E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 1,237.50 1,236.00 -1.50 -0.1% 1,218.50
High 1,242.00 1,242.25 0.25 0.0% 1,236.25
Low 1,232.00 1,232.75 0.75 0.1% 1,211.50
Close 1,236.25 1,236.75 0.50 0.0% 1,236.00
Range 10.00 9.50 -0.50 -5.0% 24.75
ATR 15.51 15.08 -0.43 -2.8% 0.00
Volume 1,814,323 2,003,310 188,987 10.4% 3,019,237
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,265.75 1,260.75 1,242.00
R3 1,256.25 1,251.25 1,239.25
R2 1,246.75 1,246.75 1,238.50
R1 1,241.75 1,241.75 1,237.50 1,244.25
PP 1,237.25 1,237.25 1,237.25 1,238.50
S1 1,232.25 1,232.25 1,236.00 1,234.75
S2 1,227.75 1,227.75 1,235.00
S3 1,218.25 1,222.75 1,234.25
S4 1,208.75 1,213.25 1,231.50
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 1,242.25 1,212.50 29.75 2.4% 10.50 0.8% 82% True False 1,327,956
10 1,242.25 1,171.50 70.75 5.7% 14.50 1.2% 92% True False 689,459
20 1,242.25 1,165.75 76.50 6.2% 16.50 1.3% 93% True False 348,151
40 1,242.25 1,150.50 91.75 7.4% 15.50 1.3% 94% True False 175,098
60 1,242.25 1,112.75 129.50 10.5% 15.75 1.3% 96% True False 117,117
80 1,242.25 1,028.25 214.00 17.3% 15.75 1.3% 97% True False 87,876
100 1,242.25 1,028.25 214.00 17.3% 15.50 1.3% 97% True False 70,305
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,282.50
2.618 1,267.00
1.618 1,257.50
1.000 1,251.75
0.618 1,248.00
HIGH 1,242.25
0.618 1,238.50
0.500 1,237.50
0.382 1,236.50
LOW 1,232.75
0.618 1,227.00
1.000 1,223.25
1.618 1,217.50
2.618 1,208.00
4.250 1,192.50
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 1,237.50 1,236.00
PP 1,237.25 1,235.25
S1 1,237.00 1,234.50

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

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