E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 1,082.50 1,103.50 21.00 1.9% 1,054.25
High 1,107.25 1,110.00 2.75 0.2% 1,083.00
Low 1,080.00 1,096.25 16.25 1.5% 1,033.25
Close 1,104.75 1,105.25 0.50 0.0% 1,080.50
Range 27.25 13.75 -13.50 -49.5% 49.75
ATR 26.45 25.54 -0.91 -3.4% 0.00
Volume 1,285 163 -1,122 -87.3% 401
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,145.00 1,139.00 1,112.75
R3 1,131.25 1,125.25 1,109.00
R2 1,117.50 1,117.50 1,107.75
R1 1,111.50 1,111.50 1,106.50 1,114.50
PP 1,103.75 1,103.75 1,103.75 1,105.50
S1 1,097.75 1,097.75 1,104.00 1,100.75
S2 1,090.00 1,090.00 1,102.75
S3 1,076.25 1,084.00 1,101.50
S4 1,062.50 1,070.25 1,097.75
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,214.75 1,197.50 1,107.75
R3 1,165.00 1,147.75 1,094.25
R2 1,115.25 1,115.25 1,089.50
R1 1,098.00 1,098.00 1,085.00 1,106.50
PP 1,065.50 1,065.50 1,065.50 1,070.00
S1 1,048.25 1,048.25 1,076.00 1,057.00
S2 1,015.75 1,015.75 1,071.50
S3 966.00 998.50 1,066.75
S4 916.25 948.75 1,053.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,110.00 1,044.00 66.00 6.0% 21.75 2.0% 93% True False 336
10 1,110.00 1,033.25 76.75 6.9% 23.75 2.1% 94% True False 206
20 1,113.00 1,029.25 83.75 7.6% 27.25 2.5% 91% False False 156
40 1,208.00 1,029.25 178.75 16.2% 27.25 2.5% 43% False False 145
60 1,208.00 1,029.25 178.75 16.2% 21.50 1.9% 43% False False 109
80 1,208.00 1,029.25 178.75 16.2% 17.50 1.6% 43% False False 105
100 1,208.00 1,029.25 178.75 16.2% 15.50 1.4% 43% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.85
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,168.50
2.618 1,146.00
1.618 1,132.25
1.000 1,123.75
0.618 1,118.50
HIGH 1,110.00
0.618 1,104.75
0.500 1,103.00
0.382 1,101.50
LOW 1,096.25
0.618 1,087.75
1.000 1,082.50
1.618 1,074.00
2.618 1,060.25
4.250 1,037.75
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 1,104.50 1,101.75
PP 1,103.75 1,098.50
S1 1,103.00 1,095.00

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

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