E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 1,132.00 1,133.00 1.00 0.1% 1,120.50
High 1,135.50 1,138.75 3.25 0.3% 1,128.50
Low 1,127.25 1,127.00 -0.25 0.0% 1,109.75
Close 1,133.00 1,137.50 4.50 0.4% 1,110.75
Range 8.25 11.75 3.50 42.4% 18.75
ATR 12.83 12.75 -0.08 -0.6% 0.00
Volume 1,378,593 1,259,921 -118,672 -8.6% 1,899,511
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,169.75 1,165.25 1,144.00
R3 1,158.00 1,153.50 1,140.75
R2 1,146.25 1,146.25 1,139.75
R1 1,141.75 1,141.75 1,138.50 1,144.00
PP 1,134.50 1,134.50 1,134.50 1,135.50
S1 1,130.00 1,130.00 1,136.50 1,132.25
S2 1,122.75 1,122.75 1,135.25
S3 1,111.00 1,118.25 1,134.25
S4 1,099.25 1,106.50 1,131.00
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 1,138.75 1,109.75 29.00 2.5% 12.00 1.1% 96% True False 1,033,103
10 1,138.75 1,109.75 29.00 2.5% 10.25 0.9% 96% True False 812,681
20 1,138.75 1,080.50 58.25 5.1% 11.25 1.0% 98% True False 1,078,502
40 1,138.75 1,062.25 76.50 6.7% 13.75 1.2% 98% True False 544,732
60 1,138.75 1,021.00 117.75 10.4% 16.00 1.4% 99% True False 364,558
80 1,138.75 1,007.25 131.50 11.6% 16.00 1.4% 99% True False 273,667
100 1,138.75 970.00 168.75 14.8% 15.25 1.3% 99% True False 218,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,188.75
2.618 1,169.50
1.618 1,157.75
1.000 1,150.50
0.618 1,146.00
HIGH 1,138.75
0.618 1,134.25
0.500 1,133.00
0.382 1,131.50
LOW 1,127.00
0.618 1,119.75
1.000 1,115.25
1.618 1,108.00
2.618 1,096.25
4.250 1,077.00
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 1,136.00 1,135.50
PP 1,134.50 1,133.75
S1 1,133.00 1,132.00

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

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