E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 1,099.75 1,105.50 5.75 0.5% 1,077.50
High 1,106.75 1,111.00 4.25 0.4% 1,111.00
Low 1,093.00 1,092.50 -0.50 0.0% 1,073.50
Close 1,105.50 1,106.25 0.75 0.1% 1,106.25
Range 13.75 18.50 4.75 34.5% 37.50
ATR 18.19 18.22 0.02 0.1% 0.00
Volume 1,669,958 1,832,739 162,781 9.7% 8,012,213
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,158.75 1,151.00 1,116.50
R3 1,140.25 1,132.50 1,111.25
R2 1,121.75 1,121.75 1,109.75
R1 1,114.00 1,114.00 1,108.00 1,118.00
PP 1,103.25 1,103.25 1,103.25 1,105.25
S1 1,095.50 1,095.50 1,104.50 1,099.50
S2 1,084.75 1,084.75 1,102.75
S3 1,066.25 1,077.00 1,101.25
S4 1,047.75 1,058.50 1,096.00
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,209.50 1,195.25 1,127.00
R3 1,172.00 1,157.75 1,116.50
R2 1,134.50 1,134.50 1,113.00
R1 1,120.25 1,120.25 1,109.75 1,127.50
PP 1,097.00 1,097.00 1,097.00 1,100.50
S1 1,082.75 1,082.75 1,102.75 1,090.00
S2 1,059.50 1,059.50 1,099.50
S3 1,022.00 1,045.25 1,096.00
S4 984.50 1,007.75 1,085.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,111.00 1,060.00 51.00 4.6% 16.00 1.4% 91% True False 2,054,942
10 1,111.00 1,040.75 70.25 6.4% 18.00 1.6% 93% True False 2,484,133
20 1,115.75 1,040.75 75.00 6.8% 20.00 1.8% 87% False False 2,549,664
40 1,148.00 1,040.75 107.25 9.7% 16.50 1.5% 61% False False 1,920,469
60 1,148.00 1,040.75 107.25 9.7% 16.50 1.5% 61% False False 1,487,930
80 1,148.00 1,021.00 127.00 11.5% 17.00 1.5% 67% False False 1,117,211
100 1,148.00 1,007.25 140.75 12.7% 17.00 1.5% 70% False False 894,163
120 1,148.00 984.25 163.75 14.8% 16.50 1.5% 75% False False 745,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,189.50
2.618 1,159.50
1.618 1,141.00
1.000 1,129.50
0.618 1,122.50
HIGH 1,111.00
0.618 1,104.00
0.500 1,101.75
0.382 1,099.50
LOW 1,092.50
0.618 1,081.00
1.000 1,074.00
1.618 1,062.50
2.618 1,044.00
4.250 1,014.00
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 1,104.75 1,104.75
PP 1,103.25 1,103.25
S1 1,101.75 1,101.75

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

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