E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 1,217.25 1,217.50 0.25 0.0% 1,184.75
High 1,229.75 1,224.00 -5.75 -0.5% 1,222.25
Low 1,214.25 1,212.50 -1.75 -0.1% 1,167.25
Close 1,218.25 1,223.75 5.50 0.5% 1,218.50
Range 15.50 11.50 -4.00 -25.8% 55.00
ATR 17.19 16.78 -0.41 -2.4% 0.00
Volume 135,446 299,447 164,001 121.1% 68,762
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,254.50 1,250.75 1,230.00
R3 1,243.00 1,239.25 1,227.00
R2 1,231.50 1,231.50 1,225.75
R1 1,227.75 1,227.75 1,224.75 1,229.50
PP 1,220.00 1,220.00 1,220.00 1,221.00
S1 1,216.25 1,216.25 1,222.75 1,218.00
S2 1,208.50 1,208.50 1,221.75
S3 1,197.00 1,204.75 1,220.50
S4 1,185.50 1,193.25 1,217.50
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 1,229.75 1,197.00 32.75 2.7% 14.50 1.2% 82% False False 108,735
10 1,229.75 1,167.25 62.50 5.1% 17.75 1.5% 90% False False 58,724
20 1,229.75 1,165.75 64.00 5.2% 17.25 1.4% 91% False False 31,735
40 1,229.75 1,150.50 79.25 6.5% 16.25 1.3% 92% False False 16,776
60 1,229.75 1,104.50 125.25 10.2% 16.00 1.3% 95% False False 11,483
80 1,229.75 1,028.25 201.50 16.5% 16.25 1.3% 97% False False 8,623
100 1,229.75 1,028.25 201.50 16.5% 16.25 1.3% 97% False False 6,902
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,273.00
2.618 1,254.00
1.618 1,242.50
1.000 1,235.50
0.618 1,231.00
HIGH 1,224.00
0.618 1,219.50
0.500 1,218.25
0.382 1,217.00
LOW 1,212.50
0.618 1,205.50
1.000 1,201.00
1.618 1,194.00
2.618 1,182.50
4.250 1,163.50
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 1,222.00 1,222.75
PP 1,220.00 1,221.75
S1 1,218.25 1,220.50

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

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