E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 1,165.25 1,166.25 1.00 0.1% 1,151.00
High 1,169.25 1,172.95 3.70 0.3% 1,172.95
Low 1,161.00 1,164.75 3.75 0.3% 1,141.25
Close 1,166.00 1,172.95 6.95 0.6% 1,172.95
Range 8.25 8.20 -0.05 -0.6% 31.70
ATR 13.18 12.82 -0.36 -2.7% 0.00
Volume 382,975 323,112 -59,863 -15.6% 2,610,008
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,194.75 1,192.00 1,177.50
R3 1,186.50 1,184.00 1,175.25
R2 1,178.50 1,178.50 1,174.50
R1 1,175.75 1,175.75 1,173.75 1,177.00
PP 1,170.25 1,170.25 1,170.25 1,171.00
S1 1,167.50 1,167.50 1,172.25 1,168.75
S2 1,162.00 1,162.00 1,171.50
S3 1,153.75 1,159.25 1,170.75
S4 1,145.50 1,151.00 1,168.50
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,257.50 1,247.00 1,190.50
R3 1,225.75 1,215.25 1,181.75
R2 1,194.00 1,194.00 1,178.75
R1 1,183.50 1,183.50 1,175.75 1,188.75
PP 1,162.50 1,162.50 1,162.50 1,165.00
S1 1,151.75 1,151.75 1,170.00 1,157.00
S2 1,130.75 1,130.75 1,167.25
S3 1,099.00 1,120.00 1,164.25
S4 1,067.25 1,088.50 1,155.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,172.95 1,141.25 31.70 2.7% 9.75 0.8% 100% True False 522,001
10 1,172.95 1,131.50 41.45 3.5% 10.25 0.9% 100% True False 1,117,294
20 1,172.95 1,084.50 88.45 7.5% 11.75 1.0% 100% True False 1,476,419
40 1,172.95 1,040.75 132.20 11.3% 16.00 1.4% 100% True False 2,013,041
60 1,172.95 1,040.75 132.20 11.3% 15.00 1.3% 100% True False 1,772,452
80 1,172.95 1,040.75 132.20 11.3% 15.25 1.3% 100% True False 1,485,053
100 1,172.95 1,021.00 151.95 13.0% 16.00 1.4% 100% True False 1,189,052
120 1,172.95 1,007.25 165.70 14.1% 16.00 1.4% 100% True False 991,206
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 2.65
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,207.75
2.618 1,194.50
1.618 1,186.25
1.000 1,181.25
0.618 1,178.00
HIGH 1,173.00
0.618 1,169.75
0.500 1,168.75
0.382 1,168.00
LOW 1,164.75
0.618 1,159.75
1.000 1,156.50
1.618 1,151.50
2.618 1,143.25
4.250 1,130.00
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 1,171.50 1,170.50
PP 1,170.25 1,168.25
S1 1,168.75 1,165.75

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

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