E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 1,092.75 1,093.75 1.00 0.1% 1,111.75
High 1,094.50 1,097.25 2.75 0.3% 1,111.75
Low 1,086.75 1,084.25 -2.50 -0.2% 1,084.25
Close 1,089.50 1,093.00 3.50 0.3% 1,093.00
Range 7.75 13.00 5.25 67.7% 27.50
ATR 13.39 13.36 -0.03 -0.2% 0.00
Volume 63 183 120 190.5% 829
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,130.50 1,124.75 1,100.25
R3 1,117.50 1,111.75 1,096.50
R2 1,104.50 1,104.50 1,095.50
R1 1,098.75 1,098.75 1,094.25 1,095.00
PP 1,091.50 1,091.50 1,091.50 1,089.75
S1 1,085.75 1,085.75 1,091.75 1,082.00
S2 1,078.50 1,078.50 1,090.50
S3 1,065.50 1,072.75 1,089.50
S4 1,052.50 1,059.75 1,085.75
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,178.75 1,163.50 1,108.00
R3 1,151.25 1,136.00 1,100.50
R2 1,123.75 1,123.75 1,098.00
R1 1,108.50 1,108.50 1,095.50 1,102.50
PP 1,096.25 1,096.25 1,096.25 1,093.25
S1 1,081.00 1,081.00 1,090.50 1,075.00
S2 1,068.75 1,068.75 1,088.00
S3 1,041.25 1,053.50 1,085.50
S4 1,013.75 1,026.00 1,078.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,111.75 1,084.25 27.50 2.5% 10.75 1.0% 32% False True 165
10 1,111.75 1,078.75 33.00 3.0% 11.00 1.0% 43% False False 89
20 1,111.75 1,059.00 52.75 4.8% 12.25 1.1% 64% False False 52
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.70
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,152.50
2.618 1,131.25
1.618 1,118.25
1.000 1,110.25
0.618 1,105.25
HIGH 1,097.25
0.618 1,092.25
0.500 1,090.75
0.382 1,089.25
LOW 1,084.25
0.618 1,076.25
1.000 1,071.25
1.618 1,063.25
2.618 1,050.25
4.250 1,029.00
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 1,092.25 1,095.75
PP 1,091.50 1,094.75
S1 1,090.75 1,094.00

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

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