E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 1,175.25 1,180.75 5.50 0.5% 1,174.25
High 1,181.50 1,193.00 11.50 1.0% 1,186.25
Low 1,173.25 1,180.50 7.25 0.6% 1,155.50
Close 1,180.75 1,182.75 2.00 0.2% 1,180.75
Range 8.25 12.50 4.25 51.5% 30.75
ATR 16.83 16.52 -0.31 -1.8% 0.00
Volume 1,204,824 1,752,512 547,688 45.5% 10,418,890
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,223.00 1,215.25 1,189.50
R3 1,210.50 1,202.75 1,186.25
R2 1,198.00 1,198.00 1,185.00
R1 1,190.25 1,190.25 1,184.00 1,194.00
PP 1,185.50 1,185.50 1,185.50 1,187.25
S1 1,177.75 1,177.75 1,181.50 1,181.50
S2 1,173.00 1,173.00 1,180.50
S3 1,160.50 1,165.25 1,179.25
S4 1,148.00 1,152.75 1,176.00
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,266.50 1,254.25 1,197.75
R3 1,235.75 1,223.50 1,189.25
R2 1,205.00 1,205.00 1,186.50
R1 1,192.75 1,192.75 1,183.50 1,199.00
PP 1,174.25 1,174.25 1,174.25 1,177.25
S1 1,162.00 1,162.00 1,178.00 1,168.00
S2 1,143.50 1,143.50 1,175.00
S3 1,112.75 1,131.25 1,172.25
S4 1,082.00 1,100.50 1,163.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,193.00 1,155.50 37.50 3.2% 16.75 1.4% 73% True False 2,141,608
10 1,193.00 1,151.75 41.25 3.5% 17.00 1.4% 75% True False 2,126,986
20 1,193.00 1,127.00 66.00 5.6% 16.50 1.4% 84% True False 2,052,212
40 1,193.00 1,032.75 160.25 13.5% 16.50 1.4% 94% True False 1,636,948
60 1,193.00 1,032.50 160.50 13.6% 17.25 1.5% 94% True False 1,092,911
80 1,193.00 998.75 194.25 16.4% 18.25 1.6% 95% True False 820,348
100 1,193.00 998.75 194.25 16.4% 19.25 1.6% 95% True False 656,451
120 1,193.00 998.75 194.25 16.4% 21.50 1.8% 95% True False 547,062
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 False
Bear Hook False
Bull Hook False
Stretch 4.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,246.00
2.618 1,225.75
1.618 1,213.25
1.000 1,205.50
0.618 1,200.75
HIGH 1,193.00
0.618 1,188.25
0.500 1,186.75
0.382 1,185.25
LOW 1,180.50
0.618 1,172.75
1.000 1,168.00
1.618 1,160.25
2.618 1,147.75
4.250 1,127.50
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 1,186.75 1,182.00
PP 1,185.50 1,181.00
S1 1,184.00 1,180.00

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

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