E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 1,091.25 1,090.50 -0.75 -0.1% 1,071.50
High 1,099.25 1,094.75 -4.50 -0.4% 1,099.25
Low 1,076.25 1,059.00 -17.25 -1.6% 1,059.00
Close 1,090.50 1,063.00 -27.50 -2.5% 1,063.00
Range 23.00 35.75 12.75 55.4% 40.25
ATR 23.09 23.99 0.90 3.9% 0.00
Volume 1,940,692 2,416,608 475,916 24.5% 9,162,769
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,179.50 1,157.00 1,082.75
R3 1,143.75 1,121.25 1,072.75
R2 1,108.00 1,108.00 1,069.50
R1 1,085.50 1,085.50 1,066.25 1,079.00
PP 1,072.25 1,072.25 1,072.25 1,069.00
S1 1,049.75 1,049.75 1,059.75 1,043.00
S2 1,036.50 1,036.50 1,056.50
S3 1,000.75 1,014.00 1,053.25
S4 965.00 978.25 1,043.25
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,194.50 1,169.00 1,085.25
R3 1,154.25 1,128.75 1,074.00
R2 1,114.00 1,114.00 1,070.50
R1 1,088.50 1,088.50 1,066.75 1,081.00
PP 1,073.75 1,073.75 1,073.75 1,070.00
S1 1,048.25 1,048.25 1,059.25 1,041.00
S2 1,033.50 1,033.50 1,055.50
S3 993.25 1,008.00 1,052.00
S4 953.00 967.75 1,040.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,099.25 1,059.00 40.25 3.8% 21.75 2.1% 10% False True 1,832,553
10 1,099.25 1,002.75 96.50 9.1% 23.50 2.2% 62% False False 2,175,299
20 1,129.50 1,002.75 126.75 11.9% 23.00 2.2% 48% False False 2,260,452
40 1,129.50 1,002.75 126.75 11.9% 25.75 2.4% 48% False False 1,447,798
60 1,211.50 1,002.75 208.75 19.6% 27.25 2.6% 29% False False 966,728
80 1,211.50 1,002.75 208.75 19.6% 23.25 2.2% 29% False False 725,469
100 1,211.50 1,002.75 208.75 19.6% 20.75 1.9% 29% False False 580,424
120 1,211.50 1,002.75 208.75 19.6% 19.50 1.8% 29% False False 483,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.35
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,246.75
2.618 1,188.25
1.618 1,152.50
1.000 1,130.50
0.618 1,116.75
HIGH 1,094.75
0.618 1,081.00
0.500 1,077.00
0.382 1,072.75
LOW 1,059.00
0.618 1,037.00
1.000 1,023.25
1.618 1,001.25
2.618 965.50
4.250 907.00
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 1,077.00 1,079.00
PP 1,072.25 1,073.75
S1 1,067.50 1,068.50

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

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