E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 1,157.50 1,110.00 -47.50 -4.1% 1,182.50
High 1,159.50 1,125.25 -34.25 -3.0% 1,192.25
Low 1,084.25 1,088.75 4.50 0.4% 1,084.25
Close 1,114.00 1,098.50 -15.50 -1.4% 1,098.50
Range 75.25 36.50 -38.75 -51.5% 108.00
ATR 20.55 21.69 1.14 5.5% 0.00
Volume 53 160 107 201.9% 549
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 1,213.75 1,192.50 1,118.50
R3 1,177.25 1,156.00 1,108.50
R2 1,140.75 1,140.75 1,105.25
R1 1,119.50 1,119.50 1,101.75 1,112.00
PP 1,104.25 1,104.25 1,104.25 1,100.25
S1 1,083.00 1,083.00 1,095.25 1,075.50
S2 1,067.75 1,067.75 1,091.75
S3 1,031.25 1,046.50 1,088.50
S4 994.75 1,010.00 1,078.50
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1,449.00 1,381.75 1,158.00
R3 1,341.00 1,273.75 1,128.25
R2 1,233.00 1,233.00 1,118.25
R1 1,165.75 1,165.75 1,108.50 1,145.50
PP 1,125.00 1,125.00 1,125.00 1,114.75
S1 1,057.75 1,057.75 1,088.50 1,037.50
S2 1,017.00 1,017.00 1,078.75
S3 909.00 949.75 1,068.75
S4 801.00 841.75 1,039.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,192.25 1,084.25 108.00 9.8% 36.25 3.3% 13% False False 109
10 1,208.00 1,084.25 123.75 11.3% 28.25 2.6% 12% False False 126
20 1,208.00 1,084.25 123.75 11.3% 21.00 1.9% 12% False False 117
40 1,208.00 1,084.25 123.75 11.3% 14.75 1.4% 12% False False 80
60 1,208.00 1,051.50 156.50 14.2% 11.50 1.0% 30% False False 72
80 1,208.00 1,034.75 173.25 15.8% 10.75 1.0% 37% False False 55
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,280.50
2.618 1,220.75
1.618 1,184.25
1.000 1,161.75
0.618 1,147.75
HIGH 1,125.25
0.618 1,111.25
0.500 1,107.00
0.382 1,102.75
LOW 1,088.75
0.618 1,066.25
1.000 1,052.25
1.618 1,029.75
2.618 993.25
4.250 933.50
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 1,107.00 1,125.00
PP 1,104.25 1,116.00
S1 1,101.25 1,107.25

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

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