E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 1,086.25 1,094.25 8.00 0.7% 1,058.50
High 1,097.75 1,107.00 9.25 0.8% 1,099.50
Low 1,081.75 1,092.00 10.25 0.9% 1,032.75
Close 1,094.50 1,097.50 3.00 0.3% 1,098.50
Range 16.00 15.00 -1.00 -6.3% 66.75
ATR 19.88 19.53 -0.35 -1.8% 0.00
Volume 322,727 1,133,889 811,162 251.3% 71,886
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,143.75 1,135.75 1,105.75
R3 1,128.75 1,120.75 1,101.50
R2 1,113.75 1,113.75 1,100.25
R1 1,105.75 1,105.75 1,099.00 1,109.75
PP 1,098.75 1,098.75 1,098.75 1,101.00
S1 1,090.75 1,090.75 1,096.00 1,094.75
S2 1,083.75 1,083.75 1,094.75
S3 1,068.75 1,075.75 1,093.50
S4 1,053.75 1,060.75 1,089.25
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 1,107.00 1,071.50 35.50 3.2% 16.00 1.5% 73% True False 304,638
10 1,107.00 1,032.50 74.50 6.8% 20.00 1.8% 87% True False 158,525
20 1,107.00 1,032.50 74.50 6.8% 19.25 1.7% 87% True False 81,926
40 1,122.50 1,032.50 90.00 8.2% 19.50 1.8% 72% False False 42,609
60 1,125.00 998.75 126.25 11.5% 20.00 1.8% 78% False False 28,892
80 1,138.00 998.75 139.25 12.7% 22.00 2.0% 71% False False 21,706
100 1,208.00 998.75 209.25 19.1% 23.00 2.1% 47% False False 17,392
120 1,208.00 998.75 209.25 19.1% 20.75 1.9% 47% False False 14,499
Crabel Price Patterns
NR True
NR4 True
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 5.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,170.75
2.618 1,146.25
1.618 1,131.25
1.000 1,122.00
0.618 1,116.25
HIGH 1,107.00
0.618 1,101.25
0.500 1,099.50
0.382 1,097.75
LOW 1,092.00
0.618 1,082.75
1.000 1,077.00
1.618 1,067.75
2.618 1,052.75
4.250 1,028.25
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 1,099.50 1,096.50
PP 1,098.75 1,095.50
S1 1,098.25 1,094.50

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

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