E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 1,120.75 1,120.75 0.00 0.0% 1,103.75
High 1,127.50 1,126.50 -1.00 -0.1% 1,112.00
Low 1,115.00 1,114.00 -1.00 -0.1% 1,086.25
Close 1,120.75 1,125.75 5.00 0.4% 1,109.75
Range 12.50 12.50 0.00 0.0% 25.75
ATR 18.40 17.98 -0.42 -2.3% 0.00
Volume 636,121 536,325 -99,796 -15.7% 6,521,069
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,159.50 1,155.25 1,132.50
R3 1,147.00 1,142.75 1,129.25
R2 1,134.50 1,134.50 1,128.00
R1 1,130.25 1,130.25 1,127.00 1,132.50
PP 1,122.00 1,122.00 1,122.00 1,123.25
S1 1,117.75 1,117.75 1,124.50 1,120.00
S2 1,109.50 1,109.50 1,123.50
S3 1,097.00 1,105.25 1,122.25
S4 1,084.50 1,092.75 1,119.00
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,180.00 1,170.50 1,124.00
R3 1,154.25 1,144.75 1,116.75
R2 1,128.50 1,128.50 1,114.50
R1 1,119.00 1,119.00 1,112.00 1,123.75
PP 1,102.75 1,102.75 1,102.75 1,105.00
S1 1,093.25 1,093.25 1,107.50 1,098.00
S2 1,077.00 1,077.00 1,105.00
S3 1,051.25 1,067.50 1,102.75
S4 1,025.50 1,041.75 1,095.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,127.50 1,096.75 30.75 2.7% 12.50 1.1% 94% False False 913,328
10 1,127.50 1,050.75 76.75 6.8% 16.00 1.4% 98% False False 1,455,479
20 1,127.50 1,037.00 90.50 8.0% 18.25 1.6% 98% False False 1,781,237
40 1,127.75 1,037.00 90.75 8.1% 18.75 1.7% 98% False False 1,832,847
60 1,127.75 1,002.75 125.00 11.1% 20.25 1.8% 98% False False 1,974,010
80 1,129.50 1,002.75 126.75 11.3% 21.75 1.9% 97% False False 1,693,468
100 1,211.50 1,002.75 208.75 18.5% 23.75 2.1% 59% False False 1,355,789
120 1,211.50 1,002.75 208.75 18.5% 21.75 1.9% 59% False False 1,130,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.53
Fibonacci Retracements and Extensions
4.250 1,179.50
2.618 1,159.25
1.618 1,146.75
1.000 1,139.00
0.618 1,134.25
HIGH 1,126.50
0.618 1,121.75
0.500 1,120.25
0.382 1,118.75
LOW 1,114.00
0.618 1,106.25
1.000 1,101.50
1.618 1,093.75
2.618 1,081.25
4.250 1,061.00
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 1,124.00 1,123.75
PP 1,122.00 1,121.75
S1 1,120.25 1,119.75

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

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