E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 1,055.50 1,066.50 11.00 1.0% 1,070.00
High 1,077.00 1,072.50 -4.50 -0.4% 1,101.50
Low 1,054.00 1,056.25 2.25 0.2% 1,040.75
Close 1,066.25 1,063.25 -3.00 -0.3% 1,059.75
Range 23.00 16.25 -6.75 -29.3% 60.75
ATR 19.39 19.17 -0.22 -1.2% 0.00
Volume 2,061,319 3,014,475 953,156 46.2% 12,254,413
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,112.75 1,104.25 1,072.25
R3 1,096.50 1,088.00 1,067.75
R2 1,080.25 1,080.25 1,066.25
R1 1,071.75 1,071.75 1,064.75 1,068.00
PP 1,064.00 1,064.00 1,064.00 1,062.00
S1 1,055.50 1,055.50 1,061.75 1,051.50
S2 1,047.75 1,047.75 1,060.25
S3 1,031.50 1,039.25 1,058.75
S4 1,015.25 1,023.00 1,054.25
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,249.50 1,215.50 1,093.25
R3 1,188.75 1,154.75 1,076.50
R2 1,128.00 1,128.00 1,071.00
R1 1,094.00 1,094.00 1,065.25 1,080.50
PP 1,067.25 1,067.25 1,067.25 1,060.75
S1 1,033.25 1,033.25 1,054.25 1,020.00
S2 1,006.50 1,006.50 1,048.50
S3 945.75 972.50 1,043.00
S4 885.00 911.75 1,026.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,098.25 1,040.75 57.50 5.4% 23.50 2.2% 39% False False 2,849,133
10 1,103.50 1,040.75 62.75 5.9% 22.00 2.1% 36% False False 2,700,084
20 1,147.25 1,040.75 106.50 10.0% 20.75 2.0% 21% False False 2,524,877
40 1,148.00 1,040.75 107.25 10.1% 16.00 1.5% 21% False False 1,874,714
60 1,148.00 1,040.75 107.25 10.1% 16.00 1.5% 21% False False 1,280,440
80 1,148.00 1,021.00 127.00 11.9% 17.25 1.6% 33% False False 961,446
100 1,148.00 1,007.25 140.75 13.2% 16.75 1.6% 40% False False 769,416
120 1,148.00 984.25 163.75 15.4% 16.25 1.5% 48% False False 641,187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,141.50
2.618 1,115.00
1.618 1,098.75
1.000 1,088.75
0.618 1,082.50
HIGH 1,072.50
0.618 1,066.25
0.500 1,064.50
0.382 1,062.50
LOW 1,056.25
0.618 1,046.25
1.000 1,040.00
1.618 1,030.00
2.618 1,013.75
4.250 987.25
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 1,064.50 1,065.00
PP 1,064.00 1,064.50
S1 1,063.50 1,063.75

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

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