E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 1,056.00 1,095.50 39.50 3.7% 1,080.25
High 1,098.50 1,102.75 4.25 0.4% 1,102.75
Low 1,045.00 1,079.25 34.25 3.3% 1,032.75
Close 1,096.75 1,084.25 -12.50 -1.1% 1,084.25
Range 53.50 23.50 -30.00 -56.1% 70.00
ATR 31.20 30.65 -0.55 -1.8% 0.00
Volume 22,696 37,691 14,995 66.1% 107,910
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 1,159.25 1,145.25 1,097.25
R3 1,135.75 1,121.75 1,090.75
R2 1,112.25 1,112.25 1,088.50
R1 1,098.25 1,098.25 1,086.50 1,093.50
PP 1,088.75 1,088.75 1,088.75 1,086.50
S1 1,074.75 1,074.75 1,082.00 1,070.00
S2 1,065.25 1,065.25 1,080.00
S3 1,041.75 1,051.25 1,077.75
S4 1,018.25 1,027.75 1,071.25
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1,283.25 1,253.75 1,122.75
R3 1,213.25 1,183.75 1,103.50
R2 1,143.25 1,143.25 1,097.00
R1 1,113.75 1,113.75 1,090.75 1,128.50
PP 1,073.25 1,073.25 1,073.25 1,080.50
S1 1,043.75 1,043.75 1,077.75 1,058.50
S2 1,003.25 1,003.25 1,071.50
S3 933.25 973.75 1,065.00
S4 863.25 903.75 1,045.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,102.75 1,032.75 70.00 6.5% 32.50 3.0% 74% True False 21,582
10 1,142.75 1,032.75 110.00 10.1% 33.00 3.0% 47% False False 14,124
20 1,197.25 1,032.75 164.50 15.2% 35.75 3.3% 31% False False 10,028
40 1,211.50 1,032.75 178.75 16.5% 25.00 2.3% 29% False False 5,955
60 1,211.50 1,032.75 178.75 16.5% 20.25 1.9% 29% False False 4,181
80 1,211.50 1,032.25 179.25 16.5% 18.50 1.7% 29% False False 3,148
Crabel Price Patterns
NR True
NR4 True
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 8.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,202.50
2.618 1,164.25
1.618 1,140.75
1.000 1,126.25
0.618 1,117.25
HIGH 1,102.75
0.618 1,093.75
0.500 1,091.00
0.382 1,088.25
LOW 1,079.25
0.618 1,064.75
1.000 1,055.75
1.618 1,041.25
2.618 1,017.75
4.250 979.50
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 1,091.00 1,080.75
PP 1,088.75 1,077.25
S1 1,086.50 1,074.00

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

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