E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 1,112.50 1,137.00 24.50 2.2% 1,126.75
High 1,133.50 1,137.00 3.50 0.3% 1,133.50
Low 1,109.25 1,127.50 18.25 1.6% 1,107.75
Close 1,133.00 1,127.50 -5.50 -0.5% 1,133.00
Range 24.25 9.50 -14.75 -60.8% 25.75
ATR 11.30 11.17 -0.13 -1.1% 0.00
Volume 1 32 31 3,100.0% 57
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,159.25 1,152.75 1,132.75
R3 1,149.75 1,143.25 1,130.00
R2 1,140.25 1,140.25 1,129.25
R1 1,133.75 1,133.75 1,128.25 1,132.25
PP 1,130.75 1,130.75 1,130.75 1,130.00
S1 1,124.25 1,124.25 1,126.75 1,122.75
S2 1,121.25 1,121.25 1,125.75
S3 1,111.75 1,114.75 1,125.00
S4 1,102.25 1,105.25 1,122.25
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,202.00 1,193.25 1,147.25
R3 1,176.25 1,167.50 1,140.00
R2 1,150.50 1,150.50 1,137.75
R1 1,141.75 1,141.75 1,135.25 1,146.00
PP 1,124.75 1,124.75 1,124.75 1,127.00
S1 1,116.00 1,116.00 1,130.75 1,120.50
S2 1,099.00 1,099.00 1,128.25
S3 1,073.25 1,090.25 1,126.00
S4 1,047.50 1,064.50 1,118.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,137.00 1,107.75 29.25 2.6% 14.50 1.3% 68% True False 15
10 1,137.00 1,100.00 37.00 3.3% 13.75 1.2% 74% True False 12
20 1,137.00 1,030.50 106.50 9.4% 8.50 0.7% 91% True False 6
40 1,137.00 1,030.50 106.50 9.4% 4.75 0.4% 91% True False 16
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 2.83
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,177.50
2.618 1,161.75
1.618 1,152.25
1.000 1,146.50
0.618 1,142.75
HIGH 1,137.00
0.618 1,133.25
0.500 1,132.25
0.382 1,131.25
LOW 1,127.50
0.618 1,121.75
1.000 1,118.00
1.618 1,112.25
2.618 1,102.75
4.250 1,087.00
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 1,132.25 1,125.75
PP 1,130.75 1,124.00
S1 1,129.00 1,122.50

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

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