E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 1,110.00 1,111.50 1.50 0.1% 1,087.50
High 1,117.50 1,116.75 -0.75 -0.1% 1,117.50
Low 1,100.75 1,108.25 7.50 0.7% 1,084.25
Close 1,111.75 1,110.25 -1.50 -0.1% 1,110.25
Range 16.75 8.50 -8.25 -49.3% 33.25
ATR 26.32 25.05 -1.27 -4.8% 0.00
Volume 2,522,048 2,715,158 193,110 7.7% 12,578,302
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,137.25 1,132.25 1,115.00
R3 1,128.75 1,123.75 1,112.50
R2 1,120.25 1,120.25 1,111.75
R1 1,115.25 1,115.25 1,111.00 1,113.50
PP 1,111.75 1,111.75 1,111.75 1,111.00
S1 1,106.75 1,106.75 1,109.50 1,105.00
S2 1,103.25 1,103.25 1,108.75
S3 1,094.75 1,098.25 1,108.00
S4 1,086.25 1,089.75 1,105.50
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,203.75 1,190.25 1,128.50
R3 1,170.50 1,157.00 1,119.50
R2 1,137.25 1,137.25 1,116.25
R1 1,123.75 1,123.75 1,113.25 1,130.50
PP 1,104.00 1,104.00 1,104.00 1,107.50
S1 1,090.50 1,090.50 1,107.25 1,097.25
S2 1,070.75 1,070.75 1,104.25
S3 1,037.50 1,057.25 1,101.00
S4 1,004.25 1,024.00 1,092.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,117.50 1,084.25 33.25 3.0% 17.00 1.5% 78% False False 2,515,660
10 1,117.50 1,037.00 80.50 7.3% 21.00 1.9% 91% False False 1,515,982
20 1,117.50 1,032.75 84.75 7.6% 26.50 2.4% 91% False False 770,681
40 1,211.50 1,032.75 178.75 16.1% 29.00 2.6% 43% False False 387,701
60 1,211.50 1,032.75 178.75 16.1% 23.25 2.1% 43% False False 259,041
80 1,211.50 1,032.75 178.75 16.1% 20.00 1.8% 43% False False 194,357
100 1,211.50 1,032.25 179.25 16.1% 18.75 1.7% 44% False False 155,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.40
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1,153.00
2.618 1,139.00
1.618 1,130.50
1.000 1,125.25
0.618 1,122.00
HIGH 1,116.75
0.618 1,113.50
0.500 1,112.50
0.382 1,111.50
LOW 1,108.25
0.618 1,103.00
1.000 1,099.75
1.618 1,094.50
2.618 1,086.00
4.250 1,072.00
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 1,112.50 1,109.75
PP 1,111.75 1,109.25
S1 1,111.00 1,108.75

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

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