E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 1,282.00 1,288.00 6.00 0.5% 1,285.00
High 1,291.75 1,293.00 1.25 0.1% 1,291.00
Low 1,281.50 1,284.50 3.00 0.2% 1,262.75
Close 1,288.75 1,291.00 2.25 0.2% 1,274.75
Range 10.25 8.50 -1.75 -17.1% 28.25
ATR 12.12 11.86 -0.26 -2.1% 0.00
Volume 1,040 2,482 1,442 138.7% 4,731
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,315.00 1,311.50 1,295.75
R3 1,306.50 1,303.00 1,293.25
R2 1,298.00 1,298.00 1,292.50
R1 1,294.50 1,294.50 1,291.75 1,296.25
PP 1,289.50 1,289.50 1,289.50 1,290.50
S1 1,286.00 1,286.00 1,290.25 1,287.75
S2 1,281.00 1,281.00 1,289.50
S3 1,272.50 1,277.50 1,288.75
S4 1,264.00 1,269.00 1,286.25
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,361.00 1,346.00 1,290.25
R3 1,332.75 1,317.75 1,282.50
R2 1,304.50 1,304.50 1,280.00
R1 1,289.50 1,289.50 1,277.25 1,283.00
PP 1,276.25 1,276.25 1,276.25 1,272.75
S1 1,261.25 1,261.25 1,272.25 1,254.50
S2 1,248.00 1,248.00 1,269.50
S3 1,219.75 1,233.00 1,267.00
S4 1,191.50 1,204.75 1,259.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,293.00 1,268.25 24.75 1.9% 11.50 0.9% 92% True False 1,074
10 1,293.00 1,262.75 30.25 2.3% 12.50 1.0% 93% True False 1,395
20 1,293.00 1,244.75 48.25 3.7% 12.00 0.9% 96% True False 1,068
40 1,293.00 1,167.25 125.75 9.7% 11.25 0.9% 98% True False 673
60 1,293.00 1,161.50 131.50 10.2% 12.50 1.0% 98% True False 454
80 1,293.00 1,123.25 169.75 13.1% 12.75 1.0% 99% True False 342
100 1,293.00 1,083.00 210.00 16.3% 12.50 1.0% 99% True False 275
120 1,293.00 1,030.50 262.50 20.3% 10.75 0.8% 99% True False 233
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 2.65
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,329.00
2.618 1,315.25
1.618 1,306.75
1.000 1,301.50
0.618 1,298.25
HIGH 1,293.00
0.618 1,289.75
0.500 1,288.75
0.382 1,287.75
LOW 1,284.50
0.618 1,279.25
1.000 1,276.00
1.618 1,270.75
2.618 1,262.25
4.250 1,248.50
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 1,290.25 1,288.25
PP 1,289.50 1,285.50
S1 1,288.75 1,282.75

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

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