E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 1,123.50 1,120.00 -3.50 -0.3% 1,104.50
High 1,127.00 1,126.75 -0.25 0.0% 1,127.75
Low 1,103.75 1,116.50 12.75 1.2% 1,101.75
Close 1,119.50 1,125.50 6.00 0.5% 1,119.50
Range 23.25 10.25 -13.00 -55.9% 26.00
ATR 20.58 19.85 -0.74 -3.6% 0.00
Volume 2,177,263 998,906 -1,178,357 -54.1% 8,727,443
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,153.75 1,149.75 1,131.25
R3 1,143.50 1,139.50 1,128.25
R2 1,133.25 1,133.25 1,127.50
R1 1,129.25 1,129.25 1,126.50 1,131.25
PP 1,123.00 1,123.00 1,123.00 1,124.00
S1 1,119.00 1,119.00 1,124.50 1,121.00
S2 1,112.75 1,112.75 1,123.50
S3 1,102.50 1,108.75 1,122.75
S4 1,092.25 1,098.50 1,119.75
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 1,103.75 24.00 2.1% 13.75 1.2% 91% False False 1,518,553
10 1,127.75 1,083.50 44.25 3.9% 16.50 1.5% 95% False False 1,698,411
20 1,127.75 1,050.75 77.00 6.8% 20.00 1.8% 97% False False 1,898,816
40 1,129.50 1,002.75 126.75 11.3% 21.00 1.9% 97% False False 2,132,689
60 1,154.75 1,002.75 152.00 13.5% 24.25 2.1% 81% False False 1,469,530
80 1,211.50 1,002.75 208.75 18.5% 25.00 2.2% 59% False False 1,103,150
100 1,211.50 1,002.75 208.75 18.5% 22.00 2.0% 59% False False 882,764
120 1,211.50 1,002.75 208.75 18.5% 20.25 1.8% 59% False False 735,651
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,170.25
2.618 1,153.50
1.618 1,143.25
1.000 1,137.00
0.618 1,133.00
HIGH 1,126.75
0.618 1,122.75
0.500 1,121.50
0.382 1,120.50
LOW 1,116.50
0.618 1,110.25
1.000 1,106.25
1.618 1,100.00
2.618 1,089.75
4.250 1,073.00
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 1,124.25 1,122.25
PP 1,123.00 1,119.00
S1 1,121.50 1,115.75

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

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