E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 1,163.75 1,123.75 -40.00 -3.4% 1,184.50
High 1,168.75 1,135.50 -33.25 -2.8% 1,202.00
Low 1,056.00 1,090.75 34.75 3.3% 1,056.00
Close 1,122.50 1,107.00 -15.50 -1.4% 1,107.00
Range 112.75 44.75 -68.00 -60.3% 146.00
ATR 24.36 25.82 1.46 6.0% 0.00
Volume 3,057,926 5,675,645 2,617,719 85.6% 16,981,590
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 1,245.25 1,221.00 1,131.50
R3 1,200.50 1,176.25 1,119.25
R2 1,155.75 1,155.75 1,115.25
R1 1,131.50 1,131.50 1,111.00 1,121.25
PP 1,111.00 1,111.00 1,111.00 1,106.00
S1 1,086.75 1,086.75 1,103.00 1,076.50
S2 1,066.25 1,066.25 1,098.75
S3 1,021.50 1,042.00 1,094.75
S4 976.75 997.25 1,082.50
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1,559.75 1,479.25 1,187.25
R3 1,413.75 1,333.25 1,147.25
R2 1,267.75 1,267.75 1,133.75
R1 1,187.25 1,187.25 1,120.50 1,154.50
PP 1,121.75 1,121.75 1,121.75 1,105.25
S1 1,041.25 1,041.25 1,093.50 1,008.50
S2 975.75 975.75 1,080.25
S3 829.75 895.25 1,066.75
S4 683.75 749.25 1,026.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,202.00 1,056.00 146.00 13.2% 46.25 4.2% 35% False False 3,396,318
10 1,216.75 1,056.00 160.75 14.5% 33.25 3.0% 32% False False 2,889,134
20 1,216.75 1,056.00 160.75 14.5% 24.00 2.2% 32% False False 2,452,337
40 1,216.75 1,056.00 160.75 14.5% 17.50 1.6% 32% False False 2,105,292
60 1,216.75 1,052.50 164.25 14.8% 16.25 1.5% 33% False False 1,415,720
80 1,216.75 1,036.25 180.50 16.3% 17.25 1.6% 39% False False 1,062,360
100 1,216.75 1,036.25 180.50 16.3% 16.00 1.4% 39% False False 850,000
120 1,216.75 1,036.25 180.50 16.3% 15.25 1.4% 39% False False 708,335
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 3.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,325.75
2.618 1,252.75
1.618 1,208.00
1.000 1,180.25
0.618 1,163.25
HIGH 1,135.50
0.618 1,118.50
0.500 1,113.00
0.382 1,107.75
LOW 1,090.75
0.618 1,063.00
1.000 1,046.00
1.618 1,018.25
2.618 973.50
4.250 900.50
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 1,113.00 1,115.50
PP 1,111.00 1,112.75
S1 1,109.00 1,109.75

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

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