E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 1,090.50 1,061.75 -28.75 -2.6% 1,071.50
High 1,094.75 1,071.00 -23.75 -2.2% 1,099.25
Low 1,059.00 1,057.00 -2.00 -0.2% 1,059.00
Close 1,063.00 1,063.75 0.75 0.1% 1,063.00
Range 35.75 14.00 -21.75 -60.8% 40.25
ATR 23.99 23.28 -0.71 -3.0% 0.00
Volume 2,416,608 2,503,643 87,035 3.6% 9,162,769
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,106.00 1,098.75 1,071.50
R3 1,092.00 1,084.75 1,067.50
R2 1,078.00 1,078.00 1,066.25
R1 1,070.75 1,070.75 1,065.00 1,074.50
PP 1,064.00 1,064.00 1,064.00 1,065.75
S1 1,056.75 1,056.75 1,062.50 1,060.50
S2 1,050.00 1,050.00 1,061.25
S3 1,036.00 1,042.75 1,060.00
S4 1,022.00 1,028.75 1,056.00
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 1,057.00 42.25 4.0% 22.25 2.1% 16% False True 2,048,919
10 1,099.25 1,002.75 96.50 9.1% 22.75 2.1% 63% False False 2,090,173
20 1,129.50 1,002.75 126.75 11.9% 23.25 2.2% 48% False False 2,249,877
40 1,129.50 1,002.75 126.75 11.9% 25.00 2.3% 48% False False 1,510,279
60 1,211.50 1,002.75 208.75 19.6% 27.00 2.5% 29% False False 1,008,426
80 1,211.50 1,002.75 208.75 19.6% 23.25 2.2% 29% False False 756,750
100 1,211.50 1,002.75 208.75 19.6% 20.75 1.9% 29% False False 605,461
120 1,211.50 1,002.75 208.75 19.6% 19.50 1.8% 29% False False 504,555
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,130.50
2.618 1,107.75
1.618 1,093.75
1.000 1,085.00
0.618 1,079.75
HIGH 1,071.00
0.618 1,065.75
0.500 1,064.00
0.382 1,062.25
LOW 1,057.00
0.618 1,048.25
1.000 1,043.00
1.618 1,034.25
2.618 1,020.25
4.250 997.50
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 1,064.00 1,078.00
PP 1,064.00 1,073.25
S1 1,063.75 1,068.50

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

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