E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 1,117.50 1,118.25 0.75 0.1% 1,106.00
High 1,125.00 1,123.50 -1.50 -0.1% 1,112.75
Low 1,115.00 1,114.00 -1.00 -0.1% 1,084.50
Close 1,118.50 1,122.25 3.75 0.3% 1,103.50
Range 10.00 9.50 -0.50 -5.0% 28.25
ATR 15.92 15.46 -0.46 -2.9% 0.00
Volume 1,502,795 1,583,814 81,019 5.4% 10,219,454
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,148.50 1,144.75 1,127.50
R3 1,139.00 1,135.25 1,124.75
R2 1,129.50 1,129.50 1,124.00
R1 1,125.75 1,125.75 1,123.00 1,127.50
PP 1,120.00 1,120.00 1,120.00 1,120.75
S1 1,116.25 1,116.25 1,121.50 1,118.00
S2 1,110.50 1,110.50 1,120.50
S3 1,101.00 1,106.75 1,119.75
S4 1,091.50 1,097.25 1,117.00
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,185.00 1,172.50 1,119.00
R3 1,156.75 1,144.25 1,111.25
R2 1,128.50 1,128.50 1,108.75
R1 1,116.00 1,116.00 1,106.00 1,108.00
PP 1,100.25 1,100.25 1,100.25 1,096.25
S1 1,087.75 1,087.75 1,101.00 1,080.00
S2 1,072.00 1,072.00 1,098.25
S3 1,043.75 1,059.50 1,095.75
S4 1,015.50 1,031.25 1,088.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,125.00 1,096.25 28.75 2.6% 10.50 0.9% 90% False False 1,868,647
10 1,125.00 1,084.50 40.50 3.6% 13.50 1.2% 93% False False 1,869,782
20 1,125.00 1,040.75 84.25 7.5% 16.75 1.5% 97% False False 2,179,511
40 1,148.00 1,040.75 107.25 9.6% 17.25 1.5% 76% False False 2,175,793
60 1,148.00 1,040.75 107.25 9.6% 15.50 1.4% 76% False False 1,767,454
80 1,148.00 1,040.75 107.25 9.6% 15.75 1.4% 76% False False 1,327,384
100 1,148.00 1,021.00 127.00 11.3% 16.50 1.5% 80% False False 1,062,691
120 1,148.00 1,007.25 140.75 12.5% 16.50 1.5% 82% False False 885,722
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.38
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,164.00
2.618 1,148.25
1.618 1,138.75
1.000 1,133.00
0.618 1,129.25
HIGH 1,123.50
0.618 1,119.75
0.500 1,118.75
0.382 1,117.75
LOW 1,114.00
0.618 1,108.25
1.000 1,104.50
1.618 1,098.75
2.618 1,089.25
4.250 1,073.50
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 1,121.00 1,121.00
PP 1,120.00 1,120.00
S1 1,118.75 1,119.00

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

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