E-mini S&P 500 Future June 2010

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	1,097.00	1,104.00	7.00	0.6%	1,088.50
High	1,105.25	1,107.75	2.50	0.2%	1,107.75
Low	1,090.75	1,059.25	-31.50	-2.9%	1,059.25
Close	1,103.50	1,066.00	-37.50	-3.4%	1,066.00
Range	14.50	48.50	34.00	234.5%	48.50
ATR	29.30	30.68	1.37	4.7%	0.00
Volume	2,214,865	2,033,253	-181,612	-8.2%	9,210,793

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,223.25	1,193.00	1,092.75
R3	1,174.75	1,144.50	1,079.25
R2	1,126.25	1,126.25	1,075.00
R1	1,096.00	1,096.00	1,070.50	1,087.00
PP	1,077.75	1,077.75	1,077.75	1,073.00
S1	1,047.50	1,047.50	1,061.50	1,038.50
S2	1,029.25	1,029.25	1,057.00
S3	980.75	999.00	1,052.75
S4	932.25	950.50	1,039.25

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,223.25	1,193.00	1,092.75
R3	1,174.75	1,144.50	1,079.25
R2	1,126.25	1,126.25	1,075.00
R1	1,096.00	1,096.00	1,070.50	1,087.00
PP	1,077.75	1,077.75	1,077.75	1,073.00
S1	1,047.50	1,047.50	1,061.50	1,038.50
S2	1,029.25	1,029.25	1,057.00
S3	980.75	999.00	1,052.75
S4	932.25	950.50	1,039.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,107.75	1,059.25	48.50	4.5%	29.00	2.7%	14%	True	True	2,364,833
10	1,107.75	1,036.75	71.00	6.7%	31.50	3.0%	41%	True	False	2,882,253
20	1,174.75	1,036.75	138.00	12.9%	32.50	3.0%	21%	False	False	3,130,012
40	1,216.75	1,036.75	180.00	16.9%	27.25	2.6%	16%	False	False	2,697,049
60	1,216.75	1,036.75	180.00	16.9%	22.00	2.1%	16%	False	False	2,358,232
80	1,216.75	1,036.75	180.00	16.9%	20.00	1.9%	16%	False	False	1,773,456
100	1,216.75	1,036.25	180.50	16.9%	20.00	1.9%	16%	False	False	1,419,138
120	1,216.75	1,036.25	180.50	16.9%	18.25	1.7%	16%	False	False	1,182,705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.90
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,314.00
2.618	1,234.75
1.618	1,186.25
1.000	1,156.25
0.618	1,137.75
HIGH	1,107.75
0.618	1,089.25
0.500	1,083.50
0.382	1,077.75
LOW	1,059.25
0.618	1,029.25
1.000	1,010.75
1.618	980.75
2.618	932.25
4.250	853.00

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	1,083.50	1,083.50
PP	1,077.75	1,077.75
S1	1,071.75	1,071.75

Download as Excel Spreadsheet

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

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