E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 1,156.00 1,144.50 -11.50 -1.0% 1,138.75
High 1,160.00 1,158.25 -1.75 -0.2% 1,160.00
Low 1,146.00 1,142.50 -3.50 -0.3% 1,132.25
Close 1,151.50 1,157.25 5.75 0.5% 1,151.50
Range 14.00 15.75 1.75 12.5% 27.75
ATR 11.88 12.16 0.28 2.3% 0.00
Volume 166 253 87 52.4% 890
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,200.00 1,194.25 1,166.00
R3 1,184.25 1,178.50 1,161.50
R2 1,168.50 1,168.50 1,160.25
R1 1,162.75 1,162.75 1,158.75 1,165.50
PP 1,152.75 1,152.75 1,152.75 1,154.00
S1 1,147.00 1,147.00 1,155.75 1,150.00
S2 1,137.00 1,137.00 1,154.25
S3 1,121.25 1,131.25 1,153.00
S4 1,105.50 1,115.50 1,148.50
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,231.25 1,219.00 1,166.75
R3 1,203.50 1,191.25 1,159.25
R2 1,175.75 1,175.75 1,156.50
R1 1,163.50 1,163.50 1,154.00 1,169.50
PP 1,148.00 1,148.00 1,148.00 1,151.00
S1 1,135.75 1,135.75 1,149.00 1,142.00
S2 1,120.25 1,120.25 1,146.50
S3 1,092.50 1,108.00 1,143.75
S4 1,064.75 1,080.25 1,136.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,160.00 1,137.75 22.25 1.9% 13.00 1.1% 88% False False 164
10 1,160.00 1,122.25 37.75 3.3% 11.50 1.0% 93% False False 128
20 1,160.00 1,075.00 85.00 7.3% 11.50 1.0% 97% False False 104
40 1,160.00 1,032.25 127.75 11.0% 12.00 1.0% 98% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,225.25
2.618 1,199.50
1.618 1,183.75
1.000 1,174.00
0.618 1,168.00
HIGH 1,158.25
0.618 1,152.25
0.500 1,150.50
0.382 1,148.50
LOW 1,142.50
0.618 1,132.75
1.000 1,126.75
1.618 1,117.00
2.618 1,101.25
4.250 1,075.50
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 1,155.00 1,155.25
PP 1,152.75 1,153.25
S1 1,150.50 1,151.25

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

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