E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 1,104.75 1,060.00 -44.75 -4.1% 1,135.00
High 1,106.75 1,079.50 -27.25 -2.5% 1,138.00
Low 1,059.25 1,043.75 -15.50 -1.5% 1,043.75
Close 1,061.25 1,076.00 14.75 1.4% 1,076.00
Range 47.50 35.75 -11.75 -24.7% 94.25
ATR 27.00 27.63 0.62 2.3% 0.00
Volume 61 82 21 34.4% 813
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 1,173.75 1,160.50 1,095.75
R3 1,138.00 1,124.75 1,085.75
R2 1,102.25 1,102.25 1,082.50
R1 1,089.00 1,089.00 1,079.25 1,095.50
PP 1,066.50 1,066.50 1,066.50 1,069.75
S1 1,053.25 1,053.25 1,072.75 1,060.00
S2 1,030.75 1,030.75 1,069.50
S3 995.00 1,017.50 1,066.25
S4 959.25 981.75 1,056.25
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1,368.75 1,316.50 1,127.75
R3 1,274.50 1,222.25 1,102.00
R2 1,180.25 1,180.25 1,093.25
R1 1,128.00 1,128.00 1,084.75 1,107.00
PP 1,086.00 1,086.00 1,086.00 1,075.50
S1 1,033.75 1,033.75 1,067.25 1,012.75
S2 991.75 991.75 1,058.75
S3 897.50 939.50 1,050.00
S4 803.25 845.25 1,024.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,138.00 1,043.75 94.25 8.8% 33.50 3.1% 34% False True 162
10 1,164.75 1,043.75 121.00 11.2% 31.50 2.9% 27% False True 171
20 1,208.00 1,043.75 164.25 15.3% 30.00 2.8% 20% False True 148
40 1,208.00 1,043.75 164.25 15.3% 20.25 1.9% 20% False True 104
60 1,208.00 1,043.75 164.25 15.3% 15.75 1.5% 20% False True 99
80 1,208.00 1,034.75 173.25 16.1% 13.25 1.2% 24% False False 76
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 6.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,231.50
2.618 1,173.00
1.618 1,137.25
1.000 1,115.25
0.618 1,101.50
HIGH 1,079.50
0.618 1,065.75
0.500 1,061.50
0.382 1,057.50
LOW 1,043.75
0.618 1,021.75
1.000 1,008.00
1.618 986.00
2.618 950.25
4.250 891.75
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 1,071.25 1,078.50
PP 1,066.50 1,077.50
S1 1,061.50 1,076.75

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

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