E-mini S&P 500 Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 1,329.75 1,327.00 -2.75 -0.2% 1,309.25
High 1,334.25 1,336.50 2.25 0.2% 1,333.75
Low 1,323.00 1,326.00 3.00 0.2% 1,300.25
Close 1,326.75 1,329.00 2.25 0.2% 1,327.75
Range 11.25 10.50 -0.75 -6.7% 33.50
ATR 16.80 16.35 -0.45 -2.7% 0.00
Volume 1,555,950 1,656,542 100,592 6.5% 7,407,788
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 1,362.00 1,356.00 1,334.75
R3 1,351.50 1,345.50 1,332.00
R2 1,341.00 1,341.00 1,331.00
R1 1,335.00 1,335.00 1,330.00 1,338.00
PP 1,330.50 1,330.50 1,330.50 1,332.00
S1 1,324.50 1,324.50 1,328.00 1,327.50
S2 1,320.00 1,320.00 1,327.00
S3 1,309.50 1,314.00 1,326.00
S4 1,299.00 1,303.50 1,323.25
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 1,336.50 1,320.50 16.00 1.2% 9.75 0.7% 53% True False 1,532,730
10 1,336.50 1,289.25 47.25 3.6% 12.00 0.9% 84% True False 1,536,440
20 1,336.50 1,241.25 95.25 7.2% 19.00 1.4% 92% True False 2,016,129
40 1,337.75 1,241.25 96.50 7.3% 18.25 1.4% 91% False False 1,023,096
60 1,337.75 1,241.25 96.50 7.3% 16.75 1.3% 91% False False 682,520
80 1,337.75 1,224.00 113.75 8.6% 14.75 1.1% 92% False False 512,025
100 1,337.75 1,161.50 176.25 13.3% 15.00 1.1% 95% False False 409,625
120 1,337.75 1,145.75 192.00 14.4% 14.75 1.1% 95% False False 341,357
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,381.00
2.618 1,364.00
1.618 1,353.50
1.000 1,347.00
0.618 1,343.00
HIGH 1,336.50
0.618 1,332.50
0.500 1,331.25
0.382 1,330.00
LOW 1,326.00
0.618 1,319.50
1.000 1,315.50
1.618 1,309.00
2.618 1,298.50
4.250 1,281.50
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 1,331.25 1,329.75
PP 1,330.50 1,329.50
S1 1,329.75 1,329.25

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

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