E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 1,162.50 1,165.25 2.75 0.2% 1,143.25
High 1,169.00 1,181.00 12.00 1.0% 1,164.00
Low 1,151.75 1,164.25 12.50 1.1% 1,127.00
Close 1,164.50 1,174.25 9.75 0.8% 1,160.50
Range 17.25 16.75 -0.50 -2.9% 37.00
ATR 16.44 16.46 0.02 0.1% 0.00
Volume 1,908,021 2,151,277 243,256 12.7% 9,722,421
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,223.50 1,215.50 1,183.50
R3 1,206.75 1,198.75 1,178.75
R2 1,190.00 1,190.00 1,177.25
R1 1,182.00 1,182.00 1,175.75 1,186.00
PP 1,173.25 1,173.25 1,173.25 1,175.00
S1 1,165.25 1,165.25 1,172.75 1,169.25
S2 1,156.50 1,156.50 1,171.25
S3 1,139.75 1,148.50 1,169.75
S4 1,123.00 1,131.75 1,165.00
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 1,181.00 1,145.50 35.50 3.0% 15.25 1.3% 81% True False 1,803,409
10 1,181.00 1,127.00 54.00 4.6% 16.25 1.4% 88% True False 1,967,611
20 1,181.00 1,112.75 68.25 5.8% 16.25 1.4% 90% True False 1,940,775
40 1,181.00 1,032.50 148.50 12.6% 17.00 1.5% 95% True False 1,208,167
60 1,181.00 1,032.50 148.50 12.6% 17.50 1.5% 95% True False 806,451
80 1,181.00 998.75 182.25 15.5% 19.00 1.6% 96% True False 605,396
100 1,181.00 998.75 182.25 15.5% 20.00 1.7% 96% True False 484,349
120 1,208.00 998.75 209.25 17.8% 21.75 1.8% 84% False False 403,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,252.25
2.618 1,224.75
1.618 1,208.00
1.000 1,197.75
0.618 1,191.25
HIGH 1,181.00
0.618 1,174.50
0.500 1,172.50
0.382 1,170.75
LOW 1,164.25
0.618 1,154.00
1.000 1,147.50
1.618 1,137.25
2.618 1,120.50
4.250 1,093.00
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 1,173.75 1,171.50
PP 1,173.25 1,169.00
S1 1,172.50 1,166.50

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

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