E-mini S&P 500 Future September 2010

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary Previous Current 22-Jun-2010 23-Jun-2010 Change Change % Previous Week Open 1,110.50 1,090.75 -19.75 -1.8% 1,087.50 High 1,117.00 1,097.75 -19.25 -1.7% 1,117.50 Low 1,089.50 1,080.25 -9.25 -0.8% 1,084.25 Close 1,090.50 1,087.50 -3.00 -0.3% 1,110.25 Range 27.50 17.50 -10.00 -36.4% 33.25 ATR 25.31 24.75 -0.56 -2.2% 0.00 Volume 2,162,081 2,286,571 124,490 5.8% 12,578,302
Daily Pivots for day following 23-Jun-2010 Classic Woodie Camarilla DeMark R4 1,141.00 1,131.75 1,097.00 R3 1,123.50 1,114.25 1,092.25 R2 1,106.00 1,106.00 1,090.75 R1 1,096.75 1,096.75 1,089.00 1,092.50 PP 1,088.50 1,088.50 1,088.50 1,086.50 S1 1,079.25 1,079.25 1,086.00 1,075.00 S2 1,071.00 1,071.00 1,084.25 S3 1,053.50 1,061.75 1,082.75 S4 1,036.00 1,044.25 1,078.00	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 1,129.50 1,080.25 49.25 4.5% 19.25 1.8% 15% False True 2,263,508 10 1,129.50 1,047.75 81.75 7.5% 21.00 1.9% 49% False False 2,095,187 20 1,129.50 1,037.00 92.50 8.5% 25.50 2.3% 55% False False 1,073,497 40 1,203.25 1,032.75 170.50 15.7% 29.25 2.7% 32% False False 539,619 60 1,211.50 1,032.75 178.75 16.4% 24.00 2.2% 31% False False 360,300 80 1,211.50 1,032.75 178.75 16.4% 20.50 1.9% 31% False False 270,361 100 1,211.50 1,032.25 179.25 16.5% 19.00 1.8% 31% False False 216,294
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 5.88 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,172.00 2.618 1,143.50 1.618 1,126.00 1.000 1,115.25 0.618 1,108.50 HIGH 1,097.75 0.618 1,091.00 0.500 1,089.00 0.382 1,087.00 LOW 1,080.25 0.618 1,069.50 1.000 1,062.75 1.618 1,052.00 2.618 1,034.50 4.250 1,006.00
Fisher Pivots for day following 23-Jun-2010 Pivot 1 day 3 day R1 1,089.00 1,105.00 PP 1,088.50 1,099.00 S1 1,088.00 1,093.25

Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.