E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 1,125.25 1,119.25 -6.00 -0.5% 1,104.50
High 1,125.75 1,119.75 -6.00 -0.5% 1,127.75
Low 1,108.25 1,084.50 -23.75 -2.1% 1,101.75
Close 1,119.75 1,085.00 -34.75 -3.1% 1,119.50
Range 17.50 35.25 17.75 101.4% 26.00
ATR 19.68 20.79 1.11 5.7% 0.00
Volume 2,030,147 2,638,633 608,486 30.0% 8,727,443
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,202.25 1,178.75 1,104.50
R3 1,167.00 1,143.50 1,094.75
R2 1,131.75 1,131.75 1,091.50
R1 1,108.25 1,108.25 1,088.25 1,102.50
PP 1,096.50 1,096.50 1,096.50 1,093.50
S1 1,073.00 1,073.00 1,081.75 1,067.00
S2 1,061.25 1,061.25 1,078.50
S3 1,026.00 1,037.75 1,075.25
S4 990.75 1,002.50 1,065.50
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 1,084.50 43.25 4.0% 19.75 1.8% 1% False True 1,835,244
10 1,127.75 1,083.50 44.25 4.1% 18.75 1.7% 3% False False 1,828,673
20 1,127.75 1,050.75 77.00 7.1% 20.75 1.9% 44% False False 1,963,072
40 1,129.50 1,002.75 126.75 11.7% 21.25 1.9% 65% False False 2,133,244
60 1,142.75 1,002.75 140.00 12.9% 24.00 2.2% 59% False False 1,547,211
80 1,211.50 1,002.75 208.75 19.2% 25.00 2.3% 39% False False 1,161,457
100 1,211.50 1,002.75 208.75 19.2% 22.25 2.1% 39% False False 929,448
120 1,211.50 1,002.75 208.75 19.2% 20.50 1.9% 39% False False 774,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,269.50
2.618 1,212.00
1.618 1,176.75
1.000 1,155.00
0.618 1,141.50
HIGH 1,119.75
0.618 1,106.25
0.500 1,102.00
0.382 1,098.00
LOW 1,084.50
0.618 1,062.75
1.000 1,049.25
1.618 1,027.50
2.618 992.25
4.250 934.75
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 1,102.00 1,105.50
PP 1,096.50 1,098.75
S1 1,090.75 1,092.00

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

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