E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 1,141.75 1,141.25 -0.50 0.0% 1,113.75
High 1,148.00 1,143.00 -5.00 -0.4% 1,141.75
Low 1,137.75 1,127.75 -10.00 -0.9% 1,113.25
Close 1,142.50 1,134.00 -8.50 -0.7% 1,141.50
Range 10.25 15.25 5.00 48.8% 28.50
ATR 12.44 12.64 0.20 1.6% 0.00
Volume 1,527,666 1,456,443 -71,223 -4.7% 6,135,654
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,180.75 1,172.50 1,142.50
R3 1,165.50 1,157.25 1,138.25
R2 1,150.25 1,150.25 1,136.75
R1 1,142.00 1,142.00 1,135.50 1,138.50
PP 1,135.00 1,135.00 1,135.00 1,133.00
S1 1,126.75 1,126.75 1,132.50 1,123.25
S2 1,119.75 1,119.75 1,131.25
S3 1,104.50 1,111.50 1,129.75
S4 1,089.25 1,096.25 1,125.50
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,217.75 1,208.00 1,157.25
R3 1,189.25 1,179.50 1,149.25
R2 1,160.75 1,160.75 1,146.75
R1 1,151.00 1,151.00 1,144.00 1,156.00
PP 1,132.25 1,132.25 1,132.25 1,134.50
S1 1,122.50 1,122.50 1,139.00 1,127.50
S2 1,103.75 1,103.75 1,136.25
S3 1,075.25 1,094.00 1,133.75
S4 1,046.75 1,065.50 1,125.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,148.00 1,127.00 21.00 1.9% 11.25 1.0% 33% False False 1,437,929
10 1,148.00 1,109.75 38.25 3.4% 11.50 1.0% 63% False False 1,077,029
20 1,148.00 1,088.50 59.50 5.2% 11.25 1.0% 76% False False 1,224,552
40 1,148.00 1,062.25 85.75 7.6% 13.75 1.2% 84% False False 658,222
60 1,148.00 1,021.00 127.00 11.2% 16.00 1.4% 89% False False 440,303
80 1,148.00 1,007.25 140.75 12.4% 15.75 1.4% 90% False False 330,551
100 1,148.00 984.25 163.75 14.4% 15.25 1.3% 91% False False 264,449
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,207.75
2.618 1,183.00
1.618 1,167.75
1.000 1,158.25
0.618 1,152.50
HIGH 1,143.00
0.618 1,137.25
0.500 1,135.50
0.382 1,133.50
LOW 1,127.75
0.618 1,118.25
1.000 1,112.50
1.618 1,103.00
2.618 1,087.75
4.250 1,063.00
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 1,135.50 1,138.00
PP 1,135.00 1,136.50
S1 1,134.50 1,135.25

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

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