E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 1,327.00 1,329.75 2.75 0.2% 1,309.25
High 1,332.75 1,334.25 1.50 0.1% 1,333.75
Low 1,324.50 1,323.00 -1.50 -0.1% 1,300.25
Close 1,329.25 1,326.75 -2.50 -0.2% 1,327.75
Range 8.25 11.25 3.00 36.4% 33.50
ATR 17.22 16.80 -0.43 -2.5% 0.00
Volume 1,272,234 1,555,950 283,716 22.3% 7,407,788
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,361.75 1,355.50 1,333.00
R3 1,350.50 1,344.25 1,329.75
R2 1,339.25 1,339.25 1,328.75
R1 1,333.00 1,333.00 1,327.75 1,330.50
PP 1,328.00 1,328.00 1,328.00 1,326.75
S1 1,321.75 1,321.75 1,325.75 1,319.25
S2 1,316.75 1,316.75 1,324.75
S3 1,305.50 1,310.50 1,323.75
S4 1,294.25 1,299.25 1,320.50
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,421.00 1,408.00 1,346.25
R3 1,387.50 1,374.50 1,337.00
R2 1,354.00 1,354.00 1,334.00
R1 1,341.00 1,341.00 1,330.75 1,347.50
PP 1,320.50 1,320.50 1,320.50 1,324.00
S1 1,307.50 1,307.50 1,324.75 1,314.00
S2 1,287.00 1,287.00 1,321.50
S3 1,253.50 1,274.00 1,318.50
S4 1,220.00 1,240.50 1,309.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,334.25 1,314.75 19.50 1.5% 10.25 0.8% 62% True False 1,481,888
10 1,334.25 1,279.00 55.25 4.2% 12.75 1.0% 86% True False 1,564,617
20 1,334.25 1,241.25 93.00 7.0% 19.00 1.4% 92% True False 1,946,798
40 1,337.75 1,241.25 96.50 7.3% 18.00 1.4% 89% False False 981,702
60 1,337.75 1,241.25 96.50 7.3% 16.75 1.3% 89% False False 654,921
80 1,337.75 1,222.25 115.50 8.7% 14.75 1.1% 90% False False 491,318
100 1,337.75 1,161.50 176.25 13.3% 15.00 1.1% 94% False False 393,060
120 1,337.75 1,145.75 192.00 14.5% 14.75 1.1% 94% False False 327,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,382.00
2.618 1,363.75
1.618 1,352.50
1.000 1,345.50
0.618 1,341.25
HIGH 1,334.25
0.618 1,330.00
0.500 1,328.50
0.382 1,327.25
LOW 1,323.00
0.618 1,316.00
1.000 1,311.75
1.618 1,304.75
2.618 1,293.50
4.250 1,275.25
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 1,328.50 1,327.50
PP 1,328.00 1,327.25
S1 1,327.50 1,327.00

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

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