E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 1,126.25 1,128.00 1.75 0.2% 1,112.50
High 1,129.00 1,137.75 8.75 0.8% 1,137.75
Low 1,118.00 1,127.75 9.75 0.9% 1,112.00
Close 1,127.75 1,131.15 3.40 0.3% 1,131.15
Range 11.00 10.00 -1.00 -9.1% 25.75
ATR 17.48 16.95 -0.53 -3.1% 0.00
Volume 375,122 74,961 -300,161 -80.0% 2,514,057
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,162.25 1,156.75 1,136.75
R3 1,152.25 1,146.75 1,134.00
R2 1,142.25 1,142.25 1,133.00
R1 1,136.75 1,136.75 1,132.00 1,139.50
PP 1,132.25 1,132.25 1,132.25 1,133.50
S1 1,126.75 1,126.75 1,130.25 1,129.50
S2 1,122.25 1,122.25 1,129.25
S3 1,112.25 1,116.75 1,128.50
S4 1,102.25 1,106.75 1,125.75
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,204.25 1,193.50 1,145.25
R3 1,178.50 1,167.75 1,138.25
R2 1,152.75 1,152.75 1,135.75
R1 1,142.00 1,142.00 1,133.50 1,147.25
PP 1,127.00 1,127.00 1,127.00 1,129.75
S1 1,116.25 1,116.25 1,128.75 1,121.50
S2 1,101.25 1,101.25 1,126.50
S3 1,075.50 1,090.50 1,124.00
S4 1,049.75 1,064.75 1,117.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,137.75 1,112.00 25.75 2.3% 11.50 1.0% 74% True False 502,811
10 1,137.75 1,086.25 51.50 4.6% 13.50 1.2% 87% True False 1,104,699
20 1,137.75 1,037.00 100.75 8.9% 17.25 1.5% 93% True False 1,591,545
40 1,137.75 1,037.00 100.75 8.9% 17.75 1.6% 93% True False 1,726,180
60 1,137.75 1,002.75 135.00 11.9% 20.00 1.8% 95% True False 1,907,367
80 1,137.75 1,002.75 135.00 11.9% 21.25 1.9% 95% True False 1,698,900
100 1,203.25 1,002.75 200.50 17.7% 23.75 2.1% 64% False False 1,360,268
120 1,211.50 1,002.75 208.75 18.5% 22.00 1.9% 62% False False 1,133,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 3.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,180.25
2.618 1,164.00
1.618 1,154.00
1.000 1,147.75
0.618 1,144.00
HIGH 1,137.75
0.618 1,134.00
0.500 1,132.75
0.382 1,131.50
LOW 1,127.75
0.618 1,121.50
1.000 1,117.75
1.618 1,111.50
2.618 1,101.50
4.250 1,085.25
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 1,132.75 1,129.50
PP 1,132.25 1,127.75
S1 1,131.75 1,126.00

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

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