E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 1,099.50 1,085.00 -14.50 -1.3% 1,083.00
High 1,102.50 1,092.50 -10.00 -0.9% 1,114.25
Low 1,082.75 1,080.50 -2.25 -0.2% 1,080.00
Close 1,085.25 1,091.00 5.75 0.5% 1,103.25
Range 19.75 12.00 -7.75 -39.2% 34.25
ATR 17.78 17.37 -0.41 -2.3% 0.00
Volume 44,683 169,424 124,741 279.2% 75,354
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,124.00 1,119.50 1,097.50
R3 1,112.00 1,107.50 1,094.25
R2 1,100.00 1,100.00 1,093.25
R1 1,095.50 1,095.50 1,092.00 1,097.75
PP 1,088.00 1,088.00 1,088.00 1,089.00
S1 1,083.50 1,083.50 1,090.00 1,085.75
S2 1,076.00 1,076.00 1,088.75
S3 1,064.00 1,071.50 1,087.75
S4 1,052.00 1,059.50 1,084.50
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,202.00 1,186.75 1,122.00
R3 1,167.75 1,152.50 1,112.75
R2 1,133.50 1,133.50 1,109.50
R1 1,118.25 1,118.25 1,106.50 1,126.00
PP 1,099.25 1,099.25 1,099.25 1,103.00
S1 1,084.00 1,084.00 1,100.00 1,091.50
S2 1,065.00 1,065.00 1,097.00
S3 1,030.75 1,049.75 1,093.75
S4 996.50 1,015.50 1,084.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,114.25 1,080.50 33.75 3.1% 17.25 1.6% 31% False True 60,598
10 1,114.25 1,062.25 52.00 4.8% 18.25 1.7% 55% False False 33,597
20 1,114.25 1,062.25 52.00 4.8% 16.50 1.5% 55% False False 19,247
40 1,114.25 1,021.00 93.25 8.5% 18.50 1.7% 75% False False 11,797
60 1,114.25 1,007.25 107.00 9.8% 17.50 1.6% 78% False False 8,210
80 1,114.25 970.00 144.25 13.2% 16.25 1.5% 84% False False 6,164
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 3.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,143.50
2.618 1,124.00
1.618 1,112.00
1.000 1,104.50
0.618 1,100.00
HIGH 1,092.50
0.618 1,088.00
0.500 1,086.50
0.382 1,085.00
LOW 1,080.50
0.618 1,073.00
1.000 1,068.50
1.618 1,061.00
2.618 1,049.00
4.250 1,029.50
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 1,089.50 1,093.25
PP 1,088.00 1,092.50
S1 1,086.50 1,091.75

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

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