E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 1,286.00 1,285.25 -0.75 -0.1% 1,278.50
High 1,287.75 1,289.25 1.50 0.1% 1,289.25
Low 1,280.00 1,261.25 -18.75 -1.5% 1,261.25
Close 1,286.00 1,261.75 -24.25 -1.9% 1,261.75
Range 7.75 28.00 20.25 261.3% 28.00
ATR 10.21 11.48 1.27 12.4% 0.00
Volume 7 6 -1 -14.3% 25
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,354.75 1,336.25 1,277.25
R3 1,326.75 1,308.25 1,269.50
R2 1,298.75 1,298.75 1,267.00
R1 1,280.25 1,280.25 1,264.25 1,275.50
PP 1,270.75 1,270.75 1,270.75 1,268.50
S1 1,252.25 1,252.25 1,259.25 1,247.50
S2 1,242.75 1,242.75 1,256.50
S3 1,214.75 1,224.25 1,254.00
S4 1,186.75 1,196.25 1,246.25
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,354.75 1,336.25 1,277.25
R3 1,326.75 1,308.25 1,269.50
R2 1,298.75 1,298.75 1,267.00
R1 1,280.25 1,280.25 1,264.25 1,275.50
PP 1,270.75 1,270.75 1,270.75 1,268.50
S1 1,252.25 1,252.25 1,259.25 1,247.50
S2 1,242.75 1,242.75 1,256.50
S3 1,214.75 1,224.25 1,254.00
S4 1,186.75 1,196.25 1,246.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,289.25 1,261.25 28.00 2.2% 14.00 1.1% 2% True True 5
10 1,289.25 1,258.25 31.00 2.5% 14.25 1.1% 11% True False 6
20 1,289.25 1,240.50 48.75 3.9% 12.50 1.0% 44% True False 76
40 1,289.25 1,200.75 88.50 7.0% 7.50 0.6% 69% True False 42
60 1,289.25 1,162.75 126.50 10.0% 5.00 0.4% 78% True False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.98
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1,408.25
2.618 1,362.50
1.618 1,334.50
1.000 1,317.25
0.618 1,306.50
HIGH 1,289.25
0.618 1,278.50
0.500 1,275.25
0.382 1,272.00
LOW 1,261.25
0.618 1,244.00
1.000 1,233.25
1.618 1,216.00
2.618 1,188.00
4.250 1,142.25
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 1,275.25 1,275.25
PP 1,270.75 1,270.75
S1 1,266.25 1,266.25

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

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