E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 1,035.25 1,024.50 -10.75 -1.0% 1,116.00
High 1,044.50 1,029.75 -14.75 -1.4% 1,129.50
Low 1,023.00 1,006.00 -17.00 -1.7% 1,062.75
Close 1,026.50 1,021.75 -4.75 -0.5% 1,074.75
Range 21.50 23.75 2.25 10.5% 66.75
ATR 24.65 24.58 -0.06 -0.3% 0.00
Volume 3,109,449 2,622,061 -487,388 -15.7% 10,867,825
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,090.50 1,079.75 1,034.75
R3 1,066.75 1,056.00 1,028.25
R2 1,043.00 1,043.00 1,026.00
R1 1,032.25 1,032.25 1,024.00 1,025.75
PP 1,019.25 1,019.25 1,019.25 1,016.00
S1 1,008.50 1,008.50 1,019.50 1,002.00
S2 995.50 995.50 1,017.50
S3 971.75 984.75 1,015.25
S4 948.00 961.00 1,008.75
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 1,079.75 1,006.00 73.75 7.2% 24.00 2.3% 21% False True 2,484,987
10 1,129.50 1,006.00 123.50 12.1% 22.50 2.2% 13% False True 2,345,606
20 1,129.50 1,006.00 123.50 12.1% 23.75 2.3% 13% False True 1,798,903
40 1,170.00 1,006.00 164.00 16.1% 29.75 2.9% 10% False True 905,726
60 1,211.50 1,006.00 205.50 20.1% 25.25 2.5% 8% False True 604,533
80 1,211.50 1,006.00 205.50 20.1% 21.75 2.1% 8% False True 453,611
100 1,211.50 1,006.00 205.50 20.1% 19.75 1.9% 8% False True 362,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,130.75
2.618 1,092.00
1.618 1,068.25
1.000 1,053.50
0.618 1,044.50
HIGH 1,029.75
0.618 1,020.75
0.500 1,018.00
0.382 1,015.00
LOW 1,006.00
0.618 991.25
1.000 982.25
1.618 967.50
2.618 943.75
4.250 905.00
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 1,020.50 1,040.50
PP 1,019.25 1,034.25
S1 1,018.00 1,028.00

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

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