E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1,328.50 1,330.50 2.00 0.2% 1,318.25
High 1,337.75 1,335.25 -2.50 -0.2% 1,337.75
Low 1,328.00 1,327.25 -0.75 -0.1% 1,290.50
Close 1,331.00 1,330.75 -0.25 0.0% 1,331.00
Range 9.75 8.00 -1.75 -17.9% 47.25
ATR 16.28 15.69 -0.59 -3.6% 0.00
Volume 1,271,379 1,276,072 4,693 0.4% 6,924,502
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,355.00 1,351.00 1,335.25
R3 1,347.00 1,343.00 1,333.00
R2 1,339.00 1,339.00 1,332.25
R1 1,335.00 1,335.00 1,331.50 1,337.00
PP 1,331.00 1,331.00 1,331.00 1,332.00
S1 1,327.00 1,327.00 1,330.00 1,329.00
S2 1,323.00 1,323.00 1,329.25
S3 1,315.00 1,319.00 1,328.50
S4 1,307.00 1,311.00 1,326.25
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,461.50 1,443.50 1,357.00
R3 1,414.25 1,396.25 1,344.00
R2 1,367.00 1,367.00 1,339.75
R1 1,349.00 1,349.00 1,335.25 1,358.00
PP 1,319.75 1,319.75 1,319.75 1,324.25
S1 1,301.75 1,301.75 1,326.75 1,310.75
S2 1,272.50 1,272.50 1,322.25
S3 1,225.25 1,254.50 1,318.00
S4 1,178.00 1,207.25 1,305.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,337.75 1,290.50 47.25 3.6% 16.75 1.3% 85% False False 1,640,114
10 1,337.75 1,290.50 47.25 3.6% 15.50 1.2% 85% False False 1,735,624
20 1,337.75 1,290.50 47.25 3.6% 13.75 1.0% 85% False False 1,664,301
40 1,337.75 1,241.25 96.50 7.3% 18.50 1.4% 93% False False 1,556,886
60 1,337.75 1,241.25 96.50 7.3% 17.25 1.3% 93% False False 1,038,817
80 1,337.75 1,241.25 96.50 7.3% 16.00 1.2% 93% False False 779,379
100 1,337.75 1,167.25 170.50 12.8% 15.00 1.1% 96% False False 623,559
120 1,337.75 1,161.50 176.25 13.2% 14.75 1.1% 96% False False 519,635
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.83
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,369.25
2.618 1,356.25
1.618 1,348.25
1.000 1,343.25
0.618 1,340.25
HIGH 1,335.25
0.618 1,332.25
0.500 1,331.25
0.382 1,330.25
LOW 1,327.25
0.618 1,322.25
1.000 1,319.25
1.618 1,314.25
2.618 1,306.25
4.250 1,293.25
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1,331.25 1,328.25
PP 1,331.00 1,325.75
S1 1,331.00 1,323.00

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

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