E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 1,084.25 1,094.50 10.25 0.9% 1,058.50
High 1,099.50 1,102.25 2.75 0.3% 1,099.50
Low 1,081.25 1,085.00 3.75 0.3% 1,032.75
Close 1,098.50 1,086.25 -12.25 -1.1% 1,098.50
Range 18.25 17.25 -1.00 -5.5% 66.75
ATR 20.40 20.18 -0.23 -1.1% 0.00
Volume 13,327 39,641 26,314 197.4% 71,886
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,143.00 1,131.75 1,095.75
R3 1,125.75 1,114.50 1,091.00
R2 1,108.50 1,108.50 1,089.50
R1 1,097.25 1,097.25 1,087.75 1,094.25
PP 1,091.25 1,091.25 1,091.25 1,089.50
S1 1,080.00 1,080.00 1,084.75 1,077.00
S2 1,074.00 1,074.00 1,083.00
S3 1,056.75 1,062.75 1,081.50
S4 1,039.50 1,045.50 1,076.75
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,277.25 1,254.50 1,135.25
R3 1,210.50 1,187.75 1,116.75
R2 1,143.75 1,143.75 1,110.75
R1 1,121.00 1,121.00 1,104.50 1,132.50
PP 1,077.00 1,077.00 1,077.00 1,082.50
S1 1,054.25 1,054.25 1,092.50 1,065.50
S2 1,010.25 1,010.25 1,086.25
S3 943.50 987.50 1,080.25
S4 876.75 920.75 1,061.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,102.25 1,032.75 69.50 6.4% 19.50 1.8% 77% True False 19,476
10 1,102.25 1,032.50 69.75 6.4% 21.25 1.9% 77% True False 14,589
20 1,120.50 1,032.50 88.00 8.1% 20.25 1.9% 61% False False 9,324
40 1,122.50 1,032.50 90.00 8.3% 19.75 1.8% 60% False False 6,284
60 1,125.00 998.75 126.25 11.6% 20.25 1.9% 69% False False 4,638
80 1,149.75 998.75 151.00 13.9% 22.50 2.1% 58% False False 3,500
100 1,208.00 998.75 209.25 19.3% 23.00 2.1% 42% False False 2,830
120 1,208.00 998.75 209.25 19.3% 20.75 1.9% 42% False False 2,361
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,175.50
2.618 1,147.50
1.618 1,130.25
1.000 1,119.50
0.618 1,113.00
HIGH 1,102.25
0.618 1,095.75
0.500 1,093.50
0.382 1,091.50
LOW 1,085.00
0.618 1,074.25
1.000 1,067.75
1.618 1,057.00
2.618 1,039.75
4.250 1,011.75
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 1,093.50 1,087.00
PP 1,091.25 1,086.75
S1 1,088.75 1,086.50

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

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