E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 1,195.75 1,205.00 9.25 0.8% 1,194.75
High 1,205.75 1,209.50 3.75 0.3% 1,210.50
Low 1,194.00 1,195.00 1.00 0.1% 1,182.75
Close 1,205.50 1,200.50 -5.00 -0.4% 1,190.25
Range 11.75 14.50 2.75 23.4% 27.75
ATR 12.84 12.96 0.12 0.9% 0.00
Volume 2,480,009 1,534,819 -945,190 -38.1% 7,718,568
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,245.25 1,237.25 1,208.50
R3 1,230.75 1,222.75 1,204.50
R2 1,216.25 1,216.25 1,203.25
R1 1,208.25 1,208.25 1,201.75 1,205.00
PP 1,201.75 1,201.75 1,201.75 1,200.00
S1 1,193.75 1,193.75 1,199.25 1,190.50
S2 1,187.25 1,187.25 1,197.75
S3 1,172.75 1,179.25 1,196.50
S4 1,158.25 1,164.75 1,192.50
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,277.75 1,261.75 1,205.50
R3 1,250.00 1,234.00 1,198.00
R2 1,222.25 1,222.25 1,195.25
R1 1,206.25 1,206.25 1,192.75 1,200.50
PP 1,194.50 1,194.50 1,194.50 1,191.50
S1 1,178.50 1,178.50 1,187.75 1,172.50
S2 1,166.75 1,166.75 1,185.25
S3 1,139.00 1,150.75 1,182.50
S4 1,111.25 1,123.00 1,175.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,210.50 1,179.75 30.75 2.6% 15.75 1.3% 67% False False 2,212,011
10 1,210.50 1,171.00 39.50 3.3% 13.25 1.1% 75% False False 1,940,051
20 1,210.50 1,156.50 54.00 4.5% 12.00 1.0% 81% False False 1,775,242
40 1,210.50 1,080.00 130.50 10.9% 11.75 1.0% 92% False False 1,279,385
60 1,210.50 1,036.25 174.25 14.5% 14.25 1.2% 94% False False 854,145
80 1,210.50 1,036.25 174.25 14.5% 14.25 1.2% 94% False False 640,874
100 1,210.50 1,036.25 174.25 14.5% 13.75 1.2% 94% False False 512,716
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,271.00
2.618 1,247.50
1.618 1,233.00
1.000 1,224.00
0.618 1,218.50
HIGH 1,209.50
0.618 1,204.00
0.500 1,202.25
0.382 1,200.50
LOW 1,195.00
0.618 1,186.00
1.000 1,180.50
1.618 1,171.50
2.618 1,157.00
4.250 1,133.50
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 1,202.25 1,198.50
PP 1,201.75 1,196.50
S1 1,201.00 1,194.50

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

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