E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 1,271.75 1,269.75 -2.00 -0.2% 1,256.00
High 1,277.00 1,274.00 -3.00 -0.2% 1,277.00
Low 1,266.25 1,257.75 -8.50 -0.7% 1,255.25
Close 1,270.25 1,267.50 -2.75 -0.2% 1,267.50
Range 10.75 16.25 5.50 51.2% 21.75
ATR 11.80 12.12 0.32 2.7% 0.00
Volume 1,601,075 2,169,192 568,117 35.5% 8,910,753
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,315.25 1,307.50 1,276.50
R3 1,299.00 1,291.25 1,272.00
R2 1,282.75 1,282.75 1,270.50
R1 1,275.00 1,275.00 1,269.00 1,270.75
PP 1,266.50 1,266.50 1,266.50 1,264.25
S1 1,258.75 1,258.75 1,266.00 1,254.50
S2 1,250.25 1,250.25 1,264.50
S3 1,234.00 1,242.50 1,263.00
S4 1,217.75 1,226.25 1,258.50
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,331.75 1,321.50 1,279.50
R3 1,310.00 1,299.75 1,273.50
R2 1,288.25 1,288.25 1,271.50
R1 1,278.00 1,278.00 1,269.50 1,283.00
PP 1,266.50 1,266.50 1,266.50 1,269.25
S1 1,256.25 1,256.25 1,265.50 1,261.50
S2 1,244.75 1,244.75 1,263.50
S3 1,223.00 1,234.50 1,261.50
S4 1,201.25 1,212.75 1,255.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,277.00 1,255.25 21.75 1.7% 14.75 1.2% 56% False False 1,782,150
10 1,277.00 1,245.50 31.50 2.5% 10.75 0.8% 70% False False 1,202,588
20 1,277.00 1,226.75 50.25 4.0% 10.00 0.8% 81% False False 1,289,816
40 1,277.00 1,165.75 111.25 8.8% 13.50 1.1% 91% False False 687,561
60 1,277.00 1,150.50 126.50 10.0% 14.25 1.1% 92% False False 458,981
80 1,277.00 1,108.00 169.00 13.3% 14.50 1.1% 94% False False 344,469
100 1,277.00 1,028.25 248.75 19.6% 14.75 1.2% 96% False False 275,587
120 1,277.00 1,028.25 248.75 19.6% 15.00 1.2% 96% False False 229,659
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,343.00
2.618 1,316.50
1.618 1,300.25
1.000 1,290.25
0.618 1,284.00
HIGH 1,274.00
0.618 1,267.75
0.500 1,266.00
0.382 1,264.00
LOW 1,257.75
0.618 1,247.75
1.000 1,241.50
1.618 1,231.50
2.618 1,215.25
4.250 1,188.75
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 1,267.00 1,267.00
PP 1,266.50 1,266.75
S1 1,266.00 1,266.50

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

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