E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 1,241.00 1,250.00 9.00 0.7% 1,237.50
High 1,251.25 1,255.00 3.75 0.3% 1,242.25
Low 1,240.75 1,249.00 8.25 0.7% 1,227.50
Close 1,250.75 1,254.50 3.75 0.3% 1,238.50
Range 10.50 6.00 -4.50 -42.9% 14.75
ATR 13.61 13.07 -0.54 -4.0% 0.00
Volume 938,860 664,354 -274,506 -29.2% 8,979,280
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,270.75 1,268.75 1,257.75
R3 1,264.75 1,262.75 1,256.25
R2 1,258.75 1,258.75 1,255.50
R1 1,256.75 1,256.75 1,255.00 1,257.75
PP 1,252.75 1,252.75 1,252.75 1,253.50
S1 1,250.75 1,250.75 1,254.00 1,251.75
S2 1,246.75 1,246.75 1,253.50
S3 1,240.75 1,244.75 1,252.75
S4 1,234.75 1,238.75 1,251.25
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 1,255.00 1,227.50 27.50 2.2% 9.50 0.7% 98% True False 1,159,284
10 1,255.00 1,221.25 33.75 2.7% 9.75 0.8% 99% True False 1,425,099
20 1,255.00 1,167.25 87.75 7.0% 13.75 1.1% 99% True False 741,912
40 1,255.00 1,163.00 92.00 7.3% 14.75 1.2% 99% True False 372,734
60 1,255.00 1,122.00 133.00 10.6% 15.00 1.2% 100% True False 248,878
80 1,255.00 1,029.00 226.00 18.0% 15.25 1.2% 100% True False 186,757
100 1,255.00 1,028.25 226.75 18.1% 15.25 1.2% 100% True False 149,409
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 2.75
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 1,280.50
2.618 1,270.75
1.618 1,264.75
1.000 1,261.00
0.618 1,258.75
HIGH 1,255.00
0.618 1,252.75
0.500 1,252.00
0.382 1,251.25
LOW 1,249.00
0.618 1,245.25
1.000 1,243.00
1.618 1,239.25
2.618 1,233.25
4.250 1,223.50
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 1,253.75 1,251.25
PP 1,252.75 1,247.75
S1 1,252.00 1,244.50

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

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