E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 1,088.00 1,064.00 -24.00 -2.2% 1,080.25
High 1,091.50 1,094.00 2.50 0.2% 1,102.75
Low 1,064.25 1,062.50 -1.75 -0.2% 1,032.75
Close 1,065.25 1,092.50 27.25 2.6% 1,084.25
Range 27.25 31.50 4.25 15.6% 70.00
ATR 30.41 30.49 0.08 0.3% 0.00
Volume 21,138 18,177 -2,961 -14.0% 107,910
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,177.50 1,166.50 1,109.75
R3 1,146.00 1,135.00 1,101.25
R2 1,114.50 1,114.50 1,098.25
R1 1,103.50 1,103.50 1,095.50 1,109.00
PP 1,083.00 1,083.00 1,083.00 1,085.75
S1 1,072.00 1,072.00 1,089.50 1,077.50
S2 1,051.50 1,051.50 1,086.75
S3 1,020.00 1,040.50 1,083.75
S4 988.50 1,009.00 1,075.25
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1,283.25 1,253.75 1,122.75
R3 1,213.25 1,183.75 1,103.50
R2 1,143.25 1,143.25 1,097.00
R1 1,113.75 1,113.75 1,090.75 1,128.50
PP 1,073.25 1,073.25 1,073.25 1,080.50
S1 1,043.75 1,043.75 1,077.75 1,058.50
S2 1,003.25 1,003.25 1,071.50
S3 933.25 973.75 1,065.00
S4 863.25 903.75 1,045.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,102.75 1,045.00 57.75 5.3% 33.00 3.0% 82% False False 26,332
10 1,118.50 1,032.75 85.75 7.8% 33.00 3.0% 70% False False 16,565
20 1,170.25 1,032.75 137.50 12.6% 36.00 3.3% 43% False False 11,760
40 1,211.50 1,032.75 178.75 16.4% 26.00 2.4% 33% False False 6,882
60 1,211.50 1,032.75 178.75 16.4% 21.00 1.9% 33% False False 4,834
80 1,211.50 1,032.75 178.75 16.4% 18.75 1.7% 33% False False 3,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,228.00
2.618 1,176.50
1.618 1,145.00
1.000 1,125.50
0.618 1,113.50
HIGH 1,094.00
0.618 1,082.00
0.500 1,078.25
0.382 1,074.50
LOW 1,062.50
0.618 1,043.00
1.000 1,031.00
1.618 1,011.50
2.618 980.00
4.250 928.50
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 1,087.75 1,089.25
PP 1,083.00 1,086.00
S1 1,078.25 1,082.50

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

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