E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 1,160.50 1,157.50 -3.00 -0.3% 1,204.25
High 1,165.50 1,159.50 -6.00 -0.5% 1,208.00
Low 1,146.75 1,084.25 -62.50 -5.5% 1,168.25
Close 1,155.25 1,114.00 -41.25 -3.6% 1,174.25
Range 18.75 75.25 56.50 301.3% 39.75
ATR 16.34 20.55 4.21 25.7% 0.00
Volume 286 53 -233 -81.5% 714
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1,345.00 1,304.75 1,155.50
R3 1,269.75 1,229.50 1,134.75
R2 1,194.50 1,194.50 1,127.75
R1 1,154.25 1,154.25 1,121.00 1,136.75
PP 1,119.25 1,119.25 1,119.25 1,110.50
S1 1,079.00 1,079.00 1,107.00 1,061.50
S2 1,044.00 1,044.00 1,100.25
S3 968.75 1,003.75 1,093.25
S4 893.50 928.50 1,072.50
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,302.75 1,278.25 1,196.00
R3 1,263.00 1,238.50 1,185.25
R2 1,223.25 1,223.25 1,181.50
R1 1,198.75 1,198.75 1,178.00 1,191.00
PP 1,183.50 1,183.50 1,183.50 1,179.75
S1 1,159.00 1,159.00 1,170.50 1,151.50
S2 1,143.75 1,143.75 1,167.00
S3 1,104.00 1,119.25 1,163.25
S4 1,064.25 1,079.50 1,152.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,198.50 1,084.25 114.25 10.3% 33.75 3.0% 26% False True 89
10 1,208.00 1,084.25 123.75 11.1% 26.25 2.4% 24% False True 152
20 1,208.00 1,084.25 123.75 11.1% 19.50 1.7% 24% False True 110
40 1,208.00 1,084.25 123.75 11.1% 14.25 1.3% 24% False True 76
60 1,208.00 1,051.50 156.50 14.0% 10.75 1.0% 40% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.50
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1,479.25
2.618 1,356.50
1.618 1,281.25
1.000 1,234.75
0.618 1,206.00
HIGH 1,159.50
0.618 1,130.75
0.500 1,122.00
0.382 1,113.00
LOW 1,084.25
0.618 1,037.75
1.000 1,009.00
1.618 962.50
2.618 887.25
4.250 764.50
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 1,122.00 1,137.25
PP 1,119.25 1,129.50
S1 1,116.50 1,121.75

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

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