,064.00
High 1,106.00 1,115.75 9.75 0.9% 1,092.25
Low 1,088.75 1,088.50 -0.25 0.0% 1,041.25
Close 1,090.50 1,113.50 23.00 2.1% 1,089.25
Range 17.25 27.25 10.00 58.0% 51.00
ATR 28.12 28.05 -0.06 -0.2% 0.00
Volume 1,182,031 887,313 -294,718 -24.9% 14,395,235
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,187.75 1,177.75 1,128.50
R3 1,160.50 1,150.50 1,121.00
R2 1,133.25 1,133.25 1,118.50
R1 1,123.25 1,123.25 1,116.00 1,128.25
PP 1,106.00 1,106.00 1,106.00 1,108.50
S1 1,096.00 1,096.00 1,111.00 1,101.00
S2 1,078.75 1,078.75 1,108.50
S3 1,051.50 1,068.75 1,106.00
S4 1,024.25 1,041.50 1,098.50
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 1,115.75 1,051.25 64.50 5.8% 24.75 2.2% 97% True False 2,172,420
10 1,115.75 1,041.25 74.50 6.7% 26.50 2.4% 97% True False 2,330,664
20 1,147.50 1,036.75 110.75 9.9% 29.50 2.7% 69% False False 2,750,923
40 1,216.75 1,036.75 180.00 16.2% 29.25 2.6% 43% False False 2,778,314
60 1,216.75 1,036.75 180.00 16.2% 23.50 2.1% 43% False False 2,445,071
80 1,216.75 1,036.75 180.00 16.2% 20.50 1.9% 43% False False 1,978,851
100 1,216.75 1,036.25 180.50 16.2% 20.50 1.8% 43% False False 1,583,714
120 1,216.75 1,036.25 180.50 16.2% 19.00 1.7% 43% False False 1,319,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,231.50
2.618 1,187.00
1.618 1,159.75
1.000 1,143.00
0.618 1,132.50
HIGH 1,115.75
0.618 1,105.25
0.500 1,102.00
0.382 1,099.00
LOW 1,088.50
0.618 1,071.75
1.000 1,061.25
1.618 1,044.50
2.618 1,017.25
4.250 972.75
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 1,109.75 1,107.50
PP 1,106.00 1,101.25
S1 1,102.00 1,095.00

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

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