E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 1,101.75 1,104.75 3.00 0.3% 1,118.00
High 1,113.00 1,106.75 -6.25 -0.6% 1,164.75
Low 1,090.75 1,059.25 -31.50 -2.9% 1,113.75
Close 1,101.25 1,061.25 -40.00 -3.6% 1,126.75
Range 22.25 47.50 25.25 113.5% 51.00
ATR 25.43 27.00 1.58 6.2% 0.00
Volume 589 61 -528 -89.6% 902
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 1,218.25 1,187.25 1,087.50
R3 1,170.75 1,139.75 1,074.25
R2 1,123.25 1,123.25 1,070.00
R1 1,092.25 1,092.25 1,065.50 1,084.00
PP 1,075.75 1,075.75 1,075.75 1,071.50
S1 1,044.75 1,044.75 1,057.00 1,036.50
S2 1,028.25 1,028.25 1,052.50
S3 980.75 997.25 1,048.25
S4 933.25 949.75 1,035.00
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1,288.00 1,258.50 1,154.75
R3 1,237.00 1,207.50 1,140.75
R2 1,186.00 1,186.00 1,136.00
R1 1,156.50 1,156.50 1,131.50 1,171.25
PP 1,135.00 1,135.00 1,135.00 1,142.50
S1 1,105.50 1,105.50 1,122.00 1,120.25
S2 1,084.00 1,084.00 1,117.50
S3 1,033.00 1,054.50 1,112.75
S4 982.00 1,003.50 1,098.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,149.75 1,059.25 90.50 8.5% 33.00 3.1% 2% False True 153
10 1,164.75 1,059.25 105.50 9.9% 31.50 3.0% 2% False True 179
20 1,208.00 1,059.25 148.75 14.0% 29.00 2.7% 1% False True 165
40 1,208.00 1,059.25 148.75 14.0% 19.75 1.9% 1% False True 102
60 1,208.00 1,059.25 148.75 14.0% 15.00 1.4% 1% False True 98
80 1,208.00 1,034.75 173.25 16.3% 13.00 1.2% 15% False False 75
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 6.10
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,308.50
2.618 1,231.00
1.618 1,183.50
1.000 1,154.25
0.618 1,136.00
HIGH 1,106.75
0.618 1,088.50
0.500 1,083.00
0.382 1,077.50
LOW 1,059.25
0.618 1,030.00
1.000 1,011.75
1.618 982.50
2.618 935.00
4.250 857.50
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 1,083.00 1,098.50
PP 1,075.75 1,086.25
S1 1,068.50 1,073.75

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

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