E-mini S&P 500 Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 1,172.50 1,198.75 26.25 2.2% 1,194.50
High 1,202.50 1,218.00 15.50 1.3% 1,201.00
Low 1,171.50 1,197.00 25.50 2.2% 1,169.75
Close 1,199.50 1,217.50 18.00 1.5% 1,178.00
Range 31.00 21.00 -10.00 -32.3% 31.25
ATR 17.97 18.19 0.22 1.2% 0.00
Volume 10,578 26,732 16,154 152.7% 40,166
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,273.75 1,266.75 1,229.00
R3 1,252.75 1,245.75 1,223.25
R2 1,231.75 1,231.75 1,221.25
R1 1,224.75 1,224.75 1,219.50 1,228.25
PP 1,210.75 1,210.75 1,210.75 1,212.50
S1 1,203.75 1,203.75 1,215.50 1,207.25
S2 1,189.75 1,189.75 1,213.75
S3 1,168.75 1,182.75 1,211.75
S4 1,147.75 1,161.75 1,206.00
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1,276.75 1,258.50 1,195.25
R3 1,245.50 1,227.25 1,186.50
R2 1,214.25 1,214.25 1,183.75
R1 1,196.00 1,196.00 1,180.75 1,189.50
PP 1,183.00 1,183.00 1,183.00 1,179.50
S1 1,164.75 1,164.75 1,175.25 1,158.25
S2 1,151.75 1,151.75 1,172.25
S3 1,120.50 1,133.50 1,169.50
S4 1,089.25 1,102.25 1,160.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,218.00 1,167.25 50.75 4.2% 21.00 1.7% 99% True False 12,582
10 1,218.00 1,167.25 50.75 4.2% 20.50 1.7% 99% True False 10,175
20 1,219.25 1,165.75 53.50 4.4% 17.75 1.5% 97% False False 6,611
40 1,219.25 1,140.50 78.75 6.5% 16.50 1.4% 98% False False 3,970
60 1,219.25 1,086.50 132.75 10.9% 16.00 1.3% 99% False False 2,873
80 1,219.25 1,028.25 191.00 15.7% 16.25 1.3% 99% False False 2,161
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,307.25
2.618 1,273.00
1.618 1,252.00
1.000 1,239.00
0.618 1,231.00
HIGH 1,218.00
0.618 1,210.00
0.500 1,207.50
0.382 1,205.00
LOW 1,197.00
0.618 1,184.00
1.000 1,176.00
1.618 1,163.00
2.618 1,142.00
4.250 1,107.75
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 1,214.25 1,209.25
PP 1,210.75 1,201.00
S1 1,207.50 1,193.00

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

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