E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 1,063.25 1,079.50 16.25 1.5% 1,071.50
High 1,080.75 1,087.75 7.00 0.6% 1,099.25
Low 1,050.75 1,061.00 10.25 1.0% 1,059.00
Close 1,080.00 1,064.00 -16.00 -1.5% 1,063.00
Range 30.00 26.75 -3.25 -10.8% 40.25
ATR 23.76 23.97 0.21 0.9% 0.00
Volume 1,760,878 2,275,816 514,938 29.2% 9,162,769
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,151.25 1,134.25 1,078.75
R3 1,124.50 1,107.50 1,071.25
R2 1,097.75 1,097.75 1,069.00
R1 1,080.75 1,080.75 1,066.50 1,076.00
PP 1,071.00 1,071.00 1,071.00 1,068.50
S1 1,054.00 1,054.00 1,061.50 1,049.00
S2 1,044.25 1,044.25 1,059.00
S3 1,017.50 1,027.25 1,056.75
S4 990.75 1,000.50 1,049.25
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 1,050.75 48.50 4.6% 26.00 2.4% 27% False False 2,179,527
10 1,099.25 1,050.75 48.50 4.6% 20.50 1.9% 27% False False 2,037,145
20 1,099.25 1,002.75 96.50 9.1% 23.50 2.2% 63% False False 2,262,023
40 1,129.50 1,002.75 126.75 11.9% 25.00 2.3% 48% False False 1,610,778
60 1,205.00 1,002.75 202.25 19.0% 27.50 2.6% 30% False False 1,075,665
80 1,211.50 1,002.75 208.75 19.6% 23.75 2.2% 29% False False 807,163
100 1,211.50 1,002.75 208.75 19.6% 21.00 2.0% 29% False False 645,828
120 1,211.50 1,002.75 208.75 19.6% 19.75 1.8% 29% False False 538,194
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 5.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,201.50
2.618 1,157.75
1.618 1,131.00
1.000 1,114.50
0.618 1,104.25
HIGH 1,087.75
0.618 1,077.50
0.500 1,074.50
0.382 1,071.25
LOW 1,061.00
0.618 1,044.50
1.000 1,034.25
1.618 1,017.75
2.618 991.00
4.250 947.25
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 1,074.50 1,069.25
PP 1,071.00 1,067.50
S1 1,067.50 1,065.75

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

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