E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 1,121.00 1,122.75 1.75 0.2% 1,110.00
High 1,124.00 1,132.75 8.75 0.8% 1,132.75
Low 1,112.75 1,117.00 4.25 0.4% 1,108.00
Close 1,122.50 1,119.75 -2.75 -0.2% 1,119.75
Range 11.25 15.75 4.50 40.0% 24.75
ATR 17.21 17.11 -0.10 -0.6% 0.00
Volume 1,866,295 1,929,510 63,215 3.4% 10,149,265
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,170.50 1,160.75 1,128.50
R3 1,154.75 1,145.00 1,124.00
R2 1,139.00 1,139.00 1,122.75
R1 1,129.25 1,129.25 1,121.25 1,126.25
PP 1,123.25 1,123.25 1,123.25 1,121.50
S1 1,113.50 1,113.50 1,118.25 1,110.50
S2 1,107.50 1,107.50 1,116.75
S3 1,091.75 1,097.75 1,115.50
S4 1,076.00 1,082.00 1,111.00
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,194.50 1,181.75 1,133.25
R3 1,169.75 1,157.00 1,126.50
R2 1,145.00 1,145.00 1,124.25
R1 1,132.25 1,132.25 1,122.00 1,138.50
PP 1,120.25 1,120.25 1,120.25 1,123.25
S1 1,107.50 1,107.50 1,117.50 1,114.00
S2 1,095.50 1,095.50 1,115.25
S3 1,070.75 1,082.75 1,113.00
S4 1,046.00 1,058.00 1,106.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,132.75 1,108.00 24.75 2.2% 12.50 1.1% 47% True False 2,029,853
10 1,132.75 1,081.25 51.50 4.6% 14.00 1.2% 75% True False 1,318,910
20 1,132.75 1,032.50 100.25 9.0% 17.25 1.5% 87% True False 664,908
40 1,132.75 1,032.50 100.25 9.0% 17.50 1.6% 87% True False 333,863
60 1,132.75 998.75 134.00 12.0% 19.50 1.7% 90% True False 223,502
80 1,132.75 998.75 134.00 12.0% 20.50 1.8% 90% True False 167,689
100 1,198.50 998.75 199.75 17.8% 22.50 2.0% 61% False False 134,177
120 1,208.00 998.75 209.25 18.7% 21.00 1.9% 58% False False 111,828
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 4.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,199.75
2.618 1,174.00
1.618 1,158.25
1.000 1,148.50
0.618 1,142.50
HIGH 1,132.75
0.618 1,126.75
0.500 1,125.00
0.382 1,123.00
LOW 1,117.00
0.618 1,107.25
1.000 1,101.25
1.618 1,091.50
2.618 1,075.75
4.250 1,050.00
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 1,125.00 1,121.00
PP 1,123.25 1,120.50
S1 1,121.50 1,120.00

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

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