E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 1,146.50 1,133.75 -12.75 -1.1% 1,182.50
High 1,159.50 1,161.50 2.00 0.2% 1,192.25
Low 1,133.00 1,133.25 0.25 0.0% 1,084.25
Close 1,143.50 1,160.75 17.25 1.5% 1,098.50
Range 26.50 28.25 1.75 6.6% 108.00
ATR 24.24 24.53 0.29 1.2% 0.00
Volume 150 168 18 12.0% 549
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 1,236.50 1,227.00 1,176.25
R3 1,208.25 1,198.75 1,168.50
R2 1,180.00 1,180.00 1,166.00
R1 1,170.50 1,170.50 1,163.25 1,175.25
PP 1,151.75 1,151.75 1,151.75 1,154.25
S1 1,142.25 1,142.25 1,158.25 1,147.00
S2 1,123.50 1,123.50 1,155.50
S3 1,095.25 1,114.00 1,153.00
S4 1,067.00 1,085.75 1,145.25
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 1,161.50 1,084.25 77.25 6.7% 41.25 3.6% 99% True False 195
10 1,198.50 1,084.25 114.25 9.8% 31.75 2.7% 67% False False 140
20 1,208.00 1,084.25 123.75 10.7% 24.25 2.1% 62% False False 148
40 1,208.00 1,084.25 123.75 10.7% 16.75 1.4% 62% False False 81
60 1,208.00 1,078.50 129.50 11.2% 12.50 1.1% 64% False False 84
80 1,208.00 1,034.75 173.25 14.9% 11.75 1.0% 73% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,281.50
2.618 1,235.50
1.618 1,207.25
1.000 1,189.75
0.618 1,179.00
HIGH 1,161.50
0.618 1,150.75
0.500 1,147.50
0.382 1,144.00
LOW 1,133.25
0.618 1,115.75
1.000 1,105.00
1.618 1,087.50
2.618 1,059.25
4.250 1,013.25
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 1,156.25 1,153.00
PP 1,151.75 1,145.25
S1 1,147.50 1,137.50

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

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