E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 1,254.00 1,255.75 1.75 0.1% 1,240.00
High 1,258.50 1,257.50 -1.00 -0.1% 1,255.75
Low 1,253.25 1,251.50 -1.75 -0.1% 1,234.00
Close 1,255.75 1,254.50 -1.25 -0.1% 1,253.00
Range 5.25 6.00 0.75 14.3% 21.75
ATR 11.33 10.95 -0.38 -3.4% 0.00
Volume 587,441 712,796 125,355 21.3% 3,341,066
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,272.50 1,269.50 1,257.75
R3 1,266.50 1,263.50 1,256.25
R2 1,260.50 1,260.50 1,255.50
R1 1,257.50 1,257.50 1,255.00 1,256.00
PP 1,254.50 1,254.50 1,254.50 1,253.75
S1 1,251.50 1,251.50 1,254.00 1,250.00
S2 1,248.50 1,248.50 1,253.50
S3 1,242.50 1,245.50 1,252.75
S4 1,236.50 1,239.50 1,251.25
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,312.75 1,304.75 1,265.00
R3 1,291.00 1,283.00 1,259.00
R2 1,269.25 1,269.25 1,257.00
R1 1,261.25 1,261.25 1,255.00 1,265.25
PP 1,247.50 1,247.50 1,247.50 1,249.50
S1 1,239.50 1,239.50 1,251.00 1,243.50
S2 1,225.75 1,225.75 1,249.00
S3 1,204.00 1,217.75 1,247.00
S4 1,182.25 1,196.00 1,241.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,258.50 1,245.50 13.00 1.0% 6.25 0.5% 69% False False 608,026
10 1,258.50 1,227.50 31.00 2.5% 7.75 0.6% 87% False False 883,655
20 1,258.50 1,197.00 61.50 4.9% 10.00 0.8% 93% False False 891,740
40 1,258.50 1,165.75 92.75 7.4% 13.75 1.1% 96% False False 448,529
60 1,258.50 1,140.50 118.00 9.4% 14.25 1.1% 97% False False 299,467
80 1,258.50 1,077.00 181.50 14.5% 14.50 1.1% 98% False False 224,756
100 1,258.50 1,028.25 230.25 18.4% 15.00 1.2% 98% False False 179,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,283.00
2.618 1,273.25
1.618 1,267.25
1.000 1,263.50
0.618 1,261.25
HIGH 1,257.50
0.618 1,255.25
0.500 1,254.50
0.382 1,253.75
LOW 1,251.50
0.618 1,247.75
1.000 1,245.50
1.618 1,241.75
2.618 1,235.75
4.250 1,226.00
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 1,254.50 1,255.00
PP 1,254.50 1,254.75
S1 1,254.50 1,254.75

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

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