E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1,302.50 1,310.25 7.75 0.6% 1,306.00
High 1,315.00 1,314.25 -0.75 -0.1% 1,325.75
Low 1,296.75 1,302.25 5.50 0.4% 1,286.75
Close 1,310.25 1,305.50 -4.75 -0.4% 1,310.25
Range 18.25 12.00 -6.25 -34.2% 39.00
ATR 16.87 16.52 -0.35 -2.1% 0.00
Volume 41 47 6 14.6% 904
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,343.25 1,336.50 1,312.00
R3 1,331.25 1,324.50 1,308.75
R2 1,319.25 1,319.25 1,307.75
R1 1,312.50 1,312.50 1,306.50 1,310.00
PP 1,307.25 1,307.25 1,307.25 1,306.00
S1 1,300.50 1,300.50 1,304.50 1,298.00
S2 1,295.25 1,295.25 1,303.25
S3 1,283.25 1,288.50 1,302.25
S4 1,271.25 1,276.50 1,299.00
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1,424.50 1,406.50 1,331.75
R3 1,385.50 1,367.50 1,321.00
R2 1,346.50 1,346.50 1,317.50
R1 1,328.50 1,328.50 1,313.75 1,337.50
PP 1,307.50 1,307.50 1,307.50 1,312.00
S1 1,289.50 1,289.50 1,306.75 1,298.50
S2 1,268.50 1,268.50 1,303.00
S3 1,229.50 1,250.50 1,299.50
S4 1,190.50 1,211.50 1,288.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,322.75 1,293.50 29.25 2.2% 20.00 1.5% 41% False False 65
10 1,325.75 1,283.50 42.25 3.2% 20.00 1.5% 52% False False 114
20 1,332.50 1,283.50 49.00 3.8% 15.75 1.2% 45% False False 62
40 1,332.50 1,253.00 79.50 6.1% 14.50 1.1% 66% False False 69
60 1,332.50 1,225.00 107.50 8.2% 11.50 0.9% 75% False False 50
80 1,332.50 1,162.75 169.75 13.0% 8.75 0.7% 84% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.15
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,365.25
2.618 1,345.75
1.618 1,333.75
1.000 1,326.25
0.618 1,321.75
HIGH 1,314.25
0.618 1,309.75
0.500 1,308.25
0.382 1,306.75
LOW 1,302.25
0.618 1,294.75
1.000 1,290.25
1.618 1,282.75
2.618 1,270.75
4.250 1,251.25
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1,308.25 1,305.50
PP 1,307.25 1,305.25
S1 1,306.50 1,305.00

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

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