E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 1,101.50 1,103.00 1.50 0.1% 1,061.25
High 1,104.00 1,105.50 1.50 0.1% 1,098.25
Low 1,095.25 1,096.25 1.00 0.1% 1,060.75
Close 1,102.50 1,103.50 1.00 0.1% 1,086.50
Range 8.75 9.25 0.50 5.7% 37.50
ATR 17.67 17.07 -0.60 -3.4% 0.00
Volume 6,837 5,227 -1,610 -23.5% 18,762
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,129.50 1,125.75 1,108.50
R3 1,120.25 1,116.50 1,106.00
R2 1,111.00 1,111.00 1,105.25
R1 1,107.25 1,107.25 1,104.25 1,109.00
PP 1,101.75 1,101.75 1,101.75 1,102.75
S1 1,098.00 1,098.00 1,102.75 1,100.00
S2 1,092.50 1,092.50 1,101.75
S3 1,083.25 1,088.75 1,101.00
S4 1,074.00 1,079.50 1,098.50
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,194.25 1,178.00 1,107.00
R3 1,156.75 1,140.50 1,096.75
R2 1,119.25 1,119.25 1,093.50
R1 1,103.00 1,103.00 1,090.00 1,111.00
PP 1,081.75 1,081.75 1,081.75 1,086.00
S1 1,065.50 1,065.50 1,083.00 1,073.50
S2 1,044.25 1,044.25 1,079.50
S3 1,006.75 1,028.00 1,076.25
S4 969.25 990.50 1,066.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,107.00 1,077.75 29.25 2.7% 14.00 1.3% 88% False False 4,583
10 1,107.00 1,034.50 72.50 6.6% 15.75 1.4% 95% False False 4,410
20 1,107.00 1,021.00 86.00 7.8% 19.00 1.7% 96% False False 4,823
40 1,107.00 1,007.25 99.75 9.0% 18.00 1.6% 96% False False 3,295
60 1,107.00 984.25 122.75 11.1% 16.25 1.5% 97% False False 2,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,144.75
2.618 1,129.75
1.618 1,120.50
1.000 1,114.75
0.618 1,111.25
HIGH 1,105.50
0.618 1,102.00
0.500 1,101.00
0.382 1,099.75
LOW 1,096.25
0.618 1,090.50
1.000 1,087.00
1.618 1,081.25
2.618 1,072.00
4.250 1,057.00
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 1,102.50 1,101.25
PP 1,101.75 1,099.00
S1 1,101.00 1,096.75

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

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