E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 1,059.50 1,043.25 -16.25 -1.5% 1,088.00
High 1,066.50 1,059.00 -7.50 -0.7% 1,103.00
Low 1,043.25 1,037.00 -6.25 -0.6% 1,055.25
Close 1,043.75 1,055.00 11.25 1.1% 1,061.75
Range 23.25 22.00 -1.25 -5.4% 47.75
ATR 30.10 29.52 -0.58 -1.9% 0.00
Volume 62,763 86,084 23,321 37.2% 137,446
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,116.25 1,107.75 1,067.00
R3 1,094.25 1,085.75 1,061.00
R2 1,072.25 1,072.25 1,059.00
R1 1,063.75 1,063.75 1,057.00 1,068.00
PP 1,050.25 1,050.25 1,050.25 1,052.50
S1 1,041.75 1,041.75 1,053.00 1,046.00
S2 1,028.25 1,028.25 1,051.00
S3 1,006.25 1,019.75 1,049.00
S4 984.25 997.75 1,043.00
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 1,037.00 66.00 6.3% 27.75 2.6% 27% False True 53,031
10 1,103.00 1,032.75 70.25 6.7% 31.00 2.9% 32% False False 38,593
20 1,170.00 1,032.75 137.25 13.0% 30.50 2.9% 16% False False 22,652
40 1,211.50 1,032.75 178.75 16.9% 27.75 2.6% 12% False False 12,828
60 1,211.50 1,032.75 178.75 16.9% 22.00 2.1% 12% False False 8,943
80 1,211.50 1,032.75 178.75 16.9% 19.25 1.8% 12% False False 6,725
100 1,211.50 1,032.25 179.25 17.0% 18.00 1.7% 13% False False 5,384
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,152.50
2.618 1,116.50
1.618 1,094.50
1.000 1,081.00
0.618 1,072.50
HIGH 1,059.00
0.618 1,050.50
0.500 1,048.00
0.382 1,045.50
LOW 1,037.00
0.618 1,023.50
1.000 1,015.00
1.618 1,001.50
2.618 979.50
4.250 943.50
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 1,052.75 1,070.00
PP 1,050.25 1,065.00
S1 1,048.00 1,060.00

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

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