E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1,330.50 1,330.75 0.25 0.0% 1,318.25
High 1,335.25 1,346.25 11.00 0.8% 1,337.75
Low 1,327.25 1,328.00 0.75 0.1% 1,290.50
Close 1,330.75 1,341.00 10.25 0.8% 1,331.00
Range 8.00 18.25 10.25 128.1% 47.25
ATR 15.69 15.87 0.18 1.2% 0.00
Volume 1,276,072 1,383,391 107,319 8.4% 6,924,502
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,393.25 1,385.25 1,351.00
R3 1,375.00 1,367.00 1,346.00
R2 1,356.75 1,356.75 1,344.25
R1 1,348.75 1,348.75 1,342.75 1,352.75
PP 1,338.50 1,338.50 1,338.50 1,340.50
S1 1,330.50 1,330.50 1,339.25 1,334.50
S2 1,320.25 1,320.25 1,337.75
S3 1,302.00 1,312.25 1,336.00
S4 1,283.75 1,294.00 1,331.00
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 1,346.25 1,294.00 52.25 3.9% 14.75 1.1% 90% True False 1,465,725
10 1,346.25 1,290.50 55.75 4.2% 16.00 1.2% 91% True False 1,721,217
20 1,346.25 1,290.50 55.75 4.2% 14.00 1.0% 91% True False 1,669,547
40 1,346.25 1,241.25 105.00 7.8% 18.50 1.4% 95% True False 1,591,144
60 1,346.25 1,241.25 105.00 7.8% 17.25 1.3% 95% True False 1,061,863
80 1,346.25 1,241.25 105.00 7.8% 16.25 1.2% 95% True False 796,670
100 1,346.25 1,193.25 153.00 11.4% 14.75 1.1% 97% True False 637,393
120 1,346.25 1,161.50 184.75 13.8% 15.00 1.1% 97% True False 531,163
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,423.75
2.618 1,394.00
1.618 1,375.75
1.000 1,364.50
0.618 1,357.50
HIGH 1,346.25
0.618 1,339.25
0.500 1,337.00
0.382 1,335.00
LOW 1,328.00
0.618 1,316.75
1.000 1,309.75
1.618 1,298.50
2.618 1,280.25
4.250 1,250.50
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1,339.75 1,339.50
PP 1,338.50 1,338.25
S1 1,337.00 1,336.75

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

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