E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 1,205.50 1,184.50 -21.00 -1.7% 1,211.25
High 1,208.00 1,202.00 -6.00 -0.5% 1,216.75
Low 1,182.75 1,183.75 1.00 0.1% 1,176.75
Close 1,183.50 1,198.50 15.00 1.3% 1,183.50
Range 25.25 18.25 -7.00 -27.7% 40.00
ATR 15.77 15.96 0.20 1.2% 0.00
Volume 1,980,761 2,897,399 916,638 46.3% 11,909,751
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 1,249.50 1,242.25 1,208.50
R3 1,231.25 1,224.00 1,203.50
R2 1,213.00 1,213.00 1,201.75
R1 1,205.75 1,205.75 1,200.25 1,209.50
PP 1,194.75 1,194.75 1,194.75 1,196.50
S1 1,187.50 1,187.50 1,196.75 1,191.00
S2 1,176.50 1,176.50 1,195.25
S3 1,158.25 1,169.25 1,193.50
S4 1,140.00 1,151.00 1,188.50
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1,312.25 1,288.00 1,205.50
R3 1,272.25 1,248.00 1,194.50
R2 1,232.25 1,232.25 1,190.75
R1 1,208.00 1,208.00 1,187.25 1,200.00
PP 1,192.25 1,192.25 1,192.25 1,188.50
S1 1,168.00 1,168.00 1,179.75 1,160.00
S2 1,152.25 1,152.25 1,176.25
S3 1,112.25 1,128.00 1,172.50
S4 1,072.25 1,088.00 1,161.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,210.00 1,176.75 33.25 2.8% 22.00 1.8% 65% False False 2,590,209
10 1,216.75 1,176.75 40.00 3.3% 18.25 1.5% 54% False False 2,365,918
20 1,216.75 1,171.00 45.75 3.8% 15.50 1.3% 60% False False 2,073,307
40 1,216.75 1,127.00 89.75 7.5% 13.25 1.1% 80% False False 1,767,016
60 1,216.75 1,036.25 180.50 15.1% 14.00 1.2% 90% False False 1,181,250
80 1,216.75 1,036.25 180.50 15.1% 15.25 1.3% 90% False False 886,356
100 1,216.75 1,036.25 180.50 15.1% 14.25 1.2% 90% False False 709,158
120 1,216.75 1,036.25 180.50 15.1% 14.00 1.2% 90% False False 590,967
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,279.50
2.618 1,249.75
1.618 1,231.50
1.000 1,220.25
0.618 1,213.25
HIGH 1,202.00
0.618 1,195.00
0.500 1,193.00
0.382 1,190.75
LOW 1,183.75
0.618 1,172.50
1.000 1,165.50
1.618 1,154.25
2.618 1,136.00
4.250 1,106.25
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 1,196.50 1,197.50
PP 1,194.75 1,196.50
S1 1,193.00 1,195.50

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

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