E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 1,223.25 1,227.75 4.50 0.4% 1,218.50
High 1,233.00 1,236.25 3.25 0.3% 1,236.25
Low 1,221.25 1,226.75 5.50 0.5% 1,211.50
Close 1,228.00 1,236.00 8.00 0.7% 1,236.00
Range 11.75 9.50 -2.25 -19.1% 24.75
ATR 16.43 15.93 -0.49 -3.0% 0.00
Volume 1,072,605 1,450,096 377,491 35.2% 3,019,237
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,261.50 1,258.25 1,241.25
R3 1,252.00 1,248.75 1,238.50
R2 1,242.50 1,242.50 1,237.75
R1 1,239.25 1,239.25 1,236.75 1,241.00
PP 1,233.00 1,233.00 1,233.00 1,233.75
S1 1,229.75 1,229.75 1,235.25 1,231.50
S2 1,223.50 1,223.50 1,234.25
S3 1,214.00 1,220.25 1,233.50
S4 1,204.50 1,210.75 1,230.75
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,302.25 1,293.75 1,249.50
R3 1,277.50 1,269.00 1,242.75
R2 1,252.75 1,252.75 1,240.50
R1 1,244.25 1,244.25 1,238.25 1,248.50
PP 1,228.00 1,228.00 1,228.00 1,230.00
S1 1,219.50 1,219.50 1,233.75 1,223.75
S2 1,203.25 1,203.25 1,231.50
S3 1,178.50 1,194.75 1,229.25
S4 1,153.75 1,170.00 1,222.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,236.25 1,211.50 24.75 2.0% 11.50 0.9% 99% True False 603,847
10 1,236.25 1,167.25 69.00 5.6% 16.00 1.3% 100% True False 308,799
20 1,236.25 1,165.75 70.50 5.7% 17.00 1.4% 100% True False 157,641
40 1,236.25 1,150.50 85.75 6.9% 16.00 1.3% 100% True False 79,771
60 1,236.25 1,112.25 124.00 10.0% 16.00 1.3% 100% True False 53,499
80 1,236.25 1,028.25 208.00 16.8% 16.00 1.3% 100% True False 40,155
100 1,236.25 1,028.25 208.00 16.8% 15.75 1.3% 100% True False 32,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.70
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,276.50
2.618 1,261.00
1.618 1,251.50
1.000 1,245.75
0.618 1,242.00
HIGH 1,236.25
0.618 1,232.50
0.500 1,231.50
0.382 1,230.50
LOW 1,226.75
0.618 1,221.00
1.000 1,217.25
1.618 1,211.50
2.618 1,202.00
4.250 1,186.50
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 1,234.50 1,232.00
PP 1,233.00 1,228.25
S1 1,231.50 1,224.50

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

View Archives - Comment on this page... - Back to Index of Symbols