E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 1,135.00 1,130.00 -5.00 -0.4% 1,110.00
High 1,140.25 1,134.50 -5.75 -0.5% 1,132.75
Low 1,126.50 1,117.25 -9.25 -0.8% 1,108.00
Close 1,129.75 1,120.50 -9.25 -0.8% 1,119.75
Range 13.75 17.25 3.50 25.5% 24.75
ATR 17.02 17.04 0.02 0.1% 0.00
Volume 1,952,141 2,183,277 231,136 11.8% 10,149,265
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,175.75 1,165.50 1,130.00
R3 1,158.50 1,148.25 1,125.25
R2 1,141.25 1,141.25 1,123.75
R1 1,131.00 1,131.00 1,122.00 1,127.50
PP 1,124.00 1,124.00 1,124.00 1,122.50
S1 1,113.75 1,113.75 1,119.00 1,110.25
S2 1,106.75 1,106.75 1,117.25
S3 1,089.50 1,096.50 1,115.75
S4 1,072.25 1,079.25 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 1,144.00 1,117.00 27.00 2.4% 16.75 1.5% 13% False False 1,986,274
10 1,144.00 1,095.50 48.50 4.3% 14.00 1.3% 52% False False 1,968,138
20 1,144.00 1,032.50 111.50 10.0% 17.00 1.5% 79% False False 1,063,331
40 1,144.00 1,032.50 111.50 10.0% 17.75 1.6% 79% False False 533,709
60 1,144.00 998.75 145.25 13.0% 19.00 1.7% 84% False False 356,782
80 1,144.00 998.75 145.25 13.0% 20.00 1.8% 84% False False 267,710
100 1,190.25 998.75 191.50 17.1% 22.50 2.0% 64% False False 214,193
120 1,208.00 998.75 209.25 18.7% 21.25 1.9% 58% False False 178,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,207.75
2.618 1,179.75
1.618 1,162.50
1.000 1,151.75
0.618 1,145.25
HIGH 1,134.50
0.618 1,128.00
0.500 1,126.00
0.382 1,123.75
LOW 1,117.25
0.618 1,106.50
1.000 1,100.00
1.618 1,089.25
2.618 1,072.00
4.250 1,044.00
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 1,126.00 1,130.50
PP 1,124.00 1,127.25
S1 1,122.25 1,124.00

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

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