E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 1,096.75 1,103.00 6.25 0.6% 1,077.50
High 1,105.50 1,103.50 -2.00 -0.2% 1,111.00
Low 1,092.50 1,084.50 -8.00 -0.7% 1,073.50
Close 1,103.50 1,102.25 -1.25 -0.1% 1,106.25
Range 13.00 19.00 6.00 46.2% 37.50
ATR 17.58 17.68 0.10 0.6% 0.00
Volume 2,224,420 1,882,885 -341,535 -15.4% 8,012,213
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,153.75 1,147.00 1,112.75
R3 1,134.75 1,128.00 1,107.50
R2 1,115.75 1,115.75 1,105.75
R1 1,109.00 1,109.00 1,104.00 1,103.00
PP 1,096.75 1,096.75 1,096.75 1,093.75
S1 1,090.00 1,090.00 1,100.50 1,084.00
S2 1,077.75 1,077.75 1,098.75
S3 1,058.75 1,071.00 1,097.00
S4 1,039.75 1,052.00 1,091.75
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 1,112.75 1,084.50 28.25 2.6% 16.50 1.5% 63% False True 1,870,916
10 1,112.75 1,057.50 55.25 5.0% 16.50 1.5% 81% False False 2,000,132
20 1,112.75 1,040.75 72.00 6.5% 19.25 1.7% 85% False False 2,350,108
40 1,148.00 1,040.75 107.25 9.7% 17.25 1.6% 57% False False 2,031,728
60 1,148.00 1,040.75 107.25 9.7% 16.00 1.5% 57% False False 1,612,990
80 1,148.00 1,021.00 127.00 11.5% 16.50 1.5% 64% False False 1,210,984
100 1,148.00 1,007.25 140.75 12.8% 16.75 1.5% 67% False False 969,346
120 1,148.00 984.25 163.75 14.9% 16.50 1.5% 72% False False 807,864
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 3.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,184.25
2.618 1,153.25
1.618 1,134.25
1.000 1,122.50
0.618 1,115.25
HIGH 1,103.50
0.618 1,096.25
0.500 1,094.00
0.382 1,091.75
LOW 1,084.50
0.618 1,072.75
1.000 1,065.50
1.618 1,053.75
2.618 1,034.75
4.250 1,003.75
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 1,099.50 1,101.00
PP 1,096.75 1,099.75
S1 1,094.00 1,098.50

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

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