E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 1,242.00 1,240.75 -1.25 -0.1% 1,223.25
High 1,247.00 1,247.25 0.25 0.0% 1,241.50
Low 1,236.75 1,237.75 1.00 0.1% 1,216.25
Close 1,241.25 1,241.75 0.50 0.0% 1,241.00
Range 10.25 9.50 -0.75 -7.3% 25.25
ATR 15.92 15.46 -0.46 -2.9% 0.00
Volume 682,650 659,316 -23,334 -3.4% 8,190,928
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,270.75 1,265.75 1,247.00
R3 1,261.25 1,256.25 1,244.25
R2 1,251.75 1,251.75 1,243.50
R1 1,246.75 1,246.75 1,242.50 1,249.25
PP 1,242.25 1,242.25 1,242.25 1,243.50
S1 1,237.25 1,237.25 1,241.00 1,239.75
S2 1,232.75 1,232.75 1,240.00
S3 1,223.25 1,227.75 1,239.25
S4 1,213.75 1,218.25 1,236.50
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,308.75 1,300.00 1,255.00
R3 1,283.50 1,274.75 1,248.00
R2 1,258.25 1,258.25 1,245.75
R1 1,249.50 1,249.50 1,243.25 1,254.00
PP 1,233.00 1,233.00 1,233.00 1,235.00
S1 1,224.25 1,224.25 1,238.75 1,228.50
S2 1,207.75 1,207.75 1,236.25
S3 1,182.50 1,199.00 1,234.00
S4 1,157.25 1,173.75 1,227.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,247.25 1,217.25 30.00 2.4% 10.75 0.9% 82% True False 1,151,750
10 1,247.25 1,176.25 71.00 5.7% 14.75 1.2% 92% True False 1,580,422
20 1,247.25 1,171.00 76.25 6.1% 17.00 1.4% 93% True False 1,890,670
40 1,247.25 1,155.50 91.75 7.4% 16.25 1.3% 94% True False 1,989,014
60 1,247.25 1,117.25 130.00 10.5% 16.25 1.3% 96% True False 1,988,258
80 1,247.25 1,032.50 214.75 17.3% 16.50 1.3% 97% True False 1,679,655
100 1,247.25 1,032.50 214.75 17.3% 16.75 1.4% 97% True False 1,344,339
120 1,247.25 998.75 248.50 20.0% 18.00 1.4% 98% True False 1,120,762
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.20
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,287.50
2.618 1,272.00
1.618 1,262.50
1.000 1,256.75
0.618 1,253.00
HIGH 1,247.25
0.618 1,243.50
0.500 1,242.50
0.382 1,241.50
LOW 1,237.75
0.618 1,232.00
1.000 1,228.25
1.618 1,222.50
2.618 1,213.00
4.250 1,197.50
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 1,242.50 1,241.00
PP 1,242.25 1,240.25
S1 1,242.00 1,239.50

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

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