E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 1,087.25 1,087.00 -0.25 0.0% 1,066.50
High 1,094.25 1,090.25 -4.00 -0.4% 1,094.25
Low 1,072.00 1,054.75 -17.25 -1.6% 1,054.75
Close 1,085.75 1,058.50 -27.25 -2.5% 1,058.50
Range 22.25 35.50 13.25 59.6% 39.50
ATR 22.26 23.21 0.95 4.2% 0.00
Volume 2,854 2,469 -385 -13.5% 10,140
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,174.25 1,152.00 1,078.00
R3 1,138.75 1,116.50 1,068.25
R2 1,103.25 1,103.25 1,065.00
R1 1,081.00 1,081.00 1,061.75 1,074.50
PP 1,067.75 1,067.75 1,067.75 1,064.50
S1 1,045.50 1,045.50 1,055.25 1,039.00
S2 1,032.25 1,032.25 1,052.00
S3 996.75 1,010.00 1,048.75
S4 961.25 974.50 1,039.00
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,187.75 1,162.50 1,080.25
R3 1,148.25 1,123.00 1,069.25
R2 1,108.75 1,108.75 1,065.75
R1 1,083.50 1,083.50 1,062.00 1,076.50
PP 1,069.25 1,069.25 1,069.25 1,065.50
S1 1,044.00 1,044.00 1,055.00 1,037.00
S2 1,029.75 1,029.75 1,051.25
S3 990.25 1,004.50 1,047.75
S4 950.75 965.00 1,036.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,094.25 1,054.75 39.50 3.7% 21.25 2.0% 9% False True 2,028
10 1,094.25 998.75 95.50 9.0% 23.00 2.2% 63% False False 1,904
20 1,125.00 998.75 126.25 11.9% 22.50 2.1% 47% False False 1,708
40 1,125.00 998.75 126.25 11.9% 24.75 2.3% 47% False False 921
60 1,208.00 998.75 209.25 19.8% 25.50 2.4% 29% False False 668
80 1,208.00 998.75 209.25 19.8% 21.75 2.1% 29% False False 511
100 1,208.00 998.75 209.25 19.8% 18.50 1.7% 29% False False 427
120 1,208.00 998.75 209.25 19.8% 16.50 1.6% 29% False False 357
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 5.93
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,241.00
2.618 1,183.25
1.618 1,147.75
1.000 1,125.75
0.618 1,112.25
HIGH 1,090.25
0.618 1,076.75
0.500 1,072.50
0.382 1,068.25
LOW 1,054.75
0.618 1,032.75
1.000 1,019.25
1.618 997.25
2.618 961.75
4.250 904.00
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 1,072.50 1,074.50
PP 1,067.75 1,069.25
S1 1,063.25 1,063.75

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

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