E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 1,077.50 1,093.25 15.75 1.5% 1,062.00
High 1,094.00 1,100.00 6.00 0.5% 1,079.75
Low 1,073.50 1,092.50 19.00 1.8% 1,053.00
Close 1,093.25 1,099.50 6.25 0.6% 1,079.00
Range 20.50 7.50 -13.00 -63.4% 26.75
ATR 19.38 18.54 -0.85 -4.4% 0.00
Volume 2,747,993 1,761,523 -986,470 -35.9% 13,527,013
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,119.75 1,117.25 1,103.50
R3 1,112.25 1,109.75 1,101.50
R2 1,104.75 1,104.75 1,101.00
R1 1,102.25 1,102.25 1,100.25 1,103.50
PP 1,097.25 1,097.25 1,097.25 1,098.00
S1 1,094.75 1,094.75 1,098.75 1,096.00
S2 1,089.75 1,089.75 1,098.00
S3 1,082.25 1,087.25 1,097.50
S4 1,074.75 1,079.75 1,095.50
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,150.75 1,141.75 1,093.75
R3 1,124.00 1,115.00 1,086.25
R2 1,097.25 1,097.25 1,084.00
R1 1,088.25 1,088.25 1,081.50 1,092.75
PP 1,070.50 1,070.50 1,070.50 1,073.00
S1 1,061.50 1,061.50 1,076.50 1,066.00
S2 1,043.75 1,043.75 1,074.00
S3 1,017.00 1,034.75 1,071.75
S4 990.25 1,008.00 1,064.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,100.00 1,056.25 43.75 4.0% 17.00 1.5% 99% True False 2,398,252
10 1,100.25 1,040.75 59.50 5.4% 19.50 1.8% 99% False False 2,532,685
20 1,146.50 1,040.75 105.75 9.6% 21.00 1.9% 56% False False 2,590,514
40 1,148.00 1,040.75 107.25 9.8% 16.50 1.5% 55% False False 1,926,575
60 1,148.00 1,040.75 107.25 9.8% 16.50 1.5% 55% False False 1,429,731
80 1,148.00 1,021.00 127.00 11.6% 17.00 1.6% 62% False False 1,073,504
100 1,148.00 1,007.25 140.75 12.8% 17.00 1.5% 66% False False 859,156
120 1,148.00 984.25 163.75 14.9% 16.25 1.5% 70% False False 715,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.68
Narrowest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 1,132.00
2.618 1,119.75
1.618 1,112.25
1.000 1,107.50
0.618 1,104.75
HIGH 1,100.00
0.618 1,097.25
0.500 1,096.25
0.382 1,095.25
LOW 1,092.50
0.618 1,087.75
1.000 1,085.00
1.618 1,080.25
2.618 1,072.75
4.250 1,060.50
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 1,098.50 1,093.00
PP 1,097.25 1,086.50
S1 1,096.25 1,080.00

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

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