E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 1,058.50 1,040.00 -18.50 -1.7% 1,065.00
High 1,067.75 1,049.00 -18.75 -1.8% 1,075.25
Low 1,040.00 1,032.75 -7.25 -0.7% 1,032.50
Close 1,040.00 1,043.25 3.25 0.3% 1,058.75
Range 27.75 16.25 -11.50 -41.4% 42.75
ATR 20.37 20.08 -0.29 -1.4% 0.00
Volume 14,147 11,631 -2,516 -17.8% 41,993
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,090.50 1,083.00 1,052.25
R3 1,074.25 1,066.75 1,047.75
R2 1,058.00 1,058.00 1,046.25
R1 1,050.50 1,050.50 1,044.75 1,054.25
PP 1,041.75 1,041.75 1,041.75 1,043.50
S1 1,034.25 1,034.25 1,041.75 1,038.00
S2 1,025.50 1,025.50 1,040.25
S3 1,009.25 1,018.00 1,038.75
S4 993.00 1,001.75 1,034.25
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% 21.75 2.1% 30% False False 10,992
10 1,093.50 1,032.50 61.00 5.8% 20.00 1.9% 18% False False 8,509
20 1,122.50 1,032.50 90.00 8.6% 19.00 1.8% 12% False False 5,719
40 1,122.50 1,011.75 110.75 10.6% 19.75 1.9% 28% False False 4,314
60 1,125.00 998.75 126.25 12.1% 20.50 2.0% 35% False False 3,215
80 1,164.75 998.75 166.00 15.9% 23.00 2.2% 27% False False 2,439
100 1,208.00 998.75 209.25 20.1% 22.50 2.2% 21% False False 1,974
120 1,208.00 998.75 209.25 20.1% 20.25 1.9% 21% False False 1,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,118.00
2.618 1,091.50
1.618 1,075.25
1.000 1,065.25
0.618 1,059.00
HIGH 1,049.00
0.618 1,042.75
0.500 1,041.00
0.382 1,039.00
LOW 1,032.75
0.618 1,022.75
1.000 1,016.50
1.618 1,006.50
2.618 990.25
4.250 963.75
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 1,042.50 1,050.00
PP 1,041.75 1,047.75
S1 1,041.00 1,045.50

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

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