E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 1,301.50 1,310.25 8.75 0.7% 1,264.75
High 1,315.00 1,317.50 2.50 0.2% 1,304.75
Low 1,301.50 1,308.50 7.00 0.5% 1,257.75
Close 1,311.00 1,316.75 5.75 0.4% 1,302.25
Range 13.50 9.00 -4.50 -33.3% 47.00
ATR 13.65 13.32 -0.33 -2.4% 0.00
Volume 1,034 768 -266 -25.7% 9,251
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,341.25 1,338.00 1,321.75
R3 1,332.25 1,329.00 1,319.25
R2 1,323.25 1,323.25 1,318.50
R1 1,320.00 1,320.00 1,317.50 1,321.50
PP 1,314.25 1,314.25 1,314.25 1,315.00
S1 1,311.00 1,311.00 1,316.00 1,312.50
S2 1,305.25 1,305.25 1,315.00
S3 1,296.25 1,302.00 1,314.25
S4 1,287.25 1,293.00 1,311.75
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,429.25 1,412.75 1,328.00
R3 1,382.25 1,365.75 1,315.25
R2 1,335.25 1,335.25 1,310.75
R1 1,318.75 1,318.75 1,306.50 1,327.00
PP 1,288.25 1,288.25 1,288.25 1,292.50
S1 1,271.75 1,271.75 1,298.00 1,280.00
S2 1,241.25 1,241.25 1,293.75
S3 1,194.25 1,224.75 1,289.25
S4 1,147.25 1,177.75 1,276.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,317.50 1,287.00 30.50 2.3% 11.00 0.8% 98% True False 1,528
10 1,317.50 1,257.75 59.75 4.5% 14.75 1.1% 99% True False 1,516
20 1,317.50 1,257.75 59.75 4.5% 14.00 1.1% 99% True False 1,367
40 1,317.50 1,224.00 93.50 7.1% 11.50 0.9% 99% True False 953
60 1,317.50 1,161.50 156.00 11.8% 12.75 1.0% 100% True False 645
80 1,317.50 1,145.75 171.75 13.0% 13.00 1.0% 100% True False 487
100 1,317.50 1,107.75 209.75 15.9% 13.25 1.0% 100% True False 392
120 1,317.50 1,030.50 287.00 21.8% 11.75 0.9% 100% True False 328
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 False
Stretch 3.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,355.75
2.618 1,341.00
1.618 1,332.00
1.000 1,326.50
0.618 1,323.00
HIGH 1,317.50
0.618 1,314.00
0.500 1,313.00
0.382 1,312.00
LOW 1,308.50
0.618 1,303.00
1.000 1,299.50
1.618 1,294.00
2.618 1,285.00
4.250 1,270.25
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 1,315.50 1,313.00
PP 1,314.25 1,309.25
S1 1,313.00 1,305.50

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

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