E-mini S&P 500 Future September 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	1,099.25	1,059.50	-39.75	-3.6%	1,088.00
High	1,103.00	1,066.50	-36.50	-3.3%	1,103.00
Low	1,055.25	1,043.25	-12.00	-1.1%	1,055.25
Close	1,061.75	1,043.75	-18.00	-1.7%	1,061.75
Range	47.75	23.25	-24.50	-51.3%	47.75
ATR	30.63	30.10	-0.53	-1.7%	0.00
Volume	77,343	62,763	-14,580	-18.9%	137,446

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,121.00	1,105.50	1,056.50
R3	1,097.75	1,082.25	1,050.25
R2	1,074.50	1,074.50	1,048.00
R1	1,059.00	1,059.00	1,046.00	1,055.00
PP	1,051.25	1,051.25	1,051.25	1,049.25
S1	1,035.75	1,035.75	1,041.50	1,032.00
S2	1,028.00	1,028.00	1,039.50
S3	1,004.75	1,012.50	1,037.25
S4	981.50	989.25	1,031.00

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,216.50	1,187.00	1,088.00
R3	1,168.75	1,139.25	1,075.00
R2	1,121.00	1,121.00	1,070.50
R1	1,091.50	1,091.50	1,066.25	1,082.50
PP	1,073.25	1,073.25	1,073.25	1,068.75
S1	1,043.75	1,043.75	1,057.25	1,034.50
S2	1,025.50	1,025.50	1,053.00
S3	977.75	996.00	1,048.50
S4	930.00	948.25	1,035.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,103.00	1,043.25	59.75	5.7%	28.75	2.8%	1%	False	True	40,041
10	1,103.00	1,032.75	70.25	6.7%	30.50	2.9%	16%	False	False	30,811
20	1,170.00	1,032.75	137.25	13.1%	31.25	3.0%	8%	False	False	18,971
40	1,211.50	1,032.75	178.75	17.1%	27.25	2.6%	6%	False	False	10,744
60	1,211.50	1,032.75	178.75	17.1%	21.75	2.1%	6%	False	False	7,513
80	1,211.50	1,032.75	178.75	17.1%	19.25	1.8%	6%	False	False	5,649
100	1,211.50	1,032.25	179.25	17.2%	18.00	1.7%	6%	False	False	4,526

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,165.25
2.618	1,127.25
1.618	1,104.00
1.000	1,089.75
0.618	1,080.75
HIGH	1,066.50
0.618	1,057.50
0.500	1,055.00
0.382	1,052.25
LOW	1,043.25
0.618	1,029.00
1.000	1,020.00
1.618	1,005.75
2.618	982.50
4.250	944.50

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	1,055.00	1,073.00
PP	1,051.25	1,063.25
S1	1,047.50	1,053.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols