E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 1,099.25 1,059.50 -39.75 -3.6% 1,088.00
High 1,103.00 1,066.50 -36.50 -3.3% 1,103.00
Low 1,055.25 1,043.25 -12.00 -1.1% 1,055.25
Close 1,061.75 1,043.75 -18.00 -1.7% 1,061.75
Range 47.75 23.25 -24.50 -51.3% 47.75
ATR 30.63 30.10 -0.53 -1.7% 0.00
Volume 77,343 62,763 -14,580 -18.9% 137,446
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,121.00 1,105.50 1,056.50
R3 1,097.75 1,082.25 1,050.25
R2 1,074.50 1,074.50 1,048.00
R1 1,059.00 1,059.00 1,046.00 1,055.00
PP 1,051.25 1,051.25 1,051.25 1,049.25
S1 1,035.75 1,035.75 1,041.50 1,032.00
S2 1,028.00 1,028.00 1,039.50
S3 1,004.75 1,012.50 1,037.25
S4 981.50 989.25 1,031.00
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 1,043.25 59.75 5.7% 28.75 2.8% 1% False True 40,041
10 1,103.00 1,032.75 70.25 6.7% 30.50 2.9% 16% False False 30,811
20 1,170.00 1,032.75 137.25 13.1% 31.25 3.0% 8% False False 18,971
40 1,211.50 1,032.75 178.75 17.1% 27.25 2.6% 6% False False 10,744
60 1,211.50 1,032.75 178.75 17.1% 21.75 2.1% 6% False False 7,513
80 1,211.50 1,032.75 178.75 17.1% 19.25 1.8% 6% False False 5,649
100 1,211.50 1,032.25 179.25 17.2% 18.00 1.7% 6% False False 4,526
Crabel Price Patterns
NR True
NR4 False
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 6.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,165.25
2.618 1,127.25
1.618 1,104.00
1.000 1,089.75
0.618 1,080.75
HIGH 1,066.50
0.618 1,057.50
0.500 1,055.00
0.382 1,052.25
LOW 1,043.25
0.618 1,029.00
1.000 1,020.00
1.618 1,005.75
2.618 982.50
4.250 944.50
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 1,055.00 1,073.00
PP 1,051.25 1,063.25
S1 1,047.50 1,053.50

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

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