E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 1,102.75 1,110.75 8.00 0.7% 1,092.75
High 1,113.25 1,116.75 3.50 0.3% 1,101.00
Low 1,102.75 1,105.50 2.75 0.2% 1,077.00
Close 1,111.00 1,110.50 -0.50 0.0% 1,099.75
Range 10.50 11.25 0.75 7.1% 24.00
ATR 17.32 16.89 -0.43 -2.5% 0.00
Volume 143 116 -27 -18.9% 189
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,144.75 1,138.75 1,116.75
R3 1,133.50 1,127.50 1,113.50
R2 1,122.25 1,122.25 1,112.50
R1 1,116.25 1,116.25 1,111.50 1,113.50
PP 1,111.00 1,111.00 1,111.00 1,109.50
S1 1,105.00 1,105.00 1,109.50 1,102.50
S2 1,099.75 1,099.75 1,108.50
S3 1,088.50 1,093.75 1,107.50
S4 1,077.25 1,082.50 1,104.25
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,164.50 1,156.25 1,113.00
R3 1,140.50 1,132.25 1,106.25
R2 1,116.50 1,116.50 1,104.25
R1 1,108.25 1,108.25 1,102.00 1,112.50
PP 1,092.50 1,092.50 1,092.50 1,094.75
S1 1,084.25 1,084.25 1,097.50 1,088.50
S2 1,068.50 1,068.50 1,095.25
S3 1,044.50 1,060.25 1,093.25
S4 1,020.50 1,036.25 1,086.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,116.75 1,077.00 39.75 3.6% 12.25 1.1% 84% True False 83
10 1,116.75 1,029.00 87.75 7.9% 15.25 1.4% 93% True False 59
20 1,116.75 1,028.25 88.50 8.0% 17.00 1.5% 93% True False 41
40 1,117.50 1,028.25 89.25 8.0% 16.50 1.5% 92% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,164.50
2.618 1,146.25
1.618 1,135.00
1.000 1,128.00
0.618 1,123.75
HIGH 1,116.75
0.618 1,112.50
0.500 1,111.00
0.382 1,109.75
LOW 1,105.50
0.618 1,098.50
1.000 1,094.25
1.618 1,087.25
2.618 1,076.00
4.250 1,057.75
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 1,111.00 1,108.25
PP 1,111.00 1,105.75
S1 1,110.75 1,103.50

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

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