E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 1,166.00 1,159.75 -6.25 -0.5% 1,205.75
High 1,170.25 1,164.00 -6.25 -0.5% 1,211.50
Low 1,150.75 1,050.00 -100.75 -8.8% 1,172.50
Close 1,159.50 1,118.00 -41.50 -3.6% 1,178.75
Range 19.50 114.00 94.50 484.6% 39.00
ATR 16.95 23.88 6.93 40.9% 0.00
Volume 5,013 4,160 -853 -17.0% 8,772
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1,452.75 1,399.25 1,180.75
R3 1,338.75 1,285.25 1,149.25
R2 1,224.75 1,224.75 1,139.00
R1 1,171.25 1,171.25 1,128.50 1,141.00
PP 1,110.75 1,110.75 1,110.75 1,095.50
S1 1,057.25 1,057.25 1,107.50 1,027.00
S2 996.75 996.75 1,097.00
S3 882.75 943.25 1,086.75
S4 768.75 829.25 1,055.25
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,304.50 1,280.75 1,200.25
R3 1,265.50 1,241.75 1,189.50
R2 1,226.50 1,226.50 1,186.00
R1 1,202.75 1,202.75 1,182.25 1,195.00
PP 1,187.50 1,187.50 1,187.50 1,183.75
S1 1,163.75 1,163.75 1,175.25 1,156.00
S2 1,148.50 1,148.50 1,171.50
S3 1,109.50 1,124.75 1,168.00
S4 1,070.50 1,085.75 1,157.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,203.25 1,050.00 153.25 13.7% 42.25 3.8% 44% False True 2,937
10 1,211.50 1,050.00 161.50 14.4% 30.00 2.7% 42% False True 2,406
20 1,211.50 1,050.00 161.50 14.4% 21.50 1.9% 42% False True 2,185
40 1,211.50 1,050.00 161.50 14.4% 16.25 1.5% 42% False True 1,599
60 1,211.50 1,048.25 163.25 14.6% 14.75 1.3% 43% False False 1,084
80 1,211.50 1,032.25 179.25 16.0% 14.25 1.3% 48% False False 824
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 3.18
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 1,648.50
2.618 1,462.50
1.618 1,348.50
1.000 1,278.00
0.618 1,234.50
HIGH 1,164.00
0.618 1,120.50
0.500 1,107.00
0.382 1,093.50
LOW 1,050.00
0.618 979.50
1.000 936.00
1.618 865.50
2.618 751.50
4.250 565.50
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 1,114.25 1,122.50
PP 1,110.75 1,121.00
S1 1,107.00 1,119.50

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

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