E-mini S&P 500 Future June 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	1,146.00	1,146.00	0.00	0.0%	1,131.75
High	1,152.00	1,146.50	-5.50	-0.5%	1,152.00
Low	1,142.00	1,136.50	-5.50	-0.5%	1,127.00
Close	1,146.50	1,145.75	-0.75	-0.1%	1,146.50
Range	10.00	10.00	0.00	0.0%	25.00
ATR	13.67	13.41	-0.26	-1.9%	0.00
Volume	1,467,691	1,866,265	398,574	27.2%	2,020,860

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,173.00	1,169.25	1,151.25
R3	1,163.00	1,159.25	1,148.50
R2	1,153.00	1,153.00	1,147.50
R1	1,149.25	1,149.25	1,146.75	1,146.00
PP	1,143.00	1,143.00	1,143.00	1,141.25
S1	1,139.25	1,139.25	1,144.75	1,136.00
S2	1,133.00	1,133.00	1,144.00
S3	1,123.00	1,129.25	1,143.00
S4	1,113.00	1,119.25	1,140.25

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,216.75	1,206.75	1,160.25
R3	1,191.75	1,181.75	1,153.50
R2	1,166.75	1,166.75	1,151.00
R1	1,156.75	1,156.75	1,148.75	1,161.75
PP	1,141.75	1,141.75	1,141.75	1,144.50
S1	1,131.75	1,131.75	1,144.25	1,136.75
S2	1,116.75	1,116.75	1,142.00
S3	1,091.75	1,106.75	1,139.50
S4	1,066.75	1,081.75	1,132.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,152.00	1,127.00	25.00	2.2%	11.00	1.0%	75%	False	False	769,986
10	1,152.00	1,108.00	44.00	3.8%	10.75	0.9%	86%	False	False	399,012
20	1,152.00	1,069.25	82.75	7.2%	12.50	1.1%	92%	False	False	202,953
40	1,152.00	1,036.25	115.75	10.1%	16.75	1.5%	95%	False	False	102,735
60	1,152.00	1,036.25	115.75	10.1%	14.75	1.3%	95%	False	False	68,695
80	1,152.00	1,036.25	115.75	10.1%	14.00	1.2%	95%	False	False	51,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	2.60

Fibonacci Retracements and Extensions
4.250	1,189.00
2.618	1,172.75
1.618	1,162.75
1.000	1,156.50
0.618	1,152.75
HIGH	1,146.50
0.618	1,142.75
0.500	1,141.50
0.382	1,140.25
LOW	1,136.50
0.618	1,130.25
1.000	1,126.50
1.618	1,120.25
2.618	1,110.25
4.250	1,094.00

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	1,144.25	1,144.75
PP	1,143.00	1,144.00
S1	1,141.50	1,143.00

Download as Excel Spreadsheet

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

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