E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 1,217.50 1,218.50 1.00 0.1% 1,184.75
High 1,222.25 1,221.25 -1.00 -0.1% 1,222.25
Low 1,208.00 1,211.50 3.50 0.3% 1,167.25
Close 1,218.50 1,217.00 -1.50 -0.1% 1,218.50
Range 14.25 9.75 -4.50 -31.6% 55.00
ATR 17.90 17.32 -0.58 -3.3% 0.00
Volume 20,411 61,643 41,232 202.0% 68,762
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,245.75 1,241.25 1,222.25
R3 1,236.00 1,231.50 1,219.75
R2 1,226.25 1,226.25 1,218.75
R1 1,221.75 1,221.75 1,218.00 1,219.00
PP 1,216.50 1,216.50 1,216.50 1,215.25
S1 1,212.00 1,212.00 1,216.00 1,209.50
S2 1,206.75 1,206.75 1,215.25
S3 1,197.00 1,202.25 1,214.25
S4 1,187.25 1,192.50 1,211.75
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,367.75 1,348.00 1,248.75
R3 1,312.75 1,293.00 1,233.50
R2 1,257.75 1,257.75 1,228.50
R1 1,238.00 1,238.00 1,223.50 1,248.00
PP 1,202.75 1,202.75 1,202.75 1,207.50
S1 1,183.00 1,183.00 1,213.50 1,193.00
S2 1,147.75 1,147.75 1,208.50
S3 1,092.75 1,128.00 1,203.50
S4 1,037.75 1,073.00 1,188.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,222.25 1,167.75 54.50 4.5% 18.25 1.5% 90% False False 25,611
10 1,222.25 1,167.25 55.00 4.5% 19.75 1.6% 90% False False 17,057
20 1,222.25 1,165.75 56.50 4.6% 17.25 1.4% 91% False False 10,486
40 1,222.25 1,146.75 75.50 6.2% 16.25 1.3% 93% False False 5,939
60 1,222.25 1,102.75 119.50 9.8% 16.00 1.3% 96% False False 4,239
80 1,222.25 1,028.25 194.00 15.9% 16.25 1.3% 97% False False 3,187
100 1,222.25 1,028.25 194.00 15.9% 16.25 1.3% 97% False False 2,553
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.10
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,262.75
2.618 1,246.75
1.618 1,237.00
1.000 1,231.00
0.618 1,227.25
HIGH 1,221.25
0.618 1,217.50
0.500 1,216.50
0.382 1,215.25
LOW 1,211.50
0.618 1,205.50
1.000 1,201.75
1.618 1,195.75
2.618 1,186.00
4.250 1,170.00
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 1,216.75 1,214.50
PP 1,216.50 1,212.00
S1 1,216.50 1,209.50

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

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