E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1,085.00 1,090.25 5.25 0.5% 1,083.00
High 1,092.50 1,101.50 9.00 0.8% 1,114.25
Low 1,080.50 1,087.75 7.25 0.7% 1,080.00
Close 1,091.00 1,097.25 6.25 0.6% 1,103.25
Range 12.00 13.75 1.75 14.6% 34.25
ATR 17.37 17.11 -0.26 -1.5% 0.00
Volume 169,424 355,747 186,323 110.0% 75,354
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,136.75 1,130.75 1,104.75
R3 1,123.00 1,117.00 1,101.00
R2 1,109.25 1,109.25 1,099.75
R1 1,103.25 1,103.25 1,098.50 1,106.25
PP 1,095.50 1,095.50 1,095.50 1,097.00
S1 1,089.50 1,089.50 1,096.00 1,092.50
S2 1,081.75 1,081.75 1,094.75
S3 1,068.00 1,075.75 1,093.50
S4 1,054.25 1,062.00 1,089.75
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% 16.25 1.5% 50% False False 128,487
10 1,114.25 1,062.25 52.00 4.7% 18.75 1.7% 67% False False 68,798
20 1,114.25 1,062.25 52.00 4.7% 16.75 1.5% 67% False False 36,822
40 1,114.25 1,021.00 93.25 8.5% 18.50 1.7% 82% False False 20,637
60 1,114.25 1,007.25 107.00 9.8% 17.25 1.6% 84% False False 14,136
80 1,114.25 971.00 143.25 13.1% 16.25 1.5% 88% False False 10,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,160.00
2.618 1,137.50
1.618 1,123.75
1.000 1,115.25
0.618 1,110.00
HIGH 1,101.50
0.618 1,096.25
0.500 1,094.50
0.382 1,093.00
LOW 1,087.75
0.618 1,079.25
1.000 1,074.00
1.618 1,065.50
2.618 1,051.75
4.250 1,029.25
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1,096.50 1,095.25
PP 1,095.50 1,093.50
S1 1,094.50 1,091.50

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

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