E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 1,195.50 1,195.25 -0.25 0.0% 1,220.50
High 1,205.75 1,195.25 -10.50 -0.9% 1,224.75
Low 1,192.50 1,171.00 -21.50 -1.8% 1,191.50
Close 1,195.75 1,174.75 -21.00 -1.8% 1,195.50
Range 13.25 24.25 11.00 83.0% 33.25
ATR 15.59 16.24 0.65 4.2% 0.00
Volume 2,070,996 3,168,883 1,097,887 53.0% 10,854,213
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,253.00 1,238.25 1,188.00
R3 1,228.75 1,214.00 1,181.50
R2 1,204.50 1,204.50 1,179.25
R1 1,189.75 1,189.75 1,177.00 1,185.00
PP 1,180.25 1,180.25 1,180.25 1,178.00
S1 1,165.50 1,165.50 1,172.50 1,160.75
S2 1,156.00 1,156.00 1,170.25
S3 1,131.75 1,141.25 1,168.00
S4 1,107.50 1,117.00 1,161.50
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,303.75 1,282.75 1,213.75
R3 1,270.50 1,249.50 1,204.75
R2 1,237.25 1,237.25 1,201.50
R1 1,216.25 1,216.25 1,198.50 1,210.00
PP 1,204.00 1,204.00 1,204.00 1,200.75
S1 1,183.00 1,183.00 1,192.50 1,177.00
S2 1,170.75 1,170.75 1,189.50
S3 1,137.50 1,149.75 1,186.25
S4 1,104.25 1,116.50 1,177.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,217.00 1,171.00 46.00 3.9% 17.00 1.4% 8% False True 2,452,598
10 1,224.75 1,171.00 53.75 4.6% 16.50 1.4% 7% False True 2,285,567
20 1,224.75 1,160.50 64.25 5.5% 15.50 1.3% 22% False False 2,093,007
40 1,224.75 1,117.25 107.50 9.2% 16.25 1.4% 53% False False 2,064,295
60 1,224.75 1,032.50 192.25 16.4% 16.75 1.4% 74% False False 1,662,005
80 1,224.75 1,032.50 192.25 16.4% 17.00 1.4% 74% False False 1,247,328
100 1,224.75 998.75 226.00 19.2% 18.25 1.5% 78% False False 998,455
120 1,224.75 998.75 226.00 19.2% 18.75 1.6% 78% False False 832,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.15
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1,298.25
2.618 1,258.75
1.618 1,234.50
1.000 1,219.50
0.618 1,210.25
HIGH 1,195.25
0.618 1,186.00
0.500 1,183.00
0.382 1,180.25
LOW 1,171.00
0.618 1,156.00
1.000 1,146.75
1.618 1,131.75
2.618 1,107.50
4.250 1,068.00
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 1,183.00 1,191.50
PP 1,180.25 1,185.75
S1 1,177.50 1,180.25

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

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