E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 1,182.00 1,183.25 1.25 0.1% 1,174.25
High 1,184.25 1,186.25 2.00 0.2% 1,186.25
Low 1,174.00 1,167.75 -6.25 -0.5% 1,155.50
Close 1,182.75 1,178.75 -4.00 -0.3% 1,180.75
Range 10.25 18.50 8.25 80.5% 30.75
ATR 16.07 16.24 0.17 1.1% 0.00
Volume 1,743,843 2,241,130 497,287 28.5% 10,418,890
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,233.00 1,224.50 1,189.00
R3 1,214.50 1,206.00 1,183.75
R2 1,196.00 1,196.00 1,182.25
R1 1,187.50 1,187.50 1,180.50 1,182.50
PP 1,177.50 1,177.50 1,177.50 1,175.00
S1 1,169.00 1,169.00 1,177.00 1,164.00
S2 1,159.00 1,159.00 1,175.25
S3 1,140.50 1,150.50 1,173.75
S4 1,122.00 1,132.00 1,168.50
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 1,167.25 25.75 2.2% 13.75 1.2% 45% False False 1,869,924
10 1,193.00 1,155.50 37.50 3.2% 16.50 1.4% 62% False False 2,119,554
20 1,193.00 1,127.00 66.00 5.6% 16.25 1.4% 78% False False 2,043,582
40 1,193.00 1,045.75 147.25 12.5% 16.25 1.4% 90% False False 1,735,928
60 1,193.00 1,032.50 160.50 13.6% 17.25 1.5% 91% False False 1,159,191
80 1,193.00 1,011.75 181.25 15.4% 18.00 1.5% 92% False False 870,121
100 1,193.00 998.75 194.25 16.5% 18.75 1.6% 93% False False 696,300
120 1,193.00 998.75 194.25 16.5% 20.75 1.8% 93% False False 580,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.93
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,265.00
2.618 1,234.75
1.618 1,216.25
1.000 1,204.75
0.618 1,197.75
HIGH 1,186.25
0.618 1,179.25
0.500 1,177.00
0.382 1,174.75
LOW 1,167.75
0.618 1,156.25
1.000 1,149.25
1.618 1,137.75
2.618 1,119.25
4.250 1,089.00
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 1,178.25 1,180.50
PP 1,177.50 1,179.75
S1 1,177.00 1,179.25

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

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