E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 1,124.75 1,123.50 -1.25 -0.1% 1,104.50
High 1,127.75 1,127.00 -0.75 -0.1% 1,127.75
Low 1,115.50 1,103.75 -11.75 -1.1% 1,101.75
Close 1,123.50 1,119.50 -4.00 -0.4% 1,119.50
Range 12.25 23.25 11.00 89.8% 26.00
ATR 20.38 20.58 0.21 1.0% 0.00
Volume 1,331,274 2,177,263 845,989 63.5% 8,727,443
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,186.50 1,176.25 1,132.25
R3 1,163.25 1,153.00 1,126.00
R2 1,140.00 1,140.00 1,123.75
R1 1,129.75 1,129.75 1,121.75 1,123.25
PP 1,116.75 1,116.75 1,116.75 1,113.50
S1 1,106.50 1,106.50 1,117.25 1,100.00
S2 1,093.50 1,093.50 1,115.25
S3 1,070.25 1,083.25 1,113.00
S4 1,047.00 1,060.00 1,106.75
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,194.25 1,183.00 1,133.75
R3 1,168.25 1,157.00 1,126.75
R2 1,142.25 1,142.25 1,124.25
R1 1,131.00 1,131.00 1,122.00 1,136.50
PP 1,116.25 1,116.25 1,116.25 1,119.25
S1 1,105.00 1,105.00 1,117.00 1,110.50
S2 1,090.25 1,090.25 1,114.75
S3 1,064.25 1,079.00 1,112.25
S4 1,038.25 1,053.00 1,105.25
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 1,101.75 26.00 2.3% 16.25 1.5% 68% False False 1,745,488
10 1,127.75 1,083.50 44.25 4.0% 17.00 1.5% 81% False False 1,807,628
20 1,127.75 1,050.75 77.00 6.9% 20.00 1.8% 89% False False 1,919,962
40 1,129.50 1,002.75 126.75 11.3% 21.25 1.9% 92% False False 2,155,936
60 1,170.00 1,002.75 167.25 14.9% 24.25 2.2% 70% False False 1,452,953
80 1,211.50 1,002.75 208.75 18.6% 25.00 2.2% 56% False False 1,090,669
100 1,211.50 1,002.75 208.75 18.6% 22.00 2.0% 56% False False 872,776
120 1,211.50 1,002.75 208.75 18.6% 20.25 1.8% 56% False False 727,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.65
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,225.75
2.618 1,187.75
1.618 1,164.50
1.000 1,150.25
0.618 1,141.25
HIGH 1,127.00
0.618 1,118.00
0.500 1,115.50
0.382 1,112.75
LOW 1,103.75
0.618 1,089.50
1.000 1,080.50
1.618 1,066.25
2.618 1,043.00
4.250 1,005.00
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 1,118.00 1,118.25
PP 1,116.75 1,117.00
S1 1,115.50 1,115.75

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

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