E-mini S&P 500 Future June 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	1,114.00	1,116.00	2.00	0.2%	1,090.50
High	1,122.50	1,119.00	-3.50	-0.3%	1,122.50
Low	1,105.50	1,113.00	7.50	0.7%	1,088.50
Close	1,116.25	1,118.83	2.58	0.2%	1,118.83
Range	17.00	6.00	-11.00	-64.7%	34.00
ATR	26.38	24.93	-1.46	-5.5%	0.00
Volume	589,440	469,613	-119,827	-20.3%	3,925,028

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,135.00	1,133.00	1,122.25
R3	1,129.00	1,127.00	1,120.50
R2	1,123.00	1,123.00	1,120.00
R1	1,121.00	1,121.00	1,119.50	1,122.00
PP	1,117.00	1,117.00	1,117.00	1,117.50
S1	1,115.00	1,115.00	1,118.25	1,116.00
S2	1,111.00	1,111.00	1,117.75
S3	1,105.00	1,109.00	1,117.25
S4	1,099.00	1,103.00	1,115.50

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,212.00	1,199.50	1,137.50
R3	1,178.00	1,165.50	1,128.25
R2	1,144.00	1,144.00	1,125.00
R1	1,131.50	1,131.50	1,122.00	1,137.75
PP	1,110.00	1,110.00	1,110.00	1,113.00
S1	1,097.50	1,097.50	1,115.75	1,103.75
S2	1,076.00	1,076.00	1,112.50
S3	1,042.00	1,063.50	1,109.50
S4	1,008.00	1,029.50	1,100.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,122.50	1,088.50	34.00	3.0%	16.50	1.5%	89%	False	False	785,005
10	1,122.50	1,041.25	81.25	7.3%	20.75	1.9%	95%	False	False	1,832,026
20	1,122.50	1,036.75	85.75	7.7%	26.25	2.3%	96%	False	False	2,357,140
40	1,216.75	1,036.75	180.00	16.1%	29.00	2.6%	46%	False	False	2,670,128
60	1,216.75	1,036.75	180.00	16.1%	23.50	2.1%	46%	False	False	2,377,031
80	1,216.75	1,036.75	180.00	16.1%	20.50	1.8%	46%	False	False	2,001,738
100	1,216.75	1,036.25	180.50	16.1%	20.25	1.8%	46%	False	False	1,602,211
120	1,216.75	1,036.25	180.50	16.1%	19.25	1.7%	46%	False	False	1,335,358

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.30
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	1,144.50
2.618	1,134.75
1.618	1,128.75
1.000	1,125.00
0.618	1,122.75
HIGH	1,119.00
0.618	1,116.75
0.500	1,116.00
0.382	1,115.25
LOW	1,113.00
0.618	1,109.25
1.000	1,107.00
1.618	1,103.25
2.618	1,097.25
4.250	1,087.50

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	1,118.00	1,117.00
PP	1,117.00	1,115.25
S1	1,116.00	1,113.50

Download as Excel Spreadsheet

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

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