E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 1,182.75 1,192.75 10.00 0.8% 1,180.75
High 1,193.50 1,198.00 4.50 0.4% 1,193.00
Low 1,180.75 1,179.50 -1.25 -0.1% 1,167.75
Close 1,192.75 1,197.25 4.50 0.4% 1,179.75
Range 12.75 18.50 5.75 45.1% 25.25
ATR 15.70 15.90 0.20 1.3% 0.00
Volume 1,573,659 2,360,503 786,844 50.0% 9,504,008
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,247.00 1,240.75 1,207.50
R3 1,228.50 1,222.25 1,202.25
R2 1,210.00 1,210.00 1,200.75
R1 1,203.75 1,203.75 1,199.00 1,207.00
PP 1,191.50 1,191.50 1,191.50 1,193.25
S1 1,185.25 1,185.25 1,195.50 1,188.50
S2 1,173.00 1,173.00 1,193.75
S3 1,154.50 1,166.75 1,192.25
S4 1,136.00 1,148.25 1,187.00
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,256.00 1,243.00 1,193.75
R3 1,230.75 1,217.75 1,186.75
R2 1,205.50 1,205.50 1,184.50
R1 1,192.50 1,192.50 1,182.00 1,186.50
PP 1,180.25 1,180.25 1,180.25 1,177.00
S1 1,167.25 1,167.25 1,177.50 1,161.00
S2 1,155.00 1,155.00 1,175.00
S3 1,129.75 1,142.00 1,172.75
S4 1,104.50 1,116.75 1,165.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,198.00 1,172.00 26.00 2.2% 15.00 1.2% 97% True False 1,945,573
10 1,198.00 1,167.25 30.75 2.6% 14.25 1.2% 98% True False 1,907,748
20 1,198.00 1,145.50 52.50 4.4% 15.75 1.3% 99% True False 1,997,022
40 1,198.00 1,092.00 106.00 8.9% 15.75 1.3% 99% True False 1,968,913
60 1,198.00 1,032.50 165.50 13.8% 17.25 1.4% 100% True False 1,321,083
80 1,198.00 1,032.50 165.50 13.8% 17.75 1.5% 100% True False 991,617
100 1,198.00 998.75 199.25 16.6% 18.50 1.5% 100% True False 793,574
120 1,198.00 998.75 199.25 16.6% 20.00 1.7% 100% True False 661,326
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 3.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,276.50
2.618 1,246.50
1.618 1,228.00
1.000 1,216.50
0.618 1,209.50
HIGH 1,198.00
0.618 1,191.00
0.500 1,188.75
0.382 1,186.50
LOW 1,179.50
0.618 1,168.00
1.000 1,161.00
1.618 1,149.50
2.618 1,131.00
4.250 1,101.00
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 1,194.50 1,193.50
PP 1,191.50 1,189.75
S1 1,188.75 1,186.00

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

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