E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 1,030.00 1,020.25 -9.75 -0.9% 1,115.00
High 1,039.50 1,024.75 -14.75 -1.4% 1,125.00
Low 1,018.50 1,001.75 -16.75 -1.6% 1,059.00
Close 1,022.00 1,017.25 -4.75 -0.5% 1,070.50
Range 21.00 23.00 2.00 9.5% 66.00
ATR 23.51 23.47 -0.04 -0.2% 0.00
Volume 5,277 2,184 -3,093 -58.6% 5,014
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,083.50 1,073.50 1,030.00
R3 1,060.50 1,050.50 1,023.50
R2 1,037.50 1,037.50 1,021.50
R1 1,027.50 1,027.50 1,019.25 1,021.00
PP 1,014.50 1,014.50 1,014.50 1,011.50
S1 1,004.50 1,004.50 1,015.25 998.00
S2 991.50 991.50 1,013.00
S3 968.50 981.50 1,011.00
S4 945.50 958.50 1,004.50
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,282.75 1,242.75 1,106.75
R3 1,216.75 1,176.75 1,088.75
R2 1,150.75 1,150.75 1,082.50
R1 1,110.75 1,110.75 1,076.50 1,097.75
PP 1,084.75 1,084.75 1,084.75 1,078.50
S1 1,044.75 1,044.75 1,064.50 1,031.75
S2 1,018.75 1,018.75 1,058.50
S3 952.75 978.75 1,052.25
S4 886.75 912.75 1,034.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,075.00 1,001.75 73.25 7.2% 23.25 2.3% 21% False True 2,214
10 1,125.00 1,001.75 123.25 12.1% 21.75 2.1% 13% False True 1,513
20 1,125.00 1,001.75 123.25 12.1% 22.75 2.2% 13% False True 863
40 1,164.75 1,001.75 163.00 16.0% 27.50 2.7% 10% False True 489
60 1,208.00 1,001.75 206.25 20.3% 23.75 2.3% 8% False True 362
80 1,208.00 1,001.75 206.25 20.3% 20.00 2.0% 8% False True 290
100 1,208.00 1,001.75 206.25 20.3% 16.75 1.6% 8% False True 237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,122.50
2.618 1,085.00
1.618 1,062.00
1.000 1,047.75
0.618 1,039.00
HIGH 1,024.75
0.618 1,016.00
0.500 1,013.25
0.382 1,010.50
LOW 1,001.75
0.618 987.50
1.000 978.75
1.618 964.50
2.618 941.50
4.250 904.00
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 1,016.00 1,036.00
PP 1,014.50 1,029.75
S1 1,013.25 1,023.50

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

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