E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1,285.00 1,277.75 -7.25 -0.6% 1,329.75
High 1,287.75 1,294.00 6.25 0.5% 1,347.75
Low 1,276.25 1,275.25 -1.00 -0.1% 1,294.50
Close 1,277.00 1,287.50 10.50 0.8% 1,296.25
Range 11.50 18.75 7.25 63.0% 53.25
ATR 16.60 16.76 0.15 0.9% 0.00
Volume 2,686,130 1,715,727 -970,403 -36.1% 8,952,401
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,341.75 1,333.50 1,297.75
R3 1,323.00 1,314.75 1,292.75
R2 1,304.25 1,304.25 1,291.00
R1 1,296.00 1,296.00 1,289.25 1,300.00
PP 1,285.50 1,285.50 1,285.50 1,287.75
S1 1,277.25 1,277.25 1,285.75 1,281.50
S2 1,266.75 1,266.75 1,284.00
S3 1,248.00 1,258.50 1,282.25
S4 1,229.25 1,239.75 1,277.25
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,472.50 1,437.75 1,325.50
R3 1,419.25 1,384.50 1,311.00
R2 1,366.00 1,366.00 1,306.00
R1 1,331.25 1,331.25 1,301.25 1,322.00
PP 1,312.75 1,312.75 1,312.75 1,308.25
S1 1,278.00 1,278.00 1,291.25 1,268.75
S2 1,259.50 1,259.50 1,286.50
S3 1,206.25 1,224.75 1,281.50
S4 1,153.00 1,171.50 1,267.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,313.50 1,275.25 38.25 3.0% 15.50 1.2% 32% False True 2,262,520
10 1,347.75 1,275.25 72.50 5.6% 17.00 1.3% 17% False True 2,127,287
20 1,352.50 1,275.25 77.25 6.0% 16.75 1.3% 16% False True 2,095,969
40 1,373.50 1,275.25 98.25 7.6% 16.50 1.3% 12% False True 1,954,616
60 1,373.50 1,241.25 132.25 10.3% 16.50 1.3% 35% False False 1,922,523
80 1,373.50 1,241.25 132.25 10.3% 17.50 1.4% 35% False False 1,584,329
100 1,373.50 1,241.25 132.25 10.3% 16.75 1.3% 35% False False 1,267,729
120 1,373.50 1,229.50 144.00 11.2% 15.50 1.2% 40% False False 1,056,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,373.75
2.618 1,343.00
1.618 1,324.25
1.000 1,312.75
0.618 1,305.50
HIGH 1,294.00
0.618 1,286.75
0.500 1,284.50
0.382 1,282.50
LOW 1,275.25
0.618 1,263.75
1.000 1,256.50
1.618 1,245.00
2.618 1,226.25
4.250 1,195.50
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1,286.50 1,286.75
PP 1,285.50 1,286.00
S1 1,284.50 1,285.50

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

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