E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 1,236.75 1,232.00 -4.75 -0.4% 1,218.50
High 1,239.50 1,239.75 0.25 0.0% 1,236.25
Low 1,228.75 1,227.50 -1.25 -0.1% 1,211.50
Close 1,232.00 1,238.50 6.50 0.5% 1,236.00
Range 10.75 12.25 1.50 14.0% 24.75
ATR 14.77 14.59 -0.18 -1.2% 0.00
Volume 2,114,241 1,708,936 -405,305 -19.2% 3,019,237
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,272.00 1,267.50 1,245.25
R3 1,259.75 1,255.25 1,241.75
R2 1,247.50 1,247.50 1,240.75
R1 1,243.00 1,243.00 1,239.50 1,245.25
PP 1,235.25 1,235.25 1,235.25 1,236.50
S1 1,230.75 1,230.75 1,237.50 1,233.00
S2 1,223.00 1,223.00 1,236.25
S3 1,210.75 1,218.50 1,235.25
S4 1,198.50 1,206.25 1,231.75
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 1,242.25 1,226.75 15.50 1.3% 10.50 0.8% 76% False False 1,818,181
10 1,242.25 1,208.00 34.25 2.8% 11.50 0.9% 89% False False 1,068,045
20 1,242.25 1,167.25 75.00 6.1% 16.00 1.3% 95% False False 539,110
40 1,242.25 1,162.25 80.00 6.5% 15.25 1.2% 95% False False 270,635
60 1,242.25 1,112.75 129.50 10.5% 15.75 1.3% 97% False False 180,785
80 1,242.25 1,028.25 214.00 17.3% 15.75 1.3% 98% False False 135,665
100 1,242.25 1,028.25 214.00 17.3% 15.50 1.3% 98% False False 108,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.35
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,291.75
2.618 1,271.75
1.618 1,259.50
1.000 1,252.00
0.618 1,247.25
HIGH 1,239.75
0.618 1,235.00
0.500 1,233.50
0.382 1,232.25
LOW 1,227.50
0.618 1,220.00
1.000 1,215.25
1.618 1,207.75
2.618 1,195.50
4.250 1,175.50
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 1,237.00 1,237.25
PP 1,235.25 1,236.00
S1 1,233.50 1,235.00

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

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