E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 1,113.50 1,114.00 0.50 0.0% 1,064.00
High 1,119.00 1,122.50 3.50 0.3% 1,092.25
Low 1,104.25 1,105.50 1.25 0.1% 1,041.25
Close 1,114.00 1,116.25 2.25 0.2% 1,089.25
Range 14.75 17.00 2.25 15.3% 51.00
ATR 27.10 26.38 -0.72 -2.7% 0.00
Volume 796,631 589,440 -207,191 -26.0% 14,395,235
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,165.75 1,158.00 1,125.50
R3 1,148.75 1,141.00 1,121.00
R2 1,131.75 1,131.75 1,119.25
R1 1,124.00 1,124.00 1,117.75 1,128.00
PP 1,114.75 1,114.75 1,114.75 1,116.75
S1 1,107.00 1,107.00 1,114.75 1,111.00
S2 1,097.75 1,097.75 1,113.25
S3 1,080.75 1,090.00 1,111.50
S4 1,063.75 1,073.00 1,107.00
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 1,122.50 1,074.50 48.00 4.3% 18.75 1.7% 87% True False 1,175,334
10 1,122.50 1,041.25 81.25 7.3% 25.00 2.2% 92% True False 1,988,390
20 1,122.50 1,036.75 85.75 7.7% 28.25 2.5% 93% True False 2,512,951
40 1,216.75 1,036.75 180.00 16.1% 29.50 2.6% 44% False False 2,712,595
60 1,216.75 1,036.75 180.00 16.1% 23.50 2.1% 44% False False 2,400,144
80 1,216.75 1,036.75 180.00 16.1% 20.50 1.8% 44% False False 1,995,990
100 1,216.75 1,036.25 180.50 16.2% 20.25 1.8% 44% False False 1,597,525
120 1,216.75 1,036.25 180.50 16.2% 19.25 1.7% 44% False False 1,331,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,194.75
2.618 1,167.00
1.618 1,150.00
1.000 1,139.50
0.618 1,133.00
HIGH 1,122.50
0.618 1,116.00
0.500 1,114.00
0.382 1,112.00
LOW 1,105.50
0.618 1,095.00
1.000 1,088.50
1.618 1,078.00
2.618 1,061.00
4.250 1,033.25
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 1,115.50 1,112.75
PP 1,114.75 1,109.00
S1 1,114.00 1,105.50

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

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