E-mini S&P 500 Future September 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 1,245.75 1,244.50 -1.25 -0.1% 1,229.00
High 1,248.00 1,246.25 -1.75 -0.1% 1,245.25
Low 1,248.00 1,242.50 -5.50 -0.4% 1,226.00
Close 1,245.75 1,244.50 -1.25 -0.1% 1,243.25
Range 0.00 3.75 3.75 19.25
ATR 5.28 5.17 -0.11 -2.1% 0.00
Volume 2 10 8 400.0% 98
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,255.75 1,253.75 1,246.50
R3 1,252.00 1,250.00 1,245.50
R2 1,248.25 1,248.25 1,245.25
R1 1,246.25 1,246.25 1,244.75 1,246.50
PP 1,244.50 1,244.50 1,244.50 1,244.50
S1 1,242.50 1,242.50 1,244.25 1,242.50
S2 1,240.75 1,240.75 1,243.75
S3 1,237.00 1,238.75 1,243.50
S4 1,233.25 1,235.00 1,242.50
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,296.00 1,288.75 1,253.75
R3 1,276.75 1,269.50 1,248.50
R2 1,257.50 1,257.50 1,246.75
R1 1,250.25 1,250.25 1,245.00 1,254.00
PP 1,238.25 1,238.25 1,238.25 1,240.00
S1 1,231.00 1,231.00 1,241.50 1,234.50
S2 1,219.00 1,219.00 1,239.75
S3 1,199.75 1,211.75 1,238.00
S4 1,180.50 1,192.50 1,232.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,248.00 1,236.50 11.50 0.9% 2.50 0.2% 70% False False 31
10 1,248.00 1,226.00 22.00 1.8% 2.50 0.2% 84% False False 17
20 1,248.00 1,200.75 47.25 3.8% 2.25 0.2% 93% False False 9
40 1,248.00 1,162.75 85.25 6.9% 1.25 0.1% 96% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 -0.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,262.25
2.618 1,256.00
1.618 1,252.25
1.000 1,250.00
0.618 1,248.50
HIGH 1,246.25
0.618 1,244.75
0.500 1,244.50
0.382 1,244.00
LOW 1,242.50
0.618 1,240.25
1.000 1,238.75
1.618 1,236.50
2.618 1,232.75
4.250 1,226.50
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 1,244.50 1,245.25
PP 1,244.50 1,245.00
S1 1,244.50 1,244.75

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

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