E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 1,150.25 1,159.50 9.25 0.8% 1,136.25
High 1,160.50 1,170.00 9.50 0.8% 1,159.50
Low 1,149.00 1,158.75 9.75 0.8% 1,131.50
Close 1,159.50 1,165.75 6.25 0.5% 1,151.25
Range 11.50 11.25 -0.25 -2.2% 28.00
ATR 13.74 13.56 -0.18 -1.3% 0.00
Volume 542,821 534,353 -8,468 -1.6% 8,562,937
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,198.50 1,193.50 1,172.00
R3 1,187.25 1,182.25 1,168.75
R2 1,176.00 1,176.00 1,167.75
R1 1,171.00 1,171.00 1,166.75 1,173.50
PP 1,164.75 1,164.75 1,164.75 1,166.00
S1 1,159.75 1,159.75 1,164.75 1,162.25
S2 1,153.50 1,153.50 1,163.75
S3 1,142.25 1,148.50 1,162.75
S4 1,131.00 1,137.25 1,159.50
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,231.50 1,219.25 1,166.75
R3 1,203.50 1,191.25 1,159.00
R2 1,175.50 1,175.50 1,156.50
R1 1,163.25 1,163.25 1,153.75 1,169.50
PP 1,147.50 1,147.50 1,147.50 1,150.50
S1 1,135.25 1,135.25 1,148.75 1,141.50
S2 1,119.50 1,119.50 1,146.00
S3 1,091.50 1,107.25 1,143.50
S4 1,063.50 1,079.25 1,135.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,170.00 1,138.50 31.50 2.7% 11.50 1.0% 87% True False 1,131,718
10 1,170.00 1,114.00 56.00 4.8% 11.50 1.0% 92% True False 1,354,103
20 1,170.00 1,084.50 85.50 7.3% 12.75 1.1% 95% True False 1,616,250
40 1,170.00 1,040.75 129.25 11.1% 16.75 1.4% 97% True False 2,103,382
60 1,170.00 1,040.75 129.25 11.1% 15.25 1.3% 97% True False 1,823,133
80 1,170.00 1,040.75 129.25 11.1% 15.50 1.3% 97% True False 1,476,361
100 1,170.00 1,021.00 149.00 12.8% 16.25 1.4% 97% True False 1,182,053
120 1,170.00 1,007.25 162.75 14.0% 16.25 1.4% 97% True False 985,339
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,217.75
2.618 1,199.50
1.618 1,188.25
1.000 1,181.25
0.618 1,177.00
HIGH 1,170.00
0.618 1,165.75
0.500 1,164.50
0.382 1,163.00
LOW 1,158.75
0.618 1,151.75
1.000 1,147.50
1.618 1,140.50
2.618 1,129.25
4.250 1,111.00
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 1,165.25 1,162.50
PP 1,164.75 1,159.00
S1 1,164.50 1,155.50

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

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