E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 1,097.00 1,096.25 -0.75 -0.1% 1,094.00
High 1,100.25 1,098.25 -2.00 -0.2% 1,103.50
Low 1,090.50 1,059.25 -31.25 -2.9% 1,066.50
Close 1,096.50 1,061.75 -34.75 -3.2% 1,070.50
Range 9.75 39.00 29.25 300.0% 37.00
ATR 17.48 19.02 1.54 8.8% 0.00
Volume 2,104,398 1,883,815 -220,583 -10.5% 13,760,692
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,190.00 1,165.00 1,083.25
R3 1,151.00 1,126.00 1,072.50
R2 1,112.00 1,112.00 1,069.00
R1 1,087.00 1,087.00 1,065.25 1,080.00
PP 1,073.00 1,073.00 1,073.00 1,069.50
S1 1,048.00 1,048.00 1,058.25 1,041.00
S2 1,034.00 1,034.00 1,054.50
S3 995.00 1,009.00 1,051.00
S4 956.00 970.00 1,040.25
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 1,101.50 1,059.25 42.25 4.0% 22.75 2.1% 6% False True 2,400,878
10 1,115.75 1,059.25 56.50 5.3% 22.25 2.1% 4% False True 2,615,195
20 1,148.00 1,059.25 88.75 8.4% 19.25 1.8% 3% False True 2,197,337
40 1,148.00 1,059.25 88.75 8.4% 15.50 1.5% 3% False True 1,607,539
60 1,148.00 1,059.25 88.75 8.4% 16.00 1.5% 3% False True 1,074,645
80 1,148.00 1,021.00 127.00 12.0% 16.75 1.6% 32% False False 807,021
100 1,148.00 1,007.25 140.75 13.3% 16.50 1.6% 39% False False 645,802
120 1,148.00 970.00 178.00 16.8% 15.75 1.5% 52% False False 538,171
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 False
Bear Hook False
Bull Hook False
Stretch 5.75
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1,264.00
2.618 1,200.25
1.618 1,161.25
1.000 1,137.25
0.618 1,122.25
HIGH 1,098.25
0.618 1,083.25
0.500 1,078.75
0.382 1,074.25
LOW 1,059.25
0.618 1,035.25
1.000 1,020.25
1.618 996.25
2.618 957.25
4.250 893.50
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 1,078.75 1,080.50
PP 1,073.00 1,074.25
S1 1,067.50 1,068.00

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

View Archives - Comment on this page... - Back to Index of Symbols