E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 1,043.75 1,064.50 20.75 2.0% 1,070.00
High 1,064.50 1,072.75 8.25 0.8% 1,080.25
Low 1,037.25 1,044.50 7.25 0.7% 1,037.00
Close 1,063.75 1,045.00 -18.75 -1.8% 1,063.75
Range 27.25 28.25 1.00 3.7% 43.25
ATR 20.25 20.83 0.57 2.8% 0.00
Volume 2,540,909 1,486,076 -1,054,833 -41.5% 11,017,029
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,138.75 1,120.25 1,060.50
R3 1,110.50 1,092.00 1,052.75
R2 1,082.25 1,082.25 1,050.25
R1 1,063.75 1,063.75 1,047.50 1,059.00
PP 1,054.00 1,054.00 1,054.00 1,051.75
S1 1,035.50 1,035.50 1,042.50 1,030.50
S2 1,025.75 1,025.75 1,039.75
S3 997.50 1,007.25 1,037.25
S4 969.25 979.00 1,029.50
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,190.00 1,170.25 1,087.50
R3 1,146.75 1,127.00 1,075.75
R2 1,103.50 1,103.50 1,071.75
R1 1,083.75 1,083.75 1,067.75 1,072.00
PP 1,060.25 1,060.25 1,060.25 1,054.50
S1 1,040.50 1,040.50 1,059.75 1,028.75
S2 1,017.00 1,017.00 1,055.75
S3 973.75 997.25 1,051.75
S4 930.50 954.00 1,040.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,072.75 1,037.00 35.75 3.4% 23.25 2.2% 22% True False 2,190,153
10 1,098.50 1,037.00 61.50 5.9% 21.25 2.0% 13% False False 2,033,329
20 1,127.75 1,037.00 90.75 8.7% 19.25 1.8% 9% False False 1,893,227
40 1,127.75 1,002.75 125.00 12.0% 20.75 2.0% 34% False False 1,972,631
60 1,129.50 1,002.75 126.75 12.1% 21.25 2.0% 33% False False 1,969,348
80 1,170.00 1,002.75 167.25 16.0% 24.00 2.3% 25% False False 1,481,063
100 1,211.50 1,002.75 208.75 20.0% 23.50 2.3% 20% False False 1,185,287
120 1,211.50 1,002.75 208.75 20.0% 21.50 2.1% 20% False False 987,908
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 5.63
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,192.75
2.618 1,146.75
1.618 1,118.50
1.000 1,101.00
0.618 1,090.25
HIGH 1,072.75
0.618 1,062.00
0.500 1,058.50
0.382 1,055.25
LOW 1,044.50
0.618 1,027.00
1.000 1,016.25
1.618 998.75
2.618 970.50
4.250 924.50
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 1,058.50 1,055.00
PP 1,054.00 1,051.75
S1 1,049.50 1,048.25

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

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