E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 1,115.50 1,118.25 2.75 0.2% 1,093.25
High 1,117.75 1,120.25 2.50 0.2% 1,117.25
Low 1,106.25 1,105.50 -0.75 -0.1% 1,092.75
Close 1,117.50 1,106.00 -11.50 -1.0% 1,117.25
Range 11.50 14.75 3.25 28.3% 24.50
ATR 11.78 11.99 0.21 1.8% 0.00
Volume 1,370 458 -912 -66.6% 1,062
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,154.75 1,145.25 1,114.00
R3 1,140.00 1,130.50 1,110.00
R2 1,125.25 1,125.25 1,108.75
R1 1,115.75 1,115.75 1,107.25 1,113.00
PP 1,110.50 1,110.50 1,110.50 1,109.25
S1 1,101.00 1,101.00 1,104.75 1,098.50
S2 1,095.75 1,095.75 1,103.25
S3 1,081.00 1,086.25 1,102.00
S4 1,066.25 1,071.50 1,098.00
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,182.50 1,174.50 1,130.75
R3 1,158.00 1,150.00 1,124.00
R2 1,133.50 1,133.50 1,121.75
R1 1,125.50 1,125.50 1,119.50 1,129.50
PP 1,109.00 1,109.00 1,109.00 1,111.00
S1 1,101.00 1,101.00 1,115.00 1,105.00
S2 1,084.50 1,084.50 1,112.75
S3 1,060.00 1,076.50 1,110.50
S4 1,035.50 1,052.00 1,103.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,123.00 1,105.50 17.50 1.6% 9.50 0.9% 3% False True 621
10 1,123.00 1,084.25 38.75 3.5% 10.00 0.9% 56% False False 406
20 1,123.00 1,078.75 44.25 4.0% 11.25 1.0% 62% False False 235
40 1,123.00 1,031.00 92.00 8.3% 11.75 1.1% 82% False False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.75
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,183.00
2.618 1,158.75
1.618 1,144.00
1.000 1,135.00
0.618 1,129.25
HIGH 1,120.25
0.618 1,114.50
0.500 1,113.00
0.382 1,111.25
LOW 1,105.50
0.618 1,096.50
1.000 1,090.75
1.618 1,081.75
2.618 1,067.00
4.250 1,042.75
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 1,113.00 1,114.25
PP 1,110.50 1,111.50
S1 1,108.25 1,108.75

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

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