E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 1,010.25 1,019.50 9.25 0.9% 1,071.75
High 1,033.50 1,055.00 21.50 2.1% 1,075.00
Low 998.75 1,011.75 13.00 1.3% 1,001.75
Close 1,019.50 1,054.75 35.25 3.5% 1,009.75
Range 34.75 43.25 8.50 24.5% 73.25
ATR 24.12 25.48 1.37 5.7% 0.00
Volume 1,198 2,084 886 74.0% 11,594
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,170.25 1,155.75 1,078.50
R3 1,127.00 1,112.50 1,066.75
R2 1,083.75 1,083.75 1,062.75
R1 1,069.25 1,069.25 1,058.75 1,076.50
PP 1,040.50 1,040.50 1,040.50 1,044.00
S1 1,026.00 1,026.00 1,050.75 1,033.25
S2 997.25 997.25 1,046.75
S3 954.00 982.75 1,042.75
S4 910.75 939.50 1,031.00
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,248.50 1,202.50 1,050.00
R3 1,175.25 1,129.25 1,030.00
R2 1,102.00 1,102.00 1,023.25
R1 1,056.00 1,056.00 1,016.50 1,042.50
PP 1,028.75 1,028.75 1,028.75 1,022.00
S1 982.75 982.75 1,003.00 969.00
S2 955.50 955.50 996.25
S3 882.25 909.50 989.50
S4 809.00 836.25 969.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,055.00 998.75 56.25 5.3% 28.50 2.7% 100% True False 2,545
10 1,093.50 998.75 94.75 9.0% 25.75 2.4% 59% False False 1,895
20 1,125.00 998.75 126.25 12.0% 23.25 2.2% 44% False False 1,113
40 1,164.75 998.75 166.00 15.7% 26.25 2.5% 34% False False 605
60 1,208.00 998.75 209.25 19.8% 25.00 2.4% 27% False False 449
80 1,208.00 998.75 209.25 19.8% 21.00 2.0% 27% False False 348
100 1,208.00 998.75 209.25 19.8% 17.50 1.7% 27% False False 289
120 1,208.00 998.75 209.25 19.8% 16.25 1.5% 27% False False 242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,238.75
2.618 1,168.25
1.618 1,125.00
1.000 1,098.25
0.618 1,081.75
HIGH 1,055.00
0.618 1,038.50
0.500 1,033.50
0.382 1,028.25
LOW 1,011.75
0.618 985.00
1.000 968.50
1.618 941.75
2.618 898.50
4.250 828.00
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 1,047.50 1,045.50
PP 1,040.50 1,036.25
S1 1,033.50 1,027.00

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

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