E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 1,094.50 1,081.00 -13.50 -1.2% 1,094.00
High 1,103.50 1,093.25 -10.25 -0.9% 1,103.50
Low 1,074.75 1,066.50 -8.25 -0.8% 1,066.50
Close 1,079.25 1,070.50 -8.75 -0.8% 1,070.50
Range 28.75 26.75 -2.00 -7.0% 37.00
ATR 17.25 17.93 0.68 3.9% 0.00
Volume 2,634,603 3,052,088 417,485 15.8% 13,760,692
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,157.00 1,140.50 1,085.25
R3 1,130.25 1,113.75 1,077.75
R2 1,103.50 1,103.50 1,075.50
R1 1,087.00 1,087.00 1,073.00 1,082.00
PP 1,076.75 1,076.75 1,076.75 1,074.25
S1 1,060.25 1,060.25 1,068.00 1,055.00
S2 1,050.00 1,050.00 1,065.50
S3 1,023.25 1,033.50 1,063.25
S4 996.50 1,006.75 1,055.75
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,191.25 1,167.75 1,090.75
R3 1,154.25 1,130.75 1,080.75
R2 1,117.25 1,117.25 1,077.25
R1 1,093.75 1,093.75 1,074.00 1,087.00
PP 1,080.25 1,080.25 1,080.25 1,076.75
S1 1,056.75 1,056.75 1,067.00 1,050.00
S2 1,043.25 1,043.25 1,063.75
S3 1,006.25 1,019.75 1,060.25
S4 969.25 982.75 1,050.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,103.50 1,066.50 37.00 3.5% 21.00 2.0% 11% False True 2,752,138
10 1,147.25 1,066.50 80.75 7.5% 22.50 2.1% 5% False True 2,493,457
20 1,148.00 1,066.50 81.50 7.6% 17.25 1.6% 5% False True 1,945,001
40 1,148.00 1,066.50 81.50 7.6% 15.00 1.4% 5% False True 1,386,218
60 1,148.00 1,022.25 125.75 11.7% 15.75 1.5% 38% False False 925,793
80 1,148.00 1,021.00 127.00 11.9% 16.50 1.5% 39% False False 695,189
100 1,148.00 1,004.75 143.25 13.4% 16.25 1.5% 46% False False 556,282
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,207.00
2.618 1,163.25
1.618 1,136.50
1.000 1,120.00
0.618 1,109.75
HIGH 1,093.25
0.618 1,083.00
0.500 1,080.00
0.382 1,076.75
LOW 1,066.50
0.618 1,050.00
1.000 1,039.75
1.618 1,023.25
2.618 996.50
4.250 952.75
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 1,080.00 1,085.00
PP 1,076.75 1,080.25
S1 1,073.50 1,075.25

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

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