E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 1,093.75 1,099.25 5.50 0.5% 1,088.00
High 1,100.75 1,103.00 2.25 0.2% 1,103.00
Low 1,086.75 1,055.25 -31.50 -2.9% 1,055.25
Close 1,099.25 1,061.75 -37.50 -3.4% 1,061.75
Range 14.00 47.75 33.75 241.1% 47.75
ATR 29.31 30.63 1.32 4.5% 0.00
Volume 20,788 77,343 56,555 272.1% 137,446
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,216.50 1,187.00 1,088.00
R3 1,168.75 1,139.25 1,075.00
R2 1,121.00 1,121.00 1,070.50
R1 1,091.50 1,091.50 1,066.25 1,082.50
PP 1,073.25 1,073.25 1,073.25 1,068.75
S1 1,043.75 1,043.75 1,057.25 1,034.50
S2 1,025.50 1,025.50 1,053.00
S3 977.75 996.00 1,048.50
S4 930.00 948.25 1,035.50
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,216.50 1,187.00 1,088.00
R3 1,168.75 1,139.25 1,075.00
R2 1,121.00 1,121.00 1,070.50
R1 1,091.50 1,091.50 1,066.25 1,082.50
PP 1,073.25 1,073.25 1,073.25 1,068.75
S1 1,043.75 1,043.75 1,057.25 1,034.50
S2 1,025.50 1,025.50 1,053.00
S3 977.75 996.00 1,048.50
S4 930.00 948.25 1,035.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,103.00 1,055.25 47.75 4.5% 28.75 2.7% 14% True True 35,027
10 1,103.00 1,032.75 70.25 6.6% 32.00 3.0% 41% True False 25,381
20 1,170.00 1,032.75 137.25 12.9% 32.50 3.1% 21% False False 16,208
40 1,211.50 1,032.75 178.75 16.8% 27.00 2.5% 16% False False 9,196
60 1,211.50 1,032.75 178.75 16.8% 21.50 2.0% 16% False False 6,468
80 1,211.50 1,032.75 178.75 16.8% 19.25 1.8% 16% False False 4,865
100 1,211.50 1,032.25 179.25 16.9% 17.75 1.7% 16% False False 3,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,306.00
2.618 1,228.00
1.618 1,180.25
1.000 1,150.75
0.618 1,132.50
HIGH 1,103.00
0.618 1,084.75
0.500 1,079.00
0.382 1,073.50
LOW 1,055.25
0.618 1,025.75
1.000 1,007.50
1.618 978.00
2.618 930.25
4.250 852.25
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 1,079.00 1,079.00
PP 1,073.25 1,073.25
S1 1,067.50 1,067.50

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

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