E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1,319.75 1,315.75 -4.00 -0.3% 1,318.25
High 1,325.00 1,317.25 -7.75 -0.6% 1,336.50
Low 1,311.50 1,292.75 -18.75 -1.4% 1,296.25
Close 1,315.50 1,294.25 -21.25 -1.6% 1,320.25
Range 13.50 24.50 11.00 81.5% 40.25
ATR 17.97 18.44 0.47 2.6% 0.00
Volume 2,195,670 2,602,250 406,580 18.5% 12,952,293
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,375.00 1,359.00 1,307.75
R3 1,350.50 1,334.50 1,301.00
R2 1,326.00 1,326.00 1,298.75
R1 1,310.00 1,310.00 1,296.50 1,305.75
PP 1,301.50 1,301.50 1,301.50 1,299.25
S1 1,285.50 1,285.50 1,292.00 1,281.25
S2 1,277.00 1,277.00 1,289.75
S3 1,252.50 1,261.00 1,287.50
S4 1,228.00 1,236.50 1,280.75
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,438.50 1,419.50 1,342.50
R3 1,398.25 1,379.25 1,331.25
R2 1,358.00 1,358.00 1,327.75
R1 1,339.00 1,339.00 1,324.00 1,348.50
PP 1,317.75 1,317.75 1,317.75 1,322.50
S1 1,298.75 1,298.75 1,316.50 1,308.25
S2 1,277.50 1,277.50 1,312.75
S3 1,237.25 1,258.50 1,309.25
S4 1,197.00 1,218.25 1,298.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,334.50 1,292.75 41.75 3.2% 21.00 1.6% 4% False True 2,528,517
10 1,336.50 1,292.75 43.75 3.4% 22.00 1.7% 3% False True 2,448,191
20 1,343.00 1,292.50 50.50 3.9% 18.50 1.4% 3% False False 2,099,259
40 1,343.00 1,262.25 80.75 6.2% 16.50 1.3% 40% False False 1,988,799
60 1,343.00 1,227.50 115.50 8.9% 14.25 1.1% 58% False False 1,759,718
80 1,343.00 1,165.75 177.25 13.7% 14.75 1.1% 72% False False 1,381,837
100 1,343.00 1,150.50 192.50 14.9% 15.00 1.2% 75% False False 1,105,858
120 1,343.00 1,112.25 230.75 17.8% 15.00 1.2% 79% False False 921,726
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 4.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,421.50
2.618 1,381.50
1.618 1,357.00
1.000 1,341.75
0.618 1,332.50
HIGH 1,317.25
0.618 1,308.00
0.500 1,305.00
0.382 1,302.00
LOW 1,292.75
0.618 1,277.50
1.000 1,268.25
1.618 1,253.00
2.618 1,228.50
4.250 1,188.50
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1,305.00 1,309.25
PP 1,301.50 1,304.25
S1 1,297.75 1,299.25

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

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