E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 1,122.75 1,121.25 -1.50 -0.1% 1,098.75
High 1,128.50 1,122.50 -6.00 -0.5% 1,122.50
Low 1,120.50 1,113.00 -7.50 -0.7% 1,096.50
Close 1,121.75 1,122.00 0.25 0.0% 1,122.00
Range 8.00 9.50 1.50 18.8% 26.00
ATR 13.25 12.99 -0.27 -2.0% 0.00
Volume 474,293 579,344 105,051 22.1% 4,555,220
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,147.75 1,144.25 1,127.25
R3 1,138.25 1,134.75 1,124.50
R2 1,128.75 1,128.75 1,123.75
R1 1,125.25 1,125.25 1,122.75 1,127.00
PP 1,119.25 1,119.25 1,119.25 1,120.00
S1 1,115.75 1,115.75 1,121.25 1,117.50
S2 1,109.75 1,109.75 1,120.25
S3 1,100.25 1,106.25 1,119.50
S4 1,090.75 1,096.75 1,116.75
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,191.75 1,182.75 1,136.25
R3 1,165.75 1,156.75 1,129.25
R2 1,139.75 1,139.75 1,126.75
R1 1,130.75 1,130.75 1,124.50 1,135.25
PP 1,113.75 1,113.75 1,113.75 1,116.00
S1 1,104.75 1,104.75 1,119.50 1,109.25
S2 1,087.75 1,087.75 1,117.25
S3 1,061.75 1,078.75 1,114.75
S4 1,035.75 1,052.75 1,107.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,128.50 1,111.25 17.25 1.5% 8.50 0.8% 62% False False 592,258
10 1,128.50 1,088.50 40.00 3.6% 10.75 1.0% 84% False False 1,134,371
20 1,128.50 1,080.50 48.00 4.3% 12.50 1.1% 86% False False 827,435
40 1,128.50 1,022.25 106.25 9.5% 14.75 1.3% 94% False False 416,188
60 1,128.50 1,021.00 107.50 9.6% 16.00 1.4% 94% False False 278,585
80 1,128.50 1,004.75 123.75 11.0% 16.00 1.4% 95% False False 209,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.00
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,163.00
2.618 1,147.25
1.618 1,137.75
1.000 1,132.00
0.618 1,128.25
HIGH 1,122.50
0.618 1,118.75
0.500 1,117.75
0.382 1,116.75
LOW 1,113.00
0.618 1,107.25
1.000 1,103.50
1.618 1,097.75
2.618 1,088.25
4.250 1,072.50
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 1,120.50 1,121.50
PP 1,119.25 1,121.25
S1 1,117.75 1,120.75

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

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