E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 1,038.00 1,058.50 20.50 2.0% 1,065.00
High 1,059.25 1,067.75 8.50 0.8% 1,075.25
Low 1,032.50 1,040.00 7.50 0.7% 1,032.50
Close 1,058.75 1,040.00 -18.75 -1.8% 1,058.75
Range 26.75 27.75 1.00 3.7% 42.75
ATR 19.80 20.37 0.57 2.9% 0.00
Volume 5,733 14,147 8,414 146.8% 41,993
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,132.50 1,114.00 1,055.25
R3 1,104.75 1,086.25 1,047.75
R2 1,077.00 1,077.00 1,045.00
R1 1,058.50 1,058.50 1,042.50 1,054.00
PP 1,049.25 1,049.25 1,049.25 1,047.00
S1 1,030.75 1,030.75 1,037.50 1,026.00
S2 1,021.50 1,021.50 1,035.00
S3 993.75 1,003.00 1,032.25
S4 966.00 975.25 1,024.75
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,183.75 1,164.00 1,082.25
R3 1,141.00 1,121.25 1,070.50
R2 1,098.25 1,098.25 1,066.50
R1 1,078.50 1,078.50 1,062.75 1,067.00
PP 1,055.50 1,055.50 1,055.50 1,049.75
S1 1,035.75 1,035.75 1,054.75 1,024.25
S2 1,012.75 1,012.75 1,051.00
S3 970.00 993.00 1,047.00
S4 927.25 950.25 1,035.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,067.75 1,032.50 35.25 3.4% 23.00 2.2% 21% True False 9,703
10 1,093.50 1,032.50 61.00 5.9% 20.75 2.0% 12% False False 7,455
20 1,122.50 1,032.50 90.00 8.7% 18.50 1.8% 8% False False 5,299
40 1,122.50 998.75 123.75 11.9% 20.25 1.9% 33% False False 4,053
60 1,125.00 998.75 126.25 12.1% 20.75 2.0% 33% False False 3,022
80 1,164.75 998.75 166.00 16.0% 23.25 2.2% 25% False False 2,295
100 1,208.00 998.75 209.25 20.1% 22.50 2.2% 20% False False 1,858
120 1,208.00 998.75 209.25 20.1% 20.25 1.9% 20% False False 1,556
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 5.60
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,185.75
2.618 1,140.50
1.618 1,112.75
1.000 1,095.50
0.618 1,085.00
HIGH 1,067.75
0.618 1,057.25
0.500 1,054.00
0.382 1,050.50
LOW 1,040.00
0.618 1,022.75
1.000 1,012.25
1.618 995.00
2.618 967.25
4.250 922.00
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 1,054.00 1,050.00
PP 1,049.25 1,046.75
S1 1,044.50 1,043.50

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

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