E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 1,141.25 1,134.25 -7.00 -0.6% 1,113.75
High 1,143.00 1,145.25 2.25 0.2% 1,141.75
Low 1,127.75 1,129.25 1.50 0.1% 1,113.25
Close 1,134.00 1,141.50 7.50 0.7% 1,141.50
Range 15.25 16.00 0.75 4.9% 28.50
ATR 12.64 12.88 0.24 1.9% 0.00
Volume 1,456,443 2,117,166 660,723 45.4% 6,135,654
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,186.75 1,180.00 1,150.25
R3 1,170.75 1,164.00 1,146.00
R2 1,154.75 1,154.75 1,144.50
R1 1,148.00 1,148.00 1,143.00 1,151.50
PP 1,138.75 1,138.75 1,138.75 1,140.25
S1 1,132.00 1,132.00 1,140.00 1,135.50
S2 1,122.75 1,122.75 1,138.50
S3 1,106.75 1,116.00 1,137.00
S4 1,090.75 1,100.00 1,132.75
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,217.75 1,208.00 1,157.25
R3 1,189.25 1,179.50 1,149.25
R2 1,160.75 1,160.75 1,146.75
R1 1,151.00 1,151.00 1,144.00 1,156.00
PP 1,132.25 1,132.25 1,132.25 1,134.50
S1 1,122.50 1,122.50 1,139.00 1,127.50
S2 1,103.75 1,103.75 1,136.25
S3 1,075.25 1,094.00 1,133.75
S4 1,046.75 1,065.50 1,125.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,148.00 1,127.00 21.00 1.8% 12.75 1.1% 69% False False 1,585,644
10 1,148.00 1,109.75 38.25 3.4% 12.25 1.1% 83% False False 1,241,316
20 1,148.00 1,088.50 59.50 5.2% 11.50 1.0% 89% False False 1,244,898
40 1,148.00 1,062.25 85.75 7.5% 13.75 1.2% 92% False False 711,035
60 1,148.00 1,021.00 127.00 11.1% 16.00 1.4% 95% False False 475,565
80 1,148.00 1,007.25 140.75 12.3% 16.00 1.4% 95% False False 357,014
100 1,148.00 984.25 163.75 14.3% 15.25 1.3% 96% False False 285,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,213.25
2.618 1,187.25
1.618 1,171.25
1.000 1,161.25
0.618 1,155.25
HIGH 1,145.25
0.618 1,139.25
0.500 1,137.25
0.382 1,135.25
LOW 1,129.25
0.618 1,119.25
1.000 1,113.25
1.618 1,103.25
2.618 1,087.25
4.250 1,061.25
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 1,140.00 1,140.25
PP 1,138.75 1,139.00
S1 1,137.25 1,138.00

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

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