E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 1,050.00 1,055.25 5.25 0.5% 1,077.50
High 1,057.75 1,061.75 4.00 0.4% 1,098.50
Low 1,037.00 1,043.00 6.00 0.6% 1,061.75
Close 1,054.50 1,044.75 -9.75 -0.9% 1,070.25
Range 20.75 18.75 -2.00 -9.6% 36.75
ATR 19.79 19.72 -0.07 -0.4% 0.00
Volume 2,469,673 1,990,651 -479,022 -19.4% 9,439,919
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,106.00 1,094.25 1,055.00
R3 1,087.25 1,075.50 1,050.00
R2 1,068.50 1,068.50 1,048.25
R1 1,056.75 1,056.75 1,046.50 1,053.25
PP 1,049.75 1,049.75 1,049.75 1,048.00
S1 1,038.00 1,038.00 1,043.00 1,034.50
S2 1,031.00 1,031.00 1,041.25
S3 1,012.25 1,019.25 1,039.50
S4 993.50 1,000.50 1,034.50
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,187.00 1,165.50 1,090.50
R3 1,150.25 1,128.75 1,080.25
R2 1,113.50 1,113.50 1,077.00
R1 1,092.00 1,092.00 1,073.50 1,084.50
PP 1,076.75 1,076.75 1,076.75 1,073.00
S1 1,055.25 1,055.25 1,067.00 1,047.50
S2 1,040.00 1,040.00 1,063.50
S3 1,003.25 1,018.50 1,060.25
S4 966.50 981.75 1,050.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,080.25 1,037.00 43.25 4.1% 18.25 1.8% 18% False False 2,056,519
10 1,098.50 1,037.00 61.50 5.9% 18.75 1.8% 13% False False 1,939,543
20 1,127.75 1,037.00 90.75 8.7% 18.50 1.8% 9% False False 1,911,062
40 1,127.75 1,002.75 125.00 12.0% 20.50 2.0% 34% False False 2,021,380
60 1,129.50 1,002.75 126.75 12.1% 21.50 2.0% 33% False False 1,903,867
80 1,170.25 1,002.75 167.50 16.0% 25.00 2.4% 25% False False 1,430,840
100 1,211.50 1,002.75 208.75 20.0% 23.25 2.2% 20% False False 1,145,073
120 1,211.50 1,002.75 208.75 20.0% 21.25 2.0% 20% False False 954,350
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,141.50
2.618 1,110.75
1.618 1,092.00
1.000 1,080.50
0.618 1,073.25
HIGH 1,061.75
0.618 1,054.50
0.500 1,052.50
0.382 1,050.25
LOW 1,043.00
0.618 1,031.50
1.000 1,024.25
1.618 1,012.75
2.618 994.00
4.250 963.25
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 1,052.50 1,051.50
PP 1,049.75 1,049.25
S1 1,047.25 1,047.00

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

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