E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1,325.25 1,326.25 1.00 0.1% 1,337.25
High 1,332.00 1,340.50 8.50 0.6% 1,358.25
Low 1,316.25 1,324.50 8.25 0.6% 1,328.75
Close 1,325.50 1,338.50 13.00 1.0% 1,334.00
Range 15.75 16.00 0.25 1.6% 29.50
ATR 17.13 17.05 -0.08 -0.5% 0.00
Volume 2,289,944 1,610,420 -679,524 -29.7% 9,914,828
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1,382.50 1,376.50 1,347.25
R3 1,366.50 1,360.50 1,343.00
R2 1,350.50 1,350.50 1,341.50
R1 1,344.50 1,344.50 1,340.00 1,347.50
PP 1,334.50 1,334.50 1,334.50 1,336.00
S1 1,328.50 1,328.50 1,337.00 1,331.50
S2 1,318.50 1,318.50 1,335.50
S3 1,302.50 1,312.50 1,334.00
S4 1,286.50 1,296.50 1,329.75
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1,428.75 1,411.00 1,350.25
R3 1,399.25 1,381.50 1,342.00
R2 1,369.75 1,369.75 1,339.50
R1 1,352.00 1,352.00 1,336.75 1,346.00
PP 1,340.25 1,340.25 1,340.25 1,337.50
S1 1,322.50 1,322.50 1,331.25 1,316.50
S2 1,310.75 1,310.75 1,328.50
S3 1,281.25 1,293.00 1,326.00
S4 1,251.75 1,263.50 1,317.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,352.50 1,316.25 36.25 2.7% 18.00 1.3% 61% False False 2,112,793
10 1,358.25 1,316.25 42.00 3.1% 18.75 1.4% 53% False False 2,157,714
20 1,373.50 1,308.50 65.00 4.9% 16.50 1.2% 46% False False 1,874,815
40 1,373.50 1,279.00 94.50 7.1% 15.25 1.1% 63% False False 1,794,371
60 1,373.50 1,241.25 132.25 9.9% 18.25 1.4% 74% False False 1,589,679
80 1,373.50 1,241.25 132.25 9.9% 17.00 1.3% 74% False False 1,192,649
100 1,373.50 1,241.00 132.50 9.9% 16.00 1.2% 74% False False 954,297
120 1,373.50 1,163.00 210.50 15.7% 15.25 1.1% 83% False False 795,288
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 4.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,408.50
2.618 1,382.50
1.618 1,366.50
1.000 1,356.50
0.618 1,350.50
HIGH 1,340.50
0.618 1,334.50
0.500 1,332.50
0.382 1,330.50
LOW 1,324.50
0.618 1,314.50
1.000 1,308.50
1.618 1,298.50
2.618 1,282.50
4.250 1,256.50
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1,336.50 1,335.25
PP 1,334.50 1,332.00
S1 1,332.50 1,328.75

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

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