E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 1,086.50 1,070.25 -16.25 -1.5% 1,116.00
High 1,091.00 1,079.50 -11.50 -1.1% 1,129.50
Low 1,066.50 1,062.75 -3.75 -0.4% 1,062.75
Close 1,070.50 1,074.75 4.25 0.4% 1,074.75
Range 24.50 16.75 -7.75 -31.6% 66.75
ATR 24.73 24.16 -0.57 -2.3% 0.00
Volume 2,235,636 2,551,855 316,219 14.1% 10,867,825
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,122.50 1,115.50 1,084.00
R3 1,105.75 1,098.75 1,079.25
R2 1,089.00 1,089.00 1,077.75
R1 1,082.00 1,082.00 1,076.25 1,085.50
PP 1,072.25 1,072.25 1,072.25 1,074.00
S1 1,065.25 1,065.25 1,073.25 1,068.75
S2 1,055.50 1,055.50 1,071.75
S3 1,038.75 1,048.50 1,070.25
S4 1,022.00 1,031.75 1,065.50
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,289.25 1,248.75 1,111.50
R3 1,222.50 1,182.00 1,093.00
R2 1,155.75 1,155.75 1,087.00
R1 1,115.25 1,115.25 1,080.75 1,102.00
PP 1,089.00 1,089.00 1,089.00 1,082.50
S1 1,048.50 1,048.50 1,068.75 1,035.50
S2 1,022.25 1,022.25 1,062.50
S3 955.50 981.75 1,056.50
S4 888.75 915.00 1,038.00
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 1,062.75 66.75 6.2% 22.50 2.1% 18% False True 2,173,565
10 1,129.50 1,062.75 66.75 6.2% 19.75 1.8% 18% False True 2,344,612
20 1,129.50 1,037.00 92.50 8.6% 23.25 2.2% 41% False False 1,310,139
40 1,203.25 1,032.75 170.50 15.9% 29.50 2.7% 25% False False 659,162
60 1,211.50 1,032.75 178.75 16.6% 24.25 2.3% 23% False False 440,064
80 1,211.50 1,032.75 178.75 16.6% 21.00 1.9% 23% False False 330,201
100 1,211.50 1,032.25 179.25 16.7% 19.25 1.8% 24% False False 264,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5.93
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,150.75
2.618 1,123.25
1.618 1,106.50
1.000 1,096.25
0.618 1,089.75
HIGH 1,079.50
0.618 1,073.00
0.500 1,071.00
0.382 1,069.25
LOW 1,062.75
0.618 1,052.50
1.000 1,046.00
1.618 1,035.75
2.618 1,019.00
4.250 991.50
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 1,073.50 1,080.25
PP 1,072.25 1,078.50
S1 1,071.00 1,076.50

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

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