E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 1,017.75 1,010.25 -7.50 -0.7% 1,071.75
High 1,027.50 1,033.50 6.00 0.6% 1,075.00
Low 1,006.50 998.75 -7.75 -0.8% 1,001.75
Close 1,009.75 1,019.50 9.75 1.0% 1,009.75
Range 21.00 34.75 13.75 65.5% 73.25
ATR 23.30 24.12 0.82 3.5% 0.00
Volume 1,986 1,198 -788 -39.7% 11,594
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,121.50 1,105.25 1,038.50
R3 1,086.75 1,070.50 1,029.00
R2 1,052.00 1,052.00 1,025.75
R1 1,035.75 1,035.75 1,022.75 1,044.00
PP 1,017.25 1,017.25 1,017.25 1,021.25
S1 1,001.00 1,001.00 1,016.25 1,009.00
S2 982.50 982.50 1,013.25
S3 947.75 966.25 1,010.00
S4 913.00 931.50 1,000.50
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,248.50 1,202.50 1,050.00
R3 1,175.25 1,129.25 1,030.00
R2 1,102.00 1,102.00 1,023.25
R1 1,056.00 1,056.00 1,016.50 1,042.50
PP 1,028.75 1,028.75 1,028.75 1,022.00
S1 982.75 982.75 1,003.00 969.00
S2 955.50 955.50 996.25
S3 882.25 909.50 989.50
S4 809.00 836.25 969.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,070.00 998.75 71.25 7.0% 28.75 2.8% 29% False True 2,260
10 1,112.50 998.75 113.75 11.2% 24.00 2.4% 18% False True 1,759
20 1,125.00 998.75 126.25 12.4% 22.00 2.2% 16% False True 1,019
40 1,164.75 998.75 166.00 16.3% 26.00 2.6% 13% False True 564
60 1,208.00 998.75 209.25 20.5% 24.25 2.4% 10% False True 415
80 1,208.00 998.75 209.25 20.5% 20.50 2.0% 10% False True 322
100 1,208.00 998.75 209.25 20.5% 17.25 1.7% 10% False True 268
120 1,208.00 998.75 209.25 20.5% 15.75 1.5% 10% False True 225
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.70
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,181.25
2.618 1,124.50
1.618 1,089.75
1.000 1,068.25
0.618 1,055.00
HIGH 1,033.50
0.618 1,020.25
0.500 1,016.00
0.382 1,012.00
LOW 998.75
0.618 977.25
1.000 964.00
1.618 942.50
2.618 907.75
4.250 851.00
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 1,018.50 1,018.50
PP 1,017.25 1,017.25
S1 1,016.00 1,016.00

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

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