E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 1,143.25 1,134.75 -8.50 -0.7% 1,144.00
High 1,144.00 1,158.75 14.75 1.3% 1,153.50
Low 1,127.00 1,132.75 5.75 0.5% 1,127.25
Close 1,134.75 1,154.75 20.00 1.8% 1,142.25
Range 17.00 26.00 9.00 52.9% 26.25
ATR 16.98 17.63 0.64 3.8% 0.00
Volume 1,847,307 2,202,180 354,873 19.2% 10,388,654
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,226.75 1,216.75 1,169.00
R3 1,200.75 1,190.75 1,162.00
R2 1,174.75 1,174.75 1,159.50
R1 1,164.75 1,164.75 1,157.25 1,169.75
PP 1,148.75 1,148.75 1,148.75 1,151.25
S1 1,138.75 1,138.75 1,152.25 1,143.75
S2 1,122.75 1,122.75 1,150.00
S3 1,096.75 1,112.75 1,147.50
S4 1,070.75 1,086.75 1,140.50
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,219.75 1,207.25 1,156.75
R3 1,193.50 1,181.00 1,149.50
R2 1,167.25 1,167.25 1,147.00
R1 1,154.75 1,154.75 1,144.75 1,148.00
PP 1,141.00 1,141.00 1,141.00 1,137.50
S1 1,128.50 1,128.50 1,139.75 1,121.50
S2 1,114.75 1,114.75 1,137.50
S3 1,088.50 1,102.25 1,135.00
S4 1,062.25 1,076.00 1,127.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,158.75 1,127.00 31.75 2.7% 17.75 1.5% 87% True False 2,158,613
10 1,158.75 1,117.25 41.50 3.6% 17.75 1.5% 90% True False 2,041,533
20 1,158.75 1,081.75 77.00 6.7% 16.00 1.4% 95% True False 1,870,895
40 1,158.75 1,032.50 126.25 10.9% 18.00 1.6% 97% True False 940,110
60 1,158.75 1,032.50 126.25 10.9% 18.50 1.6% 97% True False 627,821
80 1,158.75 998.75 160.00 13.9% 19.25 1.7% 98% True False 471,202
100 1,158.75 998.75 160.00 13.9% 21.25 1.8% 98% True False 376,979
120 1,208.00 998.75 209.25 18.1% 21.75 1.9% 75% False False 314,174
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 4.45
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,269.25
2.618 1,226.75
1.618 1,200.75
1.000 1,184.75
0.618 1,174.75
HIGH 1,158.75
0.618 1,148.75
0.500 1,145.75
0.382 1,142.75
LOW 1,132.75
0.618 1,116.75
1.000 1,106.75
1.618 1,090.75
2.618 1,064.75
4.250 1,022.25
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 1,151.75 1,150.75
PP 1,148.75 1,146.75
S1 1,145.75 1,143.00

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

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