E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 1,105.50 1,115.00 9.50 0.9% 1,084.50
High 1,111.75 1,125.00 13.25 1.2% 1,111.75
Low 1,104.50 1,099.25 -5.25 -0.5% 1,080.00
Close 1,106.00 1,106.25 0.25 0.0% 1,106.00
Range 7.25 25.75 18.50 255.2% 31.75
ATR 23.48 23.65 0.16 0.7% 0.00
Volume 511 207 -304 -59.5% 2,209
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,187.50 1,172.50 1,120.50
R3 1,161.75 1,146.75 1,113.25
R2 1,136.00 1,136.00 1,111.00
R1 1,121.00 1,121.00 1,108.50 1,115.50
PP 1,110.25 1,110.25 1,110.25 1,107.50
S1 1,095.25 1,095.25 1,104.00 1,090.00
S2 1,084.50 1,084.50 1,101.50
S3 1,058.75 1,069.50 1,099.25
S4 1,033.00 1,043.75 1,092.00
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,194.50 1,182.00 1,123.50
R3 1,162.75 1,150.25 1,114.75
R2 1,131.00 1,131.00 1,111.75
R1 1,118.50 1,118.50 1,109.00 1,124.75
PP 1,099.25 1,099.25 1,099.25 1,102.50
S1 1,086.75 1,086.75 1,103.00 1,093.00
S2 1,067.50 1,067.50 1,100.25
S3 1,035.75 1,055.00 1,097.25
S4 1,004.00 1,023.25 1,088.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,125.00 1,080.00 45.00 4.1% 17.75 1.6% 58% True False 459
10 1,125.00 1,033.25 91.75 8.3% 20.25 1.8% 80% True False 278
20 1,125.00 1,029.25 95.75 8.7% 24.50 2.2% 80% True False 162
40 1,208.00 1,029.25 178.75 16.2% 27.25 2.5% 43% False False 155
60 1,208.00 1,029.25 178.75 16.2% 21.75 2.0% 43% False False 123
80 1,208.00 1,029.25 178.75 16.2% 18.00 1.6% 43% False False 115
100 1,208.00 1,029.25 178.75 16.2% 15.50 1.4% 43% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,234.50
2.618 1,192.50
1.618 1,166.75
1.000 1,150.75
0.618 1,141.00
HIGH 1,125.00
0.618 1,115.25
0.500 1,112.00
0.382 1,109.00
LOW 1,099.25
0.618 1,083.25
1.000 1,073.50
1.618 1,057.50
2.618 1,031.75
4.250 989.75
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 1,112.00 1,111.00
PP 1,110.25 1,109.50
S1 1,108.25 1,107.75

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

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