E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 1,161.50 1,162.50 1.00 0.1% 1,143.25
High 1,165.00 1,169.00 4.00 0.3% 1,164.00
Low 1,157.75 1,151.75 -6.00 -0.5% 1,127.00
Close 1,162.25 1,164.50 2.25 0.2% 1,160.50
Range 7.25 17.25 10.00 137.9% 37.00
ATR 16.38 16.44 0.06 0.4% 0.00
Volume 1,005,696 1,908,021 902,325 89.7% 9,722,421
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,213.50 1,206.25 1,174.00
R3 1,196.25 1,189.00 1,169.25
R2 1,179.00 1,179.00 1,167.75
R1 1,171.75 1,171.75 1,166.00 1,175.50
PP 1,161.75 1,161.75 1,161.75 1,163.50
S1 1,154.50 1,154.50 1,163.00 1,158.00
S2 1,144.50 1,144.50 1,161.25
S3 1,127.25 1,137.25 1,159.75
S4 1,110.00 1,120.00 1,155.00
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,261.50 1,248.00 1,180.75
R3 1,224.50 1,211.00 1,170.75
R2 1,187.50 1,187.50 1,167.25
R1 1,174.00 1,174.00 1,164.00 1,180.75
PP 1,150.50 1,150.50 1,150.50 1,154.00
S1 1,137.00 1,137.00 1,157.00 1,143.75
S2 1,113.50 1,113.50 1,153.75
S3 1,076.50 1,100.00 1,150.25
S4 1,039.50 1,063.00 1,140.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,169.00 1,145.50 23.50 2.0% 13.75 1.2% 81% True False 1,717,330
10 1,169.00 1,127.00 42.00 3.6% 15.75 1.3% 89% True False 1,937,971
20 1,169.00 1,109.00 60.00 5.2% 16.00 1.4% 93% True False 1,937,364
40 1,169.00 1,032.50 136.50 11.7% 17.25 1.5% 97% True False 1,154,412
60 1,169.00 1,032.50 136.50 11.7% 17.75 1.5% 97% True False 770,724
80 1,169.00 998.75 170.25 14.6% 19.00 1.6% 97% True False 578,508
100 1,169.00 998.75 170.25 14.6% 20.25 1.7% 97% True False 462,838
120 1,208.00 998.75 209.25 18.0% 21.75 1.9% 79% False False 385,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,242.25
2.618 1,214.25
1.618 1,197.00
1.000 1,186.25
0.618 1,179.75
HIGH 1,169.00
0.618 1,162.50
0.500 1,160.50
0.382 1,158.25
LOW 1,151.75
0.618 1,141.00
1.000 1,134.50
1.618 1,123.75
2.618 1,106.50
4.250 1,078.50
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 1,163.00 1,162.00
PP 1,161.75 1,159.75
S1 1,160.50 1,157.25

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

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