E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 1,094.25 1,097.75 3.50 0.3% 1,094.50
High 1,107.00 1,105.75 -1.25 -0.1% 1,107.00
Low 1,092.00 1,095.50 3.50 0.3% 1,081.75
Close 1,097.50 1,105.00 7.50 0.7% 1,105.00
Range 15.00 10.25 -4.75 -31.7% 25.25
ATR 19.53 18.87 -0.66 -3.4% 0.00
Volume 1,133,889 1,530,259 396,370 35.0% 3,026,516
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,132.75 1,129.25 1,110.75
R3 1,122.50 1,119.00 1,107.75
R2 1,112.25 1,112.25 1,107.00
R1 1,108.75 1,108.75 1,106.00 1,110.50
PP 1,102.00 1,102.00 1,102.00 1,103.00
S1 1,098.50 1,098.50 1,104.00 1,100.25
S2 1,091.75 1,091.75 1,103.00
S3 1,081.50 1,088.25 1,102.25
S4 1,071.25 1,078.00 1,099.25
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,173.75 1,164.50 1,119.00
R3 1,148.50 1,139.25 1,112.00
R2 1,123.25 1,123.25 1,109.75
R1 1,114.00 1,114.00 1,107.25 1,118.50
PP 1,098.00 1,098.00 1,098.00 1,100.25
S1 1,088.75 1,088.75 1,102.75 1,093.50
S2 1,072.75 1,072.75 1,100.25
S3 1,047.50 1,063.50 1,098.00
S4 1,022.25 1,038.25 1,091.00
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 1,081.25 25.75 2.3% 15.25 1.4% 92% False False 607,968
10 1,107.00 1,032.50 74.50 6.7% 19.25 1.7% 97% False False 310,413
20 1,107.00 1,032.50 74.50 6.7% 18.75 1.7% 97% False False 158,150
40 1,122.50 1,032.50 90.00 8.1% 19.25 1.7% 81% False False 80,794
60 1,125.00 998.75 126.25 11.4% 20.00 1.8% 84% False False 54,393
80 1,125.00 998.75 126.25 11.4% 21.75 2.0% 84% False False 40,834
100 1,208.00 998.75 209.25 18.9% 23.00 2.1% 51% False False 32,694
120 1,208.00 998.75 209.25 18.9% 20.75 1.9% 51% False False 27,251
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.75
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,149.25
2.618 1,132.50
1.618 1,122.25
1.000 1,116.00
0.618 1,112.00
HIGH 1,105.75
0.618 1,101.75
0.500 1,100.50
0.382 1,099.50
LOW 1,095.50
0.618 1,089.25
1.000 1,085.25
1.618 1,079.00
2.618 1,068.75
4.250 1,052.00
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 1,103.50 1,101.50
PP 1,102.00 1,098.00
S1 1,100.50 1,094.50

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

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