E-mini S&P 500 Future June 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 1,064.00 1,048.25 -15.75 -1.5% 1,088.50
High 1,070.75 1,063.25 -7.50 -0.7% 1,107.75
Low 1,047.00 1,041.25 -5.75 -0.5% 1,059.25
Close 1,048.00 1,059.25 11.25 1.1% 1,066.00
Range 23.75 22.00 -1.75 -7.4% 48.50
ATR 30.18 29.60 -0.58 -1.9% 0.00
Volume 3,211,493 2,390,986 -820,507 -25.5% 9,210,793
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,120.50 1,112.00 1,071.25
R3 1,098.50 1,090.00 1,065.25
R2 1,076.50 1,076.50 1,063.25
R1 1,068.00 1,068.00 1,061.25 1,072.25
PP 1,054.50 1,054.50 1,054.50 1,056.75
S1 1,046.00 1,046.00 1,057.25 1,050.25
S2 1,032.50 1,032.50 1,055.25
S3 1,010.50 1,024.00 1,053.25
S4 988.50 1,002.00 1,047.25
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 1,041.25 66.50 6.3% 28.00 2.6% 27% False True 2,488,908
10 1,107.75 1,036.75 71.00 6.7% 30.50 2.9% 32% False False 2,602,153
20 1,174.75 1,036.75 138.00 13.0% 30.50 2.9% 16% False False 2,875,661
40 1,216.75 1,036.75 180.00 17.0% 28.00 2.6% 13% False False 2,753,080
60 1,216.75 1,036.75 180.00 17.0% 22.50 2.1% 13% False False 2,421,184
80 1,216.75 1,036.75 180.00 17.0% 20.00 1.9% 13% False False 1,843,343
100 1,216.75 1,036.25 180.50 17.0% 20.25 1.9% 13% False False 1,475,154
120 1,216.75 1,036.25 180.50 17.0% 18.50 1.8% 13% False False 1,229,388
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,156.75
2.618 1,120.75
1.618 1,098.75
1.000 1,085.25
0.618 1,076.75
HIGH 1,063.25
0.618 1,054.75
0.500 1,052.25
0.382 1,049.75
LOW 1,041.25
0.618 1,027.75
1.000 1,019.25
1.618 1,005.75
2.618 983.75
4.250 947.75
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 1,057.00 1,074.50
PP 1,054.50 1,069.50
S1 1,052.25 1,064.25

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

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