E-mini S&P 500 Future June 2010

Trading Metrics calculated at close of trading on 01-Apr-2010

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	1,169.00	1,167.00	-2.00	-0.2%	1,153.25
High	1,170.50	1,177.50	7.00	0.6%	1,176.50
Low	1,161.25	1,165.75	4.50	0.4%	1,146.75
Close	1,165.25	1,173.75	8.50	0.7%	1,163.50
Range	9.25	11.75	2.50	27.0%	29.75
ATR	12.17	12.18	0.01	0.0%	0.00
Volume	1,642,976	2,109,287	466,311	28.4%	10,285,997

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,207.50	1,202.50	1,180.25
R3	1,195.75	1,190.75	1,177.00
R2	1,184.00	1,184.00	1,176.00
R1	1,179.00	1,179.00	1,174.75	1,181.50
PP	1,172.25	1,172.25	1,172.25	1,173.50
S1	1,167.25	1,167.25	1,172.75	1,169.75
S2	1,160.50	1,160.50	1,171.50
S3	1,148.75	1,155.50	1,170.50
S4	1,137.00	1,143.75	1,167.25

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,251.50	1,237.25	1,179.75
R3	1,221.75	1,207.50	1,171.75
R2	1,192.00	1,192.00	1,169.00
R1	1,177.75	1,177.75	1,166.25	1,185.00
PP	1,162.25	1,162.25	1,162.25	1,165.75
S1	1,148.00	1,148.00	1,160.75	1,155.00
S2	1,132.50	1,132.50	1,158.00
S3	1,102.75	1,118.25	1,155.25
S4	1,073.00	1,088.50	1,147.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,177.50	1,156.50	21.00	1.8%	10.25	0.9%	82%	True	False	1,944,689
10	1,177.50	1,146.75	30.75	2.6%	12.00	1.0%	88%	True	False	1,947,361
20	1,177.50	1,117.00	60.50	5.2%	11.50	1.0%	94%	True	False	1,456,585
40	1,177.50	1,036.25	141.25	12.0%	13.75	1.2%	97%	True	False	732,476
60	1,177.50	1,036.25	141.25	12.0%	15.00	1.3%	97%	True	False	488,871
80	1,177.50	1,036.25	141.25	12.0%	14.00	1.2%	97%	True	False	366,736
100	1,177.50	1,036.25	141.25	12.0%	13.50	1.2%	97%	True	False	293,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,227.50
2.618	1,208.25
1.618	1,196.50
1.000	1,189.25
0.618	1,184.75
HIGH	1,177.50
0.618	1,173.00
0.500	1,171.50
0.382	1,170.25
LOW	1,165.75
0.618	1,158.50
1.000	1,154.00
1.618	1,146.75
2.618	1,135.00
4.250	1,115.75

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	1,173.00	1,172.25
PP	1,172.25	1,170.75
S1	1,171.50	1,169.50

Download as Excel Spreadsheet

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

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