E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 1,174.50 1,177.00 2.50 0.2% 1,176.75
High 1,177.00 1,187.25 10.25 0.9% 1,187.50
Low 1,167.25 1,169.00 1.75 0.1% 1,163.00
Close 1,174.50 1,177.75 3.25 0.3% 1,174.50
Range 9.75 18.25 8.50 87.2% 24.50
ATR 15.00 15.23 0.23 1.5% 0.00
Volume 3,114 375 -2,739 -88.0% 6,437
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,232.75 1,223.50 1,187.75
R3 1,214.50 1,205.25 1,182.75
R2 1,196.25 1,196.25 1,181.00
R1 1,187.00 1,187.00 1,179.50 1,191.50
PP 1,178.00 1,178.00 1,178.00 1,180.25
S1 1,168.75 1,168.75 1,176.00 1,173.50
S2 1,159.75 1,159.75 1,174.50
S3 1,141.50 1,150.50 1,172.75
S4 1,123.25 1,132.25 1,167.75
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1,248.50 1,236.00 1,188.00
R3 1,224.00 1,211.50 1,181.25
R2 1,199.50 1,199.50 1,179.00
R1 1,187.00 1,187.00 1,176.75 1,181.00
PP 1,175.00 1,175.00 1,175.00 1,172.00
S1 1,162.50 1,162.50 1,172.25 1,156.50
S2 1,150.50 1,150.50 1,170.00
S3 1,126.00 1,138.00 1,167.75
S4 1,101.50 1,113.50 1,161.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,187.25 1,163.00 24.25 2.1% 13.75 1.2% 61% True False 1,113
10 1,187.50 1,150.50 37.00 3.1% 14.75 1.3% 74% False False 987
20 1,187.50 1,128.00 59.50 5.1% 15.25 1.3% 84% False False 1,200
40 1,187.50 1,077.00 110.50 9.4% 15.00 1.3% 91% False False 892
60 1,187.50 1,028.25 159.25 13.5% 15.50 1.3% 94% False False 603
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 True
Bear Hook False
Bull Hook False
Stretch 3.40
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,264.75
2.618 1,235.00
1.618 1,216.75
1.000 1,205.50
0.618 1,198.50
HIGH 1,187.25
0.618 1,180.25
0.500 1,178.00
0.382 1,176.00
LOW 1,169.00
0.618 1,157.75
1.000 1,150.75
1.618 1,139.50
2.618 1,121.25
4.250 1,091.50
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 1,178.00 1,177.50
PP 1,178.00 1,177.50
S1 1,178.00 1,177.25

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

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