E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 1,244.50 1,244.00 -0.50 0.0% 1,243.50
High 1,246.25 1,245.25 -1.00 -0.1% 1,248.00
Low 1,242.50 1,240.50 -2.00 -0.2% 1,236.50
Close 1,244.50 1,243.00 -1.50 -0.1% 1,243.00
Range 3.75 4.75 1.00 26.7% 11.50
ATR 5.17 5.14 -0.03 -0.6% 0.00
Volume 10 10 0 0.0% 80
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,257.25 1,254.75 1,245.50
R3 1,252.50 1,250.00 1,244.25
R2 1,247.75 1,247.75 1,243.75
R1 1,245.25 1,245.25 1,243.50 1,244.00
PP 1,243.00 1,243.00 1,243.00 1,242.25
S1 1,240.50 1,240.50 1,242.50 1,239.50
S2 1,238.25 1,238.25 1,242.25
S3 1,233.50 1,235.75 1,241.75
S4 1,228.75 1,231.00 1,240.50
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,277.00 1,271.50 1,249.25
R3 1,265.50 1,260.00 1,246.25
R2 1,254.00 1,254.00 1,245.00
R1 1,248.50 1,248.50 1,244.00 1,245.50
PP 1,242.50 1,242.50 1,242.50 1,241.00
S1 1,237.00 1,237.00 1,242.00 1,234.00
S2 1,231.00 1,231.00 1,241.00
S3 1,219.50 1,225.50 1,239.75
S4 1,208.00 1,214.00 1,236.75
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% 2.25 0.2% 57% False False 16
10 1,248.00 1,226.00 22.00 1.8% 3.00 0.2% 77% False False 17
20 1,248.00 1,203.50 44.50 3.6% 2.50 0.2% 89% False False 9
40 1,248.00 1,162.75 85.25 6.9% 1.50 0.1% 94% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,265.50
2.618 1,257.75
1.618 1,253.00
1.000 1,250.00
0.618 1,248.25
HIGH 1,245.25
0.618 1,243.50
0.500 1,243.00
0.382 1,242.25
LOW 1,240.50
0.618 1,237.50
1.000 1,235.75
1.618 1,232.75
2.618 1,228.00
4.250 1,220.25
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1,243.00 1,244.25
PP 1,243.00 1,243.75
S1 1,243.00 1,243.50

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

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