E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 1,097.25 1,101.25 4.00 0.4% 1,102.25
High 1,103.00 1,110.25 7.25 0.7% 1,108.00
Low 1,091.75 1,099.25 7.50 0.7% 1,080.00
Close 1,098.50 1,109.75 11.25 1.0% 1,098.50
Range 11.25 11.00 -0.25 -2.2% 28.00
ATR 16.78 16.42 -0.36 -2.1% 0.00
Volume 13,402 7,314 -6,088 -45.4% 43,743
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,139.50 1,135.50 1,115.75
R3 1,128.50 1,124.50 1,112.75
R2 1,117.50 1,117.50 1,111.75
R1 1,113.50 1,113.50 1,110.75 1,115.50
PP 1,106.50 1,106.50 1,106.50 1,107.50
S1 1,102.50 1,102.50 1,108.75 1,104.50
S2 1,095.50 1,095.50 1,107.75
S3 1,084.50 1,091.50 1,106.75
S4 1,073.50 1,080.50 1,103.75
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,179.50 1,167.00 1,114.00
R3 1,151.50 1,139.00 1,106.25
R2 1,123.50 1,123.50 1,103.75
R1 1,111.00 1,111.00 1,101.00 1,103.25
PP 1,095.50 1,095.50 1,095.50 1,091.50
S1 1,083.00 1,083.00 1,096.00 1,075.25
S2 1,067.50 1,067.50 1,093.25
S3 1,039.50 1,055.00 1,090.75
S4 1,011.50 1,027.00 1,083.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,110.25 1,080.00 30.25 2.7% 15.00 1.3% 98% True False 9,133
10 1,110.25 1,069.25 41.00 3.7% 14.25 1.3% 99% True False 6,895
20 1,110.25 1,036.25 74.00 6.7% 17.25 1.6% 99% True False 4,878
40 1,143.00 1,036.25 106.75 9.6% 17.00 1.5% 69% False False 3,199
60 1,143.00 1,036.25 106.75 9.6% 15.00 1.3% 69% False False 2,203
80 1,143.00 1,019.75 123.25 11.1% 14.25 1.3% 73% False False 1,656
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.63
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,157.00
2.618 1,139.00
1.618 1,128.00
1.000 1,121.25
0.618 1,117.00
HIGH 1,110.25
0.618 1,106.00
0.500 1,104.75
0.382 1,103.50
LOW 1,099.25
0.618 1,092.50
1.000 1,088.25
1.618 1,081.50
2.618 1,070.50
4.250 1,052.50
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 1,108.00 1,105.00
PP 1,106.50 1,100.00
S1 1,104.75 1,095.00

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

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