E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1,315.00 1,321.50 6.50 0.5% 1,269.50
High 1,322.25 1,322.00 -0.25 0.0% 1,308.50
Low 1,313.00 1,311.75 -1.25 -0.1% 1,262.25
Close 1,321.75 1,319.25 -2.50 -0.2% 1,307.25
Range 9.25 10.25 1.00 10.8% 46.25
ATR 13.83 13.58 -0.26 -1.8% 0.00
Volume 1,449,543 1,824,724 375,181 25.9% 9,206,905
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,348.50 1,344.00 1,325.00
R3 1,338.25 1,333.75 1,322.00
R2 1,328.00 1,328.00 1,321.25
R1 1,323.50 1,323.50 1,320.25 1,320.50
PP 1,317.75 1,317.75 1,317.75 1,316.25
S1 1,313.25 1,313.25 1,318.25 1,310.50
S2 1,307.50 1,307.50 1,317.25
S3 1,297.25 1,303.00 1,316.50
S4 1,287.00 1,292.75 1,313.50
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1,431.50 1,415.50 1,332.75
R3 1,385.25 1,369.25 1,320.00
R2 1,339.00 1,339.00 1,315.75
R1 1,323.00 1,323.00 1,311.50 1,331.00
PP 1,292.75 1,292.75 1,292.75 1,296.50
S1 1,276.75 1,276.75 1,303.00 1,284.75
S2 1,246.50 1,246.50 1,298.75
S3 1,200.25 1,230.50 1,294.50
S4 1,154.00 1,184.25 1,281.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,322.25 1,291.50 30.75 2.3% 11.75 0.9% 90% False False 1,637,247
10 1,322.25 1,262.25 60.00 4.5% 15.00 1.1% 95% False False 1,877,042
20 1,322.25 1,262.25 60.00 4.5% 14.50 1.1% 95% False False 1,878,339
40 1,322.25 1,227.50 94.75 7.2% 12.25 0.9% 97% False False 1,589,948
60 1,322.25 1,165.75 156.50 11.9% 13.75 1.0% 98% False False 1,142,697
80 1,322.25 1,150.50 171.75 13.0% 14.00 1.1% 98% False False 857,508
100 1,322.25 1,112.25 210.00 15.9% 14.50 1.1% 99% False False 686,219
120 1,322.25 1,028.25 294.00 22.3% 14.75 1.1% 99% False False 571,872
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,365.50
2.618 1,348.75
1.618 1,338.50
1.000 1,332.25
0.618 1,328.25
HIGH 1,322.00
0.618 1,318.00
0.500 1,317.00
0.382 1,315.75
LOW 1,311.75
0.618 1,305.50
1.000 1,301.50
1.618 1,295.25
2.618 1,285.00
4.250 1,268.25
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1,318.50 1,317.50
PP 1,317.75 1,315.75
S1 1,317.00 1,314.00

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

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