E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 1,117.00 1,113.00 -4.00 -0.4% 1,097.00
High 1,117.75 1,121.00 3.25 0.3% 1,114.00
Low 1,109.00 1,108.00 -1.00 -0.1% 1,079.00
Close 1,113.50 1,120.00 6.50 0.6% 1,093.50
Range 8.75 13.00 4.25 48.6% 35.00
ATR 21.01 20.44 -0.57 -2.7% 0.00
Volume 3,248 4,177 929 28.6% 6,761
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,155.25 1,150.75 1,127.25
R3 1,142.25 1,137.75 1,123.50
R2 1,129.25 1,129.25 1,122.50
R1 1,124.75 1,124.75 1,121.25 1,127.00
PP 1,116.25 1,116.25 1,116.25 1,117.50
S1 1,111.75 1,111.75 1,118.75 1,114.00
S2 1,103.25 1,103.25 1,117.50
S3 1,090.25 1,098.75 1,116.50
S4 1,077.25 1,085.75 1,112.75
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,200.50 1,182.00 1,112.75
R3 1,165.50 1,147.00 1,103.00
R2 1,130.50 1,130.50 1,100.00
R1 1,112.00 1,112.00 1,096.75 1,103.75
PP 1,095.50 1,095.50 1,095.50 1,091.50
S1 1,077.00 1,077.00 1,090.25 1,068.75
S2 1,060.50 1,060.50 1,087.00
S3 1,025.50 1,042.00 1,084.00
S4 990.50 1,007.00 1,074.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,121.00 1,079.00 42.00 3.8% 17.50 1.6% 98% True False 2,885
10 1,121.00 1,056.50 64.50 5.8% 18.00 1.6% 98% True False 2,935
20 1,121.00 1,046.50 74.50 6.7% 19.00 1.7% 99% True False 3,013
40 1,125.00 998.75 126.25 11.3% 21.25 1.9% 96% False False 2,063
60 1,164.75 998.75 166.00 14.8% 23.75 2.1% 73% False False 1,407
80 1,208.00 998.75 209.25 18.7% 23.50 2.1% 58% False False 1,090
100 1,208.00 998.75 209.25 18.7% 20.50 1.8% 58% False False 881
120 1,208.00 998.75 209.25 18.7% 17.75 1.6% 58% False False 743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,176.25
2.618 1,155.00
1.618 1,142.00
1.000 1,134.00
0.618 1,129.00
HIGH 1,121.00
0.618 1,116.00
0.500 1,114.50
0.382 1,113.00
LOW 1,108.00
0.618 1,100.00
1.000 1,095.00
1.618 1,087.00
2.618 1,074.00
4.250 1,052.75
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 1,118.25 1,116.50
PP 1,116.25 1,112.75
S1 1,114.50 1,109.25

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

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