E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 1,108.25 1,103.75 -4.50 -0.4% 1,102.75
High 1,111.00 1,112.00 1.00 0.1% 1,106.00
Low 1,100.25 1,103.00 2.75 0.2% 1,080.50
Close 1,104.00 1,105.75 1.75 0.2% 1,103.25
Range 10.75 9.00 -1.75 -16.3% 25.50
ATR 15.92 15.42 -0.49 -3.1% 0.00
Volume 1,720,435 1,804,825 84,390 4.9% 1,714,139
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,134.00 1,128.75 1,110.75
R3 1,125.00 1,119.75 1,108.25
R2 1,116.00 1,116.00 1,107.50
R1 1,110.75 1,110.75 1,106.50 1,113.50
PP 1,107.00 1,107.00 1,107.00 1,108.25
S1 1,101.75 1,101.75 1,105.00 1,104.50
S2 1,098.00 1,098.00 1,104.00
S3 1,089.00 1,092.75 1,103.25
S4 1,080.00 1,083.75 1,100.75
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 1,087.75 25.25 2.3% 11.25 1.0% 71% False False 1,339,244
10 1,114.25 1,080.50 33.75 3.1% 14.25 1.3% 75% False False 699,921
20 1,114.25 1,062.25 52.00 4.7% 15.75 1.4% 84% False False 352,961
40 1,114.25 1,021.00 93.25 8.4% 17.75 1.6% 91% False False 178,832
60 1,114.25 1,007.25 107.00 9.7% 17.25 1.6% 92% False False 119,783
80 1,114.25 984.25 130.00 11.8% 16.25 1.5% 93% False False 89,866
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,150.25
2.618 1,135.50
1.618 1,126.50
1.000 1,121.00
0.618 1,117.50
HIGH 1,112.00
0.618 1,108.50
0.500 1,107.50
0.382 1,106.50
LOW 1,103.00
0.618 1,097.50
1.000 1,094.00
1.618 1,088.50
2.618 1,079.50
4.250 1,064.75
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 1,107.50 1,106.50
PP 1,107.00 1,106.25
S1 1,106.25 1,106.00

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

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