E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 1,034.00 1,057.25 23.25 2.2% 1,070.75
High 1,059.00 1,057.50 -1.50 -0.1% 1,083.50
Low 1,032.50 1,024.50 -8.00 -0.8% 1,024.50
Close 1,056.75 1,028.00 -28.75 -2.7% 1,028.00
Range 26.50 33.00 6.50 24.5% 59.00
ATR 18.42 19.46 1.04 5.7% 0.00
Volume 3,011 6,251 3,240 107.6% 26,195
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,135.75 1,114.75 1,046.25
R3 1,102.75 1,081.75 1,037.00
R2 1,069.75 1,069.75 1,034.00
R1 1,048.75 1,048.75 1,031.00 1,042.75
PP 1,036.75 1,036.75 1,036.75 1,033.50
S1 1,015.75 1,015.75 1,025.00 1,009.75
S2 1,003.75 1,003.75 1,022.00
S3 970.75 982.75 1,019.00
S4 937.75 949.75 1,009.75
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,222.25 1,184.25 1,060.50
R3 1,163.25 1,125.25 1,044.25
R2 1,104.25 1,104.25 1,038.75
R1 1,066.25 1,066.25 1,033.50 1,055.75
PP 1,045.25 1,045.25 1,045.25 1,040.00
S1 1,007.25 1,007.25 1,022.50 996.75
S2 986.25 986.25 1,017.25
S3 927.25 948.25 1,011.75
S4 868.25 889.25 995.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,083.50 1,024.50 59.00 5.7% 24.75 2.4% 6% False True 5,239
10 1,093.75 1,024.50 69.25 6.7% 23.00 2.2% 5% False True 4,307
20 1,093.75 1,015.50 78.25 7.6% 18.25 1.8% 16% False False 3,028
40 1,093.75 991.75 102.00 9.9% 17.00 1.6% 36% False False 1,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.75
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1,197.75
2.618 1,144.00
1.618 1,111.00
1.000 1,090.50
0.618 1,078.00
HIGH 1,057.50
0.618 1,045.00
0.500 1,041.00
0.382 1,037.00
LOW 1,024.50
0.618 1,004.00
1.000 991.50
1.618 971.00
2.618 938.00
4.250 884.25
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 1,041.00 1,041.75
PP 1,036.75 1,037.25
S1 1,032.25 1,032.50

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

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