E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 1,135.25 1,140.50 5.25 0.5% 1,101.25
High 1,143.25 1,146.25 3.00 0.3% 1,134.25
Low 1,133.50 1,134.00 0.50 0.0% 1,099.25
Close 1,141.00 1,146.00 5.00 0.4% 1,131.75
Range 9.75 12.25 2.50 25.6% 35.00
ATR 14.09 13.95 -0.13 -0.9% 0.00
Volume 108,043 357,616 249,573 231.0% 110,309
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,178.75 1,174.75 1,152.75
R3 1,166.50 1,162.50 1,149.25
R2 1,154.25 1,154.25 1,148.25
R1 1,150.25 1,150.25 1,147.00 1,152.25
PP 1,142.00 1,142.00 1,142.00 1,143.00
S1 1,138.00 1,138.00 1,145.00 1,140.00
S2 1,129.75 1,129.75 1,143.75
S3 1,117.50 1,125.75 1,142.75
S4 1,105.25 1,113.50 1,139.25
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,226.75 1,214.25 1,151.00
R3 1,191.75 1,179.25 1,141.50
R2 1,156.75 1,156.75 1,138.25
R1 1,144.25 1,144.25 1,135.00 1,150.50
PP 1,121.75 1,121.75 1,121.75 1,125.00
S1 1,109.25 1,109.25 1,128.50 1,115.50
S2 1,086.75 1,086.75 1,125.25
S3 1,051.75 1,074.25 1,122.00
S4 1,016.75 1,039.25 1,112.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,146.25 1,117.00 29.25 2.6% 11.75 1.0% 99% True False 116,234
10 1,146.25 1,091.75 54.50 4.8% 11.00 0.9% 100% True False 67,688
20 1,146.25 1,052.50 93.75 8.2% 13.50 1.2% 100% True False 36,575
40 1,146.25 1,036.25 110.00 9.6% 17.00 1.5% 100% True False 19,428
60 1,146.25 1,036.25 110.00 9.6% 14.75 1.3% 100% True False 13,138
80 1,146.25 1,036.25 110.00 9.6% 14.00 1.2% 100% True False 9,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,198.25
2.618 1,178.25
1.618 1,166.00
1.000 1,158.50
0.618 1,153.75
HIGH 1,146.25
0.618 1,141.50
0.500 1,140.00
0.382 1,138.75
LOW 1,134.00
0.618 1,126.50
1.000 1,121.75
1.618 1,114.25
2.618 1,102.00
4.250 1,082.00
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 1,144.00 1,143.00
PP 1,142.00 1,139.75
S1 1,140.00 1,136.50

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

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