E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 1,106.00 1,098.00 -8.00 -0.7% 1,058.00
High 1,111.00 1,108.00 -3.00 -0.3% 1,096.50
Low 1,094.50 1,084.00 -10.50 -1.0% 1,046.50
Close 1,097.50 1,092.25 -5.25 -0.5% 1,096.00
Range 16.50 24.00 7.50 45.5% 50.00
ATR 21.64 21.81 0.17 0.8% 0.00
Volume 601 601 0 0.0% 27,425
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,166.75 1,153.50 1,105.50
R3 1,142.75 1,129.50 1,098.75
R2 1,118.75 1,118.75 1,096.75
R1 1,105.50 1,105.50 1,094.50 1,100.00
PP 1,094.75 1,094.75 1,094.75 1,092.00
S1 1,081.50 1,081.50 1,090.00 1,076.00
S2 1,070.75 1,070.75 1,087.75
S3 1,046.75 1,057.50 1,085.75
S4 1,022.75 1,033.50 1,079.00
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,229.75 1,212.75 1,123.50
R3 1,179.75 1,162.75 1,109.75
R2 1,129.75 1,129.75 1,105.25
R1 1,112.75 1,112.75 1,100.50 1,121.25
PP 1,079.75 1,079.75 1,079.75 1,084.00
S1 1,062.75 1,062.75 1,091.50 1,071.25
S2 1,029.75 1,029.75 1,086.75
S3 979.75 1,012.75 1,082.25
S4 929.75 962.75 1,068.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,114.00 1,079.75 34.25 3.1% 16.75 1.5% 36% False False 1,720
10 1,114.00 1,046.50 67.50 6.2% 22.25 2.0% 68% False False 3,513
20 1,114.00 998.75 115.25 10.6% 22.00 2.0% 81% False False 2,694
40 1,125.00 998.75 126.25 11.6% 22.25 2.0% 74% False False 1,726
60 1,165.50 998.75 166.75 15.3% 25.50 2.3% 56% False False 1,193
80 1,208.00 998.75 209.25 19.2% 23.25 2.1% 45% False False 918
100 1,208.00 998.75 209.25 19.2% 20.25 1.8% 45% False False 749
120 1,208.00 998.75 209.25 19.2% 17.50 1.6% 45% False False 628
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 5.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,210.00
2.618 1,170.75
1.618 1,146.75
1.000 1,132.00
0.618 1,122.75
HIGH 1,108.00
0.618 1,098.75
0.500 1,096.00
0.382 1,093.25
LOW 1,084.00
0.618 1,069.25
1.000 1,060.00
1.618 1,045.25
2.618 1,021.25
4.250 982.00
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 1,096.00 1,099.00
PP 1,094.75 1,096.75
S1 1,093.50 1,094.50

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

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