E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 1,121.75 1,113.75 -8.00 -0.7% 1,120.50
High 1,125.25 1,129.75 4.50 0.4% 1,128.50
Low 1,109.75 1,113.25 3.50 0.3% 1,109.75
Close 1,110.75 1,128.75 18.00 1.6% 1,110.75
Range 15.50 16.50 1.00 6.5% 18.75
ATR 13.17 13.58 0.42 3.2% 0.00
Volume 596,890 638,861 41,971 7.0% 1,899,511
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,173.50 1,167.50 1,137.75
R3 1,157.00 1,151.00 1,133.25
R2 1,140.50 1,140.50 1,131.75
R1 1,134.50 1,134.50 1,130.25 1,137.50
PP 1,124.00 1,124.00 1,124.00 1,125.50
S1 1,118.00 1,118.00 1,127.25 1,121.00
S2 1,107.50 1,107.50 1,125.75
S3 1,091.00 1,101.50 1,124.25
S4 1,074.50 1,085.00 1,119.75
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,172.50 1,160.50 1,121.00
R3 1,153.75 1,141.75 1,116.00
R2 1,135.00 1,135.00 1,114.25
R1 1,123.00 1,123.00 1,112.50 1,119.50
PP 1,116.25 1,116.25 1,116.25 1,114.75
S1 1,104.25 1,104.25 1,109.00 1,101.00
S2 1,097.50 1,097.50 1,107.25
S3 1,078.75 1,085.50 1,105.50
S4 1,060.00 1,066.75 1,100.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,129.75 1,109.75 20.00 1.8% 11.75 1.0% 95% True False 507,674
10 1,129.75 1,088.50 41.25 3.7% 11.50 1.0% 98% True False 910,779
20 1,129.75 1,080.50 49.25 4.4% 12.75 1.1% 98% True False 887,877
40 1,129.75 1,034.50 95.25 8.4% 14.75 1.3% 99% True False 446,818
60 1,129.75 1,021.00 108.75 9.6% 16.00 1.4% 99% True False 299,118
80 1,129.75 1,007.25 122.50 10.9% 16.00 1.4% 99% True False 224,547
100 1,129.75 970.00 159.75 14.2% 15.25 1.4% 99% True False 179,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,200.00
2.618 1,173.00
1.618 1,156.50
1.000 1,146.25
0.618 1,140.00
HIGH 1,129.75
0.618 1,123.50
0.500 1,121.50
0.382 1,119.50
LOW 1,113.25
0.618 1,103.00
1.000 1,096.75
1.618 1,086.50
2.618 1,070.00
4.250 1,043.00
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 1,126.25 1,125.75
PP 1,124.00 1,122.75
S1 1,121.50 1,119.75

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

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