E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 1,102.50 1,108.25 5.75 0.5% 1,102.75
High 1,113.00 1,111.00 -2.00 -0.2% 1,106.00
Low 1,099.75 1,100.25 0.50 0.0% 1,080.50
Close 1,108.50 1,104.00 -4.50 -0.4% 1,103.25
Range 13.25 10.75 -2.50 -18.9% 25.50
ATR 16.31 15.92 -0.40 -2.4% 0.00
Volume 1,710,243 1,720,435 10,192 0.6% 1,714,139
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,137.25 1,131.50 1,110.00
R3 1,126.50 1,120.75 1,107.00
R2 1,115.75 1,115.75 1,106.00
R1 1,110.00 1,110.00 1,105.00 1,107.50
PP 1,105.00 1,105.00 1,105.00 1,104.00
S1 1,099.25 1,099.25 1,103.00 1,096.75
S2 1,094.25 1,094.25 1,102.00
S3 1,083.50 1,088.50 1,101.00
S4 1,072.75 1,077.75 1,098.00
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,173.00 1,163.75 1,117.25
R3 1,147.50 1,138.25 1,110.25
R2 1,122.00 1,122.00 1,108.00
R1 1,112.75 1,112.75 1,105.50 1,117.50
PP 1,096.50 1,096.50 1,096.50 1,099.00
S1 1,087.25 1,087.25 1,101.00 1,092.00
S2 1,071.00 1,071.00 1,098.50
S3 1,045.50 1,061.75 1,096.25
S4 1,020.00 1,036.25 1,089.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,113.00 1,080.50 32.50 2.9% 11.75 1.1% 72% False False 1,012,164
10 1,114.25 1,080.50 33.75 3.1% 14.50 1.3% 70% False False 520,499
20 1,114.25 1,062.25 52.00 4.7% 15.75 1.4% 80% False False 263,062
40 1,114.25 1,021.00 93.25 8.4% 18.00 1.6% 89% False False 133,850
60 1,114.25 1,007.25 107.00 9.7% 17.25 1.6% 90% False False 89,711
80 1,114.25 984.25 130.00 11.8% 16.25 1.5% 92% False False 67,306
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,156.75
2.618 1,139.25
1.618 1,128.50
1.000 1,121.75
0.618 1,117.75
HIGH 1,111.00
0.618 1,107.00
0.500 1,105.50
0.382 1,104.25
LOW 1,100.25
0.618 1,093.50
1.000 1,089.50
1.618 1,082.75
2.618 1,072.00
4.250 1,054.50
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 1,105.50 1,104.50
PP 1,105.00 1,104.50
S1 1,104.50 1,104.25

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

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