E-mini S&P 500 Future June 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	1,161.75	1,169.25	7.50	0.6%	1,146.00
High	1,170.50	1,170.00	-0.50	0.0%	1,165.50
Low	1,159.00	1,161.00	2.00	0.2%	1,136.50
Close	1,169.50	1,164.50	-5.00	-0.4%	1,156.25
Range	11.50	9.00	-2.50	-21.7%	29.00
ATR	13.03	12.74	-0.29	-2.2%	0.00
Volume	1,915,803	1,856,410	-59,393	-3.1%	9,428,879

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,192.25	1,187.25	1,169.50
R3	1,183.25	1,178.25	1,167.00
R2	1,174.25	1,174.25	1,166.25
R1	1,169.25	1,169.25	1,165.25	1,167.25
PP	1,165.25	1,165.25	1,165.25	1,164.00
S1	1,160.25	1,160.25	1,163.75	1,158.25
S2	1,156.25	1,156.25	1,162.75
S3	1,147.25	1,151.25	1,162.00
S4	1,138.25	1,142.25	1,159.50

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,239.75	1,227.00	1,172.25
R3	1,210.75	1,198.00	1,164.25
R2	1,181.75	1,181.75	1,161.50
R1	1,169.00	1,169.00	1,159.00	1,175.50
PP	1,152.75	1,152.75	1,152.75	1,156.00
S1	1,140.00	1,140.00	1,153.50	1,146.50
S2	1,123.75	1,123.75	1,151.00
S3	1,094.75	1,111.00	1,148.25
S4	1,065.75	1,082.00	1,140.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,170.50	1,146.75	23.75	2.0%	12.00	1.0%	75%	False	False	1,959,264
10	1,170.50	1,134.00	36.50	3.1%	11.50	1.0%	84%	False	False	1,719,232
20	1,170.50	1,080.00	90.50	7.8%	11.50	1.0%	93%	False	False	875,858
40	1,170.50	1,036.25	134.25	11.5%	15.25	1.3%	96%	False	False	439,982
60	1,170.50	1,036.25	134.25	11.5%	15.00	1.3%	96%	False	False	293,685
80	1,170.50	1,036.25	134.25	11.5%	14.25	1.2%	96%	False	False	220,290
100	1,170.50	1,019.00	151.50	13.0%	13.75	1.2%	96%	False	False	176,234

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.93
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,208.25
2.618	1,193.50
1.618	1,184.50
1.000	1,179.00
0.618	1,175.50
HIGH	1,170.00
0.618	1,166.50
0.500	1,165.50
0.382	1,164.50
LOW	1,161.00
0.618	1,155.50
1.000	1,152.00
1.618	1,146.50
2.618	1,137.50
4.250	1,122.75

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	1,165.50	1,162.50
PP	1,165.25	1,160.50
S1	1,164.75	1,158.50

Download as Excel Spreadsheet

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

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