E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 1,249.00 1,251.00 2.00 0.2% 1,234.75
High 1,253.25 1,252.00 -1.25 -0.1% 1,250.50
Low 1,248.50 1,246.75 -1.75 -0.1% 1,229.50
Close 1,250.50 1,249.50 -1.00 -0.1% 1,248.00
Range 4.75 5.25 0.50 10.5% 21.00
ATR 10.42 10.05 -0.37 -3.5% 0.00
Volume 293 162 -131 -44.7% 2,553
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,265.25 1,262.50 1,252.50
R3 1,260.00 1,257.25 1,251.00
R2 1,254.75 1,254.75 1,250.50
R1 1,252.00 1,252.00 1,250.00 1,250.75
PP 1,249.50 1,249.50 1,249.50 1,248.75
S1 1,246.75 1,246.75 1,249.00 1,245.50
S2 1,244.25 1,244.25 1,248.50
S3 1,239.00 1,241.50 1,248.00
S4 1,233.75 1,236.25 1,246.50
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,305.75 1,297.75 1,259.50
R3 1,284.75 1,276.75 1,253.75
R2 1,263.75 1,263.75 1,251.75
R1 1,255.75 1,255.75 1,250.00 1,259.75
PP 1,242.75 1,242.75 1,242.75 1,244.50
S1 1,234.75 1,234.75 1,246.00 1,238.75
S2 1,221.75 1,221.75 1,244.25
S3 1,200.75 1,213.75 1,242.25
S4 1,179.75 1,192.75 1,236.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,253.25 1,241.00 12.25 1.0% 5.75 0.5% 69% False False 226
10 1,253.25 1,224.00 29.25 2.3% 7.00 0.6% 87% False False 379
20 1,253.25 1,193.25 60.00 4.8% 9.25 0.7% 94% False False 286
40 1,253.25 1,161.50 91.75 7.3% 12.25 1.0% 96% False False 151
60 1,253.25 1,137.50 115.75 9.3% 12.75 1.0% 97% False False 103
80 1,253.25 1,083.00 170.25 13.6% 12.75 1.0% 98% False False 79
100 1,253.25 1,030.50 222.75 17.8% 10.50 0.8% 98% False False 68
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,274.25
2.618 1,265.75
1.618 1,260.50
1.000 1,257.25
0.618 1,255.25
HIGH 1,252.00
0.618 1,250.00
0.500 1,249.50
0.382 1,248.75
LOW 1,246.75
0.618 1,243.50
1.000 1,241.50
1.618 1,238.25
2.618 1,233.00
4.250 1,224.50
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 1,249.50 1,250.00
PP 1,249.50 1,249.75
S1 1,249.50 1,249.75

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

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