E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 1,236.00 1,236.75 0.75 0.1% 1,218.50
High 1,242.25 1,239.50 -2.75 -0.2% 1,236.25
Low 1,232.75 1,228.75 -4.00 -0.3% 1,211.50
Close 1,236.75 1,232.00 -4.75 -0.4% 1,236.00
Range 9.50 10.75 1.25 13.2% 24.75
ATR 15.08 14.77 -0.31 -2.1% 0.00
Volume 2,003,310 2,114,241 110,931 5.5% 3,019,237
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,265.75 1,259.50 1,238.00
R3 1,255.00 1,248.75 1,235.00
R2 1,244.25 1,244.25 1,234.00
R1 1,238.00 1,238.00 1,233.00 1,235.75
PP 1,233.50 1,233.50 1,233.50 1,232.25
S1 1,227.25 1,227.25 1,231.00 1,225.00
S2 1,222.75 1,222.75 1,230.00
S3 1,212.00 1,216.50 1,229.00
S4 1,201.25 1,205.75 1,226.00
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 1,221.25 21.00 1.7% 10.25 0.8% 51% False False 1,690,915
10 1,242.25 1,197.00 45.25 3.7% 12.25 1.0% 77% False False 899,825
20 1,242.25 1,167.25 75.00 6.1% 15.75 1.3% 86% False False 453,823
40 1,242.25 1,155.50 86.75 7.0% 15.25 1.2% 88% False False 227,940
60 1,242.25 1,112.75 129.50 10.5% 15.75 1.3% 92% False False 152,311
80 1,242.25 1,028.25 214.00 17.4% 15.75 1.3% 95% False False 114,303
100 1,242.25 1,028.25 214.00 17.4% 15.50 1.3% 95% False False 91,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,285.25
2.618 1,267.75
1.618 1,257.00
1.000 1,250.25
0.618 1,246.25
HIGH 1,239.50
0.618 1,235.50
0.500 1,234.00
0.382 1,232.75
LOW 1,228.75
0.618 1,222.00
1.000 1,218.00
1.618 1,211.25
2.618 1,200.50
4.250 1,183.00
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 1,234.00 1,235.50
PP 1,233.50 1,234.25
S1 1,232.75 1,233.25

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

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