E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 1,105.50 1,109.75 4.25 0.4% 1,111.75
High 1,114.25 1,115.00 0.75 0.1% 1,111.75
Low 1,105.25 1,107.00 1.75 0.2% 1,084.25
Close 1,109.00 1,111.00 2.00 0.2% 1,093.00
Range 9.00 8.00 -1.00 -11.1% 27.50
ATR 13.33 12.95 -0.38 -2.9% 0.00
Volume 156 416 260 166.7% 829
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,135.00 1,131.00 1,115.50
R3 1,127.00 1,123.00 1,113.25
R2 1,119.00 1,119.00 1,112.50
R1 1,115.00 1,115.00 1,111.75 1,117.00
PP 1,111.00 1,111.00 1,111.00 1,112.00
S1 1,107.00 1,107.00 1,110.25 1,109.00
S2 1,103.00 1,103.00 1,109.50
S3 1,095.00 1,099.00 1,108.75
S4 1,087.00 1,091.00 1,106.50
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 1,115.00 1,084.25 30.75 2.8% 10.75 1.0% 87% True False 191
10 1,115.00 1,084.25 30.75 2.8% 11.00 1.0% 87% True False 157
20 1,115.00 1,059.00 56.00 5.0% 12.50 1.1% 93% True False 86
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 1.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,149.00
2.618 1,136.00
1.618 1,128.00
1.000 1,123.00
0.618 1,120.00
HIGH 1,115.00
0.618 1,112.00
0.500 1,111.00
0.382 1,110.00
LOW 1,107.00
0.618 1,102.00
1.000 1,099.00
1.618 1,094.00
2.618 1,086.00
4.250 1,073.00
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 1,111.00 1,108.50
PP 1,111.00 1,106.25
S1 1,111.00 1,104.00

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

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