E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 1,220.50 1,219.25 -1.25 -0.1% 1,180.50
High 1,222.25 1,224.75 2.50 0.2% 1,224.50
Low 1,214.75 1,206.25 -8.50 -0.7% 1,173.75
Close 1,220.00 1,211.00 -9.00 -0.7% 1,222.00
Range 7.50 18.50 11.00 146.7% 50.75
ATR 15.51 15.72 0.21 1.4% 0.00
Volume 1,511,467 2,319,633 808,166 53.5% 10,362,421
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,269.50 1,258.75 1,221.25
R3 1,251.00 1,240.25 1,216.00
R2 1,232.50 1,232.50 1,214.50
R1 1,221.75 1,221.75 1,212.75 1,218.00
PP 1,214.00 1,214.00 1,214.00 1,212.00
S1 1,203.25 1,203.25 1,209.25 1,199.50
S2 1,195.50 1,195.50 1,207.50
S3 1,177.00 1,184.75 1,206.00
S4 1,158.50 1,166.25 1,200.75
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,359.00 1,341.25 1,250.00
R3 1,308.25 1,290.50 1,236.00
R2 1,257.50 1,257.50 1,231.25
R1 1,239.75 1,239.75 1,226.75 1,248.50
PP 1,206.75 1,206.75 1,206.75 1,211.25
S1 1,189.00 1,189.00 1,217.25 1,198.00
S2 1,156.00 1,156.00 1,212.75
S3 1,105.25 1,138.25 1,208.00
S4 1,054.50 1,087.50 1,194.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,224.75 1,179.50 45.25 3.7% 16.00 1.3% 70% True False 2,118,536
10 1,224.75 1,167.75 57.00 4.7% 15.50 1.3% 76% True False 2,020,117
20 1,224.75 1,155.50 69.25 5.7% 16.00 1.3% 80% True False 2,065,343
40 1,224.75 1,109.00 115.75 9.6% 16.00 1.3% 88% True False 2,001,353
60 1,224.75 1,032.50 192.25 15.9% 16.75 1.4% 93% True False 1,458,055
80 1,224.75 1,032.50 192.25 15.9% 17.25 1.4% 93% True False 1,094,378
100 1,224.75 998.75 226.00 18.7% 18.50 1.5% 94% True False 875,875
120 1,224.75 998.75 226.00 18.7% 19.50 1.6% 94% True False 729,922
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,303.50
2.618 1,273.25
1.618 1,254.75
1.000 1,243.25
0.618 1,236.25
HIGH 1,224.75
0.618 1,217.75
0.500 1,215.50
0.382 1,213.25
LOW 1,206.25
0.618 1,194.75
1.000 1,187.75
1.618 1,176.25
2.618 1,157.75
4.250 1,127.50
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 1,215.50 1,215.50
PP 1,214.00 1,214.00
S1 1,212.50 1,212.50

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

View Archives - Comment on this page... - Back to Index of Symbols