E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 1,062.00 1,067.00 5.00 0.5% 1,107.25
High 1,070.25 1,089.25 19.00 1.8% 1,116.75
Low 1,057.50 1,065.75 8.25 0.8% 1,061.50
Close 1,067.50 1,079.50 12.00 1.1% 1,066.50
Range 12.75 23.50 10.75 84.3% 55.25
ATR 17.67 18.09 0.42 2.4% 0.00
Volume 1 61 60 6,000.0% 89
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,148.75 1,137.50 1,092.50
R3 1,125.25 1,114.00 1,086.00
R2 1,101.75 1,101.75 1,083.75
R1 1,090.50 1,090.50 1,081.75 1,096.00
PP 1,078.25 1,078.25 1,078.25 1,081.00
S1 1,067.00 1,067.00 1,077.25 1,072.50
S2 1,054.75 1,054.75 1,075.25
S3 1,031.25 1,043.50 1,073.00
S4 1,007.75 1,020.00 1,066.50
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,247.25 1,212.25 1,097.00
R3 1,192.00 1,157.00 1,081.75
R2 1,136.75 1,136.75 1,076.75
R1 1,101.75 1,101.75 1,071.50 1,091.50
PP 1,081.50 1,081.50 1,081.50 1,076.50
S1 1,046.50 1,046.50 1,061.50 1,036.50
S2 1,026.25 1,026.25 1,056.25
S3 971.00 991.25 1,051.25
S4 915.75 936.00 1,036.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,089.25 1,057.50 31.75 2.9% 14.75 1.4% 69% True False 17
10 1,117.50 1,057.50 60.00 5.6% 14.25 1.3% 37% False False 19
20 1,117.50 1,051.75 65.75 6.1% 15.75 1.5% 42% False False 23
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 2.23
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,189.00
2.618 1,150.75
1.618 1,127.25
1.000 1,112.75
0.618 1,103.75
HIGH 1,089.25
0.618 1,080.25
0.500 1,077.50
0.382 1,074.75
LOW 1,065.75
0.618 1,051.25
1.000 1,042.25
1.618 1,027.75
2.618 1,004.25
4.250 966.00
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 1,078.75 1,077.50
PP 1,078.25 1,075.50
S1 1,077.50 1,073.50

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

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