E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 1,240.00 1,241.00 1.00 0.1% 1,237.50
High 1,245.75 1,251.25 5.50 0.4% 1,242.25
Low 1,234.00 1,240.75 6.75 0.5% 1,227.50
Close 1,241.25 1,250.75 9.50 0.8% 1,238.50
Range 11.75 10.50 -1.25 -10.6% 14.75
ATR 13.85 13.61 -0.24 -1.7% 0.00
Volume 1,145,804 938,860 -206,944 -18.1% 8,979,280
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,279.00 1,275.50 1,256.50
R3 1,268.50 1,265.00 1,253.75
R2 1,258.00 1,258.00 1,252.75
R1 1,254.50 1,254.50 1,251.75 1,256.25
PP 1,247.50 1,247.50 1,247.50 1,248.50
S1 1,244.00 1,244.00 1,249.75 1,245.75
S2 1,237.00 1,237.00 1,248.75
S3 1,226.50 1,233.50 1,247.75
S4 1,216.00 1,223.00 1,245.00
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,280.25 1,274.25 1,246.50
R3 1,265.50 1,259.50 1,242.50
R2 1,250.75 1,250.75 1,241.25
R1 1,244.75 1,244.75 1,239.75 1,247.75
PP 1,236.00 1,236.00 1,236.00 1,237.50
S1 1,230.00 1,230.00 1,237.25 1,233.00
S2 1,221.25 1,221.25 1,235.75
S3 1,206.50 1,215.25 1,234.50
S4 1,191.75 1,200.50 1,230.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,251.25 1,227.50 23.75 1.9% 10.25 0.8% 98% True False 1,449,262
10 1,251.25 1,212.50 38.75 3.1% 10.50 0.8% 99% True False 1,388,609
20 1,251.25 1,167.25 84.00 6.7% 14.75 1.2% 99% True False 709,284
40 1,251.25 1,163.00 88.25 7.1% 15.00 1.2% 99% True False 356,148
60 1,251.25 1,121.75 129.50 10.4% 15.25 1.2% 100% True False 237,810
80 1,251.25 1,029.00 222.25 17.8% 15.50 1.2% 100% True False 178,453
100 1,251.25 1,028.25 223.00 17.8% 15.25 1.2% 100% True False 142,766
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,296.00
2.618 1,278.75
1.618 1,268.25
1.000 1,261.75
0.618 1,257.75
HIGH 1,251.25
0.618 1,247.25
0.500 1,246.00
0.382 1,244.75
LOW 1,240.75
0.618 1,234.25
1.000 1,230.25
1.618 1,223.75
2.618 1,213.25
4.250 1,196.00
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 1,249.25 1,248.00
PP 1,247.50 1,245.25
S1 1,246.00 1,242.50

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

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