E-mini S&P 500 Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 1,288.00 1,289.75 1.75 0.1% 1,274.25
High 1,293.00 1,294.50 1.50 0.1% 1,294.50
Low 1,284.50 1,266.00 -18.50 -1.4% 1,266.00
Close 1,291.00 1,266.50 -24.50 -1.9% 1,266.50
Range 8.50 28.50 20.00 235.3% 28.50
ATR 11.86 13.05 1.19 10.0% 0.00
Volume 2,482 594 -1,888 -76.1% 5,733
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,361.25 1,342.25 1,282.25
R3 1,332.75 1,313.75 1,274.25
R2 1,304.25 1,304.25 1,271.75
R1 1,285.25 1,285.25 1,269.00 1,280.50
PP 1,275.75 1,275.75 1,275.75 1,273.25
S1 1,256.75 1,256.75 1,264.00 1,252.00
S2 1,247.25 1,247.25 1,261.25
S3 1,218.75 1,228.25 1,258.75
S4 1,190.25 1,199.75 1,250.75
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,361.25 1,342.25 1,282.25
R3 1,332.75 1,313.75 1,274.25
R2 1,304.25 1,304.25 1,271.75
R1 1,285.25 1,285.25 1,269.00 1,280.50
PP 1,275.75 1,275.75 1,275.75 1,273.25
S1 1,256.75 1,256.75 1,264.00 1,252.00
S2 1,247.25 1,247.25 1,261.25
S3 1,218.75 1,228.25 1,258.75
S4 1,190.25 1,199.75 1,250.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,294.50 1,266.00 28.50 2.3% 14.50 1.1% 2% True True 1,146
10 1,294.50 1,262.75 31.75 2.5% 14.75 1.2% 12% True False 1,282
20 1,294.50 1,244.75 49.75 3.9% 13.25 1.0% 44% True False 1,089
40 1,294.50 1,193.25 101.25 8.0% 11.25 0.9% 72% True False 688
60 1,294.50 1,161.50 133.00 10.5% 12.75 1.0% 79% True False 464
80 1,294.50 1,137.50 157.00 12.4% 12.75 1.0% 82% True False 349
100 1,294.50 1,083.00 211.50 16.7% 12.75 1.0% 87% True False 281
120 1,294.50 1,030.50 264.00 20.8% 10.75 0.9% 89% True False 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1,415.50
2.618 1,369.00
1.618 1,340.50
1.000 1,323.00
0.618 1,312.00
HIGH 1,294.50
0.618 1,283.50
0.500 1,280.25
0.382 1,277.00
LOW 1,266.00
0.618 1,248.50
1.000 1,237.50
1.618 1,220.00
2.618 1,191.50
4.250 1,145.00
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 1,280.25 1,280.25
PP 1,275.75 1,275.75
S1 1,271.00 1,271.00

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

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