E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 1,277.50 1,296.50 19.00 1.5% 1,274.25
High 1,300.75 1,300.50 -0.25 0.0% 1,294.50
Low 1,276.75 1,293.25 16.50 1.3% 1,266.00
Close 1,297.75 1,295.00 -2.75 -0.2% 1,266.50
Range 24.00 7.25 -16.75 -69.8% 28.50
ATR 14.36 13.85 -0.51 -3.5% 0.00
Volume 664 1,455 791 119.1% 5,733
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,318.00 1,313.75 1,299.00
R3 1,310.75 1,306.50 1,297.00
R2 1,303.50 1,303.50 1,296.25
R1 1,299.25 1,299.25 1,295.75 1,297.75
PP 1,296.25 1,296.25 1,296.25 1,295.50
S1 1,292.00 1,292.00 1,294.25 1,290.50
S2 1,289.00 1,289.00 1,293.75
S3 1,281.75 1,284.75 1,293.00
S4 1,274.50 1,277.50 1,291.00
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,361.25 1,342.25 1,282.25
R3 1,332.75 1,313.75 1,274.25
R2 1,304.25 1,304.25 1,271.75
R1 1,285.25 1,285.25 1,269.00 1,280.50
PP 1,275.75 1,275.75 1,275.75 1,273.25
S1 1,256.75 1,256.75 1,264.00 1,252.00
S2 1,247.25 1,247.25 1,261.25
S3 1,218.75 1,228.25 1,258.75
S4 1,190.25 1,199.75 1,250.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,300.75 1,257.75 43.00 3.3% 17.75 1.4% 87% False False 1,588
10 1,300.75 1,257.75 43.00 3.3% 15.25 1.2% 87% False False 1,125
20 1,300.75 1,251.25 49.50 3.8% 14.00 1.1% 88% False False 1,266
40 1,300.75 1,208.00 92.75 7.2% 11.50 0.9% 94% False False 808
60 1,300.75 1,161.50 139.25 10.8% 12.75 1.0% 96% False False 544
80 1,300.75 1,142.25 158.50 12.2% 13.00 1.0% 96% False False 410
100 1,300.75 1,100.00 200.75 15.5% 13.25 1.0% 97% False False 330
120 1,300.75 1,030.50 270.25 20.9% 11.25 0.9% 98% False False 278
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.10
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,331.25
2.618 1,319.50
1.618 1,312.25
1.000 1,307.75
0.618 1,305.00
HIGH 1,300.50
0.618 1,297.75
0.500 1,297.00
0.382 1,296.00
LOW 1,293.25
0.618 1,288.75
1.000 1,286.00
1.618 1,281.50
2.618 1,274.25
4.250 1,262.50
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 1,297.00 1,289.75
PP 1,296.25 1,284.50
S1 1,295.50 1,279.25

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

View Archives - Comment on this page... - Back to Index of Symbols