E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 1,064.00 1,093.75 29.75 2.8% 1,080.25
High 1,094.00 1,100.75 6.75 0.6% 1,102.75
Low 1,062.50 1,086.75 24.25 2.3% 1,032.75
Close 1,092.50 1,099.25 6.75 0.6% 1,084.25
Range 31.50 14.00 -17.50 -55.6% 70.00
ATR 30.49 29.31 -1.18 -3.9% 0.00
Volume 18,177 20,788 2,611 14.4% 107,910
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,137.50 1,132.50 1,107.00
R3 1,123.50 1,118.50 1,103.00
R2 1,109.50 1,109.50 1,101.75
R1 1,104.50 1,104.50 1,100.50 1,107.00
PP 1,095.50 1,095.50 1,095.50 1,097.00
S1 1,090.50 1,090.50 1,098.00 1,093.00
S2 1,081.50 1,081.50 1,096.75
S3 1,067.50 1,076.50 1,095.50
S4 1,053.50 1,062.50 1,091.50
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% 30.00 2.7% 94% False False 24,098
10 1,112.50 1,032.75 79.75 7.3% 32.00 2.9% 83% False False 18,089
20 1,170.00 1,032.75 137.25 12.5% 35.75 3.2% 48% False False 12,549
40 1,211.50 1,032.75 178.75 16.3% 26.25 2.4% 37% False False 7,348
60 1,211.50 1,032.75 178.75 16.3% 21.00 1.9% 37% False False 5,180
80 1,211.50 1,032.75 178.75 16.3% 18.75 1.7% 37% False False 3,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.40
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,160.25
2.618 1,137.50
1.618 1,123.50
1.000 1,114.75
0.618 1,109.50
HIGH 1,100.75
0.618 1,095.50
0.500 1,093.75
0.382 1,092.00
LOW 1,086.75
0.618 1,078.00
1.000 1,072.75
1.618 1,064.00
2.618 1,050.00
4.250 1,027.25
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 1,097.50 1,093.50
PP 1,095.50 1,087.50
S1 1,093.75 1,081.50

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

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