E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 1,066.50 1,063.50 -3.00 -0.3% 1,070.00
High 1,072.50 1,078.00 5.50 0.5% 1,101.50
Low 1,056.25 1,057.50 1.25 0.1% 1,040.75
Close 1,063.25 1,076.50 13.25 1.2% 1,059.75
Range 16.25 20.50 4.25 26.2% 60.75
ATR 19.17 19.26 0.10 0.5% 0.00
Volume 3,014,475 2,204,772 -809,703 -26.9% 12,254,413
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,132.25 1,124.75 1,087.75
R3 1,111.75 1,104.25 1,082.25
R2 1,091.25 1,091.25 1,080.25
R1 1,083.75 1,083.75 1,078.50 1,087.50
PP 1,070.75 1,070.75 1,070.75 1,072.50
S1 1,063.25 1,063.25 1,074.50 1,067.00
S2 1,050.25 1,050.25 1,072.75
S3 1,029.75 1,042.75 1,070.75
S4 1,009.25 1,022.25 1,065.25
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 1,078.00 1,040.75 37.25 3.5% 20.00 1.8% 96% True False 2,913,325
10 1,101.50 1,040.75 60.75 5.6% 21.25 2.0% 59% False False 2,657,101
20 1,147.25 1,040.75 106.50 9.9% 21.00 2.0% 34% False False 2,529,257
40 1,148.00 1,040.75 107.25 10.0% 16.25 1.5% 33% False False 1,887,078
60 1,148.00 1,040.75 107.25 10.0% 16.25 1.5% 33% False False 1,317,109
80 1,148.00 1,021.00 127.00 11.8% 17.25 1.6% 44% False False 988,988
100 1,148.00 1,007.25 140.75 13.1% 17.00 1.6% 49% False False 791,462
120 1,148.00 984.25 163.75 15.2% 16.25 1.5% 56% False False 659,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,165.00
2.618 1,131.75
1.618 1,111.25
1.000 1,098.50
0.618 1,090.75
HIGH 1,078.00
0.618 1,070.25
0.500 1,067.75
0.382 1,065.25
LOW 1,057.50
0.618 1,044.75
1.000 1,037.00
1.618 1,024.25
2.618 1,003.75
4.250 970.50
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 1,073.50 1,073.00
PP 1,070.75 1,069.50
S1 1,067.75 1,066.00

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

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