E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 1,115.00 1,106.25 -8.75 -0.8% 1,084.50
High 1,125.00 1,112.50 -12.50 -1.1% 1,111.75
Low 1,099.25 1,085.75 -13.50 -1.2% 1,080.00
Close 1,106.25 1,086.25 -20.00 -1.8% 1,106.00
Range 25.75 26.75 1.00 3.9% 31.75
ATR 23.65 23.87 0.22 0.9% 0.00
Volume 207 732 525 253.6% 2,209
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,175.00 1,157.50 1,101.00
R3 1,148.25 1,130.75 1,093.50
R2 1,121.50 1,121.50 1,091.25
R1 1,104.00 1,104.00 1,088.75 1,099.50
PP 1,094.75 1,094.75 1,094.75 1,092.50
S1 1,077.25 1,077.25 1,083.75 1,072.50
S2 1,068.00 1,068.00 1,081.25
S3 1,041.25 1,050.50 1,079.00
S4 1,014.50 1,023.75 1,071.50
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,194.50 1,182.00 1,123.50
R3 1,162.75 1,150.25 1,114.75
R2 1,131.00 1,131.00 1,111.75
R1 1,118.50 1,118.50 1,109.00 1,124.75
PP 1,099.25 1,099.25 1,099.25 1,102.50
S1 1,086.75 1,086.75 1,103.00 1,093.00
S2 1,067.50 1,067.50 1,100.25
S3 1,035.75 1,055.00 1,097.25
S4 1,004.00 1,023.25 1,088.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,125.00 1,085.75 39.25 3.6% 17.50 1.6% 1% False True 348
10 1,125.00 1,043.25 81.75 7.5% 20.75 1.9% 53% False False 332
20 1,125.00 1,029.25 95.75 8.8% 24.75 2.3% 60% False False 195
40 1,206.25 1,029.25 177.00 16.3% 27.50 2.5% 32% False False 161
60 1,208.00 1,029.25 178.75 16.5% 22.00 2.0% 32% False False 135
80 1,208.00 1,029.25 178.75 16.5% 18.25 1.7% 32% False False 124
100 1,208.00 1,029.25 178.75 16.5% 15.50 1.4% 32% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.78
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,226.25
2.618 1,182.50
1.618 1,155.75
1.000 1,139.25
0.618 1,129.00
HIGH 1,112.50
0.618 1,102.25
0.500 1,099.00
0.382 1,096.00
LOW 1,085.75
0.618 1,069.25
1.000 1,059.00
1.618 1,042.50
2.618 1,015.75
4.250 972.00
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 1,099.00 1,105.50
PP 1,094.75 1,099.00
S1 1,090.50 1,092.50

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

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