E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 1,118.00 1,124.75 6.75 0.6% 1,101.25
High 1,126.00 1,127.75 1.75 0.2% 1,118.75
Low 1,112.25 1,115.50 3.25 0.3% 1,083.50
Close 1,124.50 1,123.50 -1.00 -0.1% 1,098.25
Range 13.75 12.25 -1.50 -10.9% 35.25
ATR 21.00 20.38 -0.63 -3.0% 0.00
Volume 1,591,800 1,331,274 -260,526 -16.4% 9,348,843
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,159.00 1,153.50 1,130.25
R3 1,146.75 1,141.25 1,126.75
R2 1,134.50 1,134.50 1,125.75
R1 1,129.00 1,129.00 1,124.50 1,125.50
PP 1,122.25 1,122.25 1,122.25 1,120.50
S1 1,116.75 1,116.75 1,122.50 1,113.50
S2 1,110.00 1,110.00 1,121.25
S3 1,097.75 1,104.50 1,120.25
S4 1,085.50 1,092.25 1,116.75
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,206.00 1,187.25 1,117.75
R3 1,170.75 1,152.00 1,108.00
R2 1,135.50 1,135.50 1,104.75
R1 1,116.75 1,116.75 1,101.50 1,108.50
PP 1,100.25 1,100.25 1,100.25 1,096.00
S1 1,081.50 1,081.50 1,095.00 1,073.25
S2 1,065.00 1,065.00 1,091.75
S3 1,029.75 1,046.25 1,088.50
S4 994.50 1,011.00 1,078.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,127.75 1,083.50 44.25 3.9% 15.50 1.4% 90% True False 1,760,056
10 1,127.75 1,083.50 44.25 3.9% 16.50 1.5% 90% True False 1,807,791
20 1,127.75 1,050.75 77.00 6.9% 19.50 1.7% 94% True False 1,916,709
40 1,129.50 1,002.75 126.75 11.3% 21.50 1.9% 95% False False 2,110,616
60 1,170.00 1,002.75 167.25 14.9% 24.50 2.2% 72% False False 1,416,841
80 1,211.50 1,002.75 208.75 18.6% 24.75 2.2% 58% False False 1,063,459
100 1,211.50 1,002.75 208.75 18.6% 22.00 2.0% 58% False False 851,006
120 1,211.50 1,002.75 208.75 18.6% 20.00 1.8% 58% False False 709,184
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,179.75
2.618 1,159.75
1.618 1,147.50
1.000 1,140.00
0.618 1,135.25
HIGH 1,127.75
0.618 1,123.00
0.500 1,121.50
0.382 1,120.25
LOW 1,115.50
0.618 1,108.00
1.000 1,103.25
1.618 1,095.75
2.618 1,083.50
4.250 1,063.50
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 1,123.00 1,122.25
PP 1,122.25 1,121.25
S1 1,121.50 1,120.00

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

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