E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 1,109.25 1,110.50 1.25 0.1% 1,061.75
High 1,118.75 1,115.75 -3.00 -0.3% 1,101.50
Low 1,106.00 1,099.25 -6.75 -0.6% 1,050.75
Close 1,111.00 1,102.00 -9.00 -0.8% 1,100.50
Range 12.75 16.50 3.75 29.4% 50.75
ATR 22.69 22.25 -0.44 -1.9% 0.00
Volume 1,543,914 1,822,244 278,330 18.0% 11,160,187
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,155.25 1,145.00 1,111.00
R3 1,138.75 1,128.50 1,106.50
R2 1,122.25 1,122.25 1,105.00
R1 1,112.00 1,112.00 1,103.50 1,109.00
PP 1,105.75 1,105.75 1,105.75 1,104.00
S1 1,095.50 1,095.50 1,100.50 1,092.50
S2 1,089.25 1,089.25 1,099.00
S3 1,072.75 1,079.00 1,097.50
S4 1,056.25 1,062.50 1,093.00
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,236.50 1,219.25 1,128.50
R3 1,185.75 1,168.50 1,114.50
R2 1,135.00 1,135.00 1,109.75
R1 1,117.75 1,117.75 1,105.25 1,126.50
PP 1,084.25 1,084.25 1,084.25 1,088.50
S1 1,067.00 1,067.00 1,095.75 1,075.50
S2 1,033.50 1,033.50 1,091.25
S3 982.75 1,016.25 1,086.50
S4 932.00 965.50 1,072.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,118.75 1,061.25 57.50 5.2% 19.00 1.7% 71% False False 2,015,417
10 1,118.75 1,050.75 68.00 6.2% 22.50 2.0% 75% False False 2,097,472
20 1,118.75 1,002.75 116.00 10.5% 22.25 2.0% 86% False False 2,205,096
40 1,129.50 1,002.75 126.75 11.5% 23.00 2.1% 78% False False 1,859,686
60 1,194.75 1,002.75 192.00 17.4% 27.50 2.5% 52% False False 1,243,428
80 1,211.50 1,002.75 208.75 18.9% 24.25 2.2% 48% False False 933,081
100 1,211.50 1,002.75 208.75 18.9% 21.50 2.0% 48% False False 746,593
120 1,211.50 1,002.75 208.75 18.9% 20.00 1.8% 48% False False 622,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,186.00
2.618 1,159.00
1.618 1,142.50
1.000 1,132.25
0.618 1,126.00
HIGH 1,115.75
0.618 1,109.50
0.500 1,107.50
0.382 1,105.50
LOW 1,099.25
0.618 1,089.00
1.000 1,082.75
1.618 1,072.50
2.618 1,056.00
4.250 1,029.00
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 1,107.50 1,108.00
PP 1,105.75 1,106.00
S1 1,103.75 1,104.00

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

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