E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 1,040.00 1,048.25 8.25 0.8% 1,079.00
High 1,054.00 1,068.25 14.25 1.4% 1,098.50
Low 1,033.25 1,043.25 10.00 1.0% 1,051.25
Close 1,050.50 1,046.75 -3.75 -0.4% 1,057.50
Range 20.75 25.00 4.25 20.5% 47.25
ATR 27.63 27.44 -0.19 -0.7% 0.00
Volume 194 58 -136 -70.1% 160
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,127.75 1,112.25 1,060.50
R3 1,102.75 1,087.25 1,053.50
R2 1,077.75 1,077.75 1,051.25
R1 1,062.25 1,062.25 1,049.00 1,057.50
PP 1,052.75 1,052.75 1,052.75 1,050.50
S1 1,037.25 1,037.25 1,044.50 1,032.50
S2 1,027.75 1,027.75 1,042.25
S3 1,002.75 1,012.25 1,040.00
S4 977.75 987.25 1,033.00
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,210.75 1,181.50 1,083.50
R3 1,163.50 1,134.25 1,070.50
R2 1,116.25 1,116.25 1,066.25
R1 1,087.00 1,087.00 1,061.75 1,078.00
PP 1,069.00 1,069.00 1,069.00 1,064.50
S1 1,039.75 1,039.75 1,053.25 1,030.75
S2 1,021.75 1,021.75 1,048.75
S3 974.50 992.50 1,044.50
S4 927.25 945.25 1,031.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,098.50 1,033.25 65.25 6.2% 25.75 2.5% 21% False False 76
10 1,098.50 1,033.25 65.25 6.2% 27.75 2.7% 21% False False 61
20 1,164.75 1,029.25 135.50 12.9% 29.00 2.8% 13% False False 91
40 1,208.00 1,029.25 178.75 17.1% 26.25 2.5% 10% False False 118
60 1,208.00 1,029.25 178.75 17.1% 20.50 2.0% 10% False False 87
80 1,208.00 1,029.25 178.75 17.1% 16.25 1.6% 10% False False 84
100 1,208.00 1,029.25 178.75 17.1% 15.00 1.4% 10% False False 69
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 5.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,174.50
2.618 1,133.75
1.618 1,108.75
1.000 1,093.25
0.618 1,083.75
HIGH 1,068.25
0.618 1,058.75
0.500 1,055.75
0.382 1,052.75
LOW 1,043.25
0.618 1,027.75
1.000 1,018.25
1.618 1,002.75
2.618 977.75
4.250 937.00
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 1,055.75 1,050.75
PP 1,052.75 1,049.50
S1 1,049.75 1,048.00

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

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