E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 1,095.50 1,088.00 -7.50 -0.7% 1,080.25
High 1,102.75 1,091.50 -11.25 -1.0% 1,102.75
Low 1,079.25 1,064.25 -15.00 -1.4% 1,032.75
Close 1,084.25 1,065.25 -19.00 -1.8% 1,084.25
Range 23.50 27.25 3.75 16.0% 70.00
ATR 30.65 30.41 -0.24 -0.8% 0.00
Volume 37,691 21,138 -16,553 -43.9% 107,910
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,155.50 1,137.50 1,080.25
R3 1,128.25 1,110.25 1,072.75
R2 1,101.00 1,101.00 1,070.25
R1 1,083.00 1,083.00 1,067.75 1,078.50
PP 1,073.75 1,073.75 1,073.75 1,071.25
S1 1,055.75 1,055.75 1,062.75 1,051.00
S2 1,046.50 1,046.50 1,060.25
S3 1,019.25 1,028.50 1,057.75
S4 992.00 1,001.25 1,050.25
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 6.6% 34.25 3.2% 46% False False 24,155
10 1,142.75 1,032.75 110.00 10.3% 33.00 3.1% 30% False False 15,847
20 1,194.75 1,032.75 162.00 15.2% 36.25 3.4% 20% False False 10,913
40 1,211.50 1,032.75 178.75 16.8% 25.50 2.4% 18% False False 6,475
60 1,211.50 1,032.75 178.75 16.8% 20.50 1.9% 18% False False 4,531
80 1,211.50 1,032.75 178.75 16.8% 18.50 1.7% 18% False False 3,412
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,207.25
2.618 1,162.75
1.618 1,135.50
1.000 1,118.75
0.618 1,108.25
HIGH 1,091.50
0.618 1,081.00
0.500 1,078.00
0.382 1,074.75
LOW 1,064.25
0.618 1,047.50
1.000 1,037.00
1.618 1,020.25
2.618 993.00
4.250 948.50
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 1,078.00 1,074.00
PP 1,073.75 1,071.00
S1 1,069.50 1,068.00

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

View Archives - Comment on this page... - Back to Index of Symbols