E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 1,134.50 1,109.75 -24.75 -2.2% 1,131.75
High 1,139.25 1,115.75 -23.50 -2.1% 1,147.00
Low 1,110.25 1,086.25 -24.00 -2.2% 1,086.25
Close 1,111.00 1,091.00 -20.00 -1.8% 1,091.00
Range 29.00 29.50 0.50 1.7% 60.75
ATR 15.25 16.26 1.02 6.7% 0.00
Volume 2,391,710 3,438,955 1,047,245 43.8% 9,818,154
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,186.25 1,168.00 1,107.25
R3 1,156.75 1,138.50 1,099.00
R2 1,127.25 1,127.25 1,096.50
R1 1,109.00 1,109.00 1,093.75 1,103.50
PP 1,097.75 1,097.75 1,097.75 1,094.75
S1 1,079.50 1,079.50 1,088.25 1,074.00
S2 1,068.25 1,068.25 1,085.50
S3 1,038.75 1,050.00 1,083.00
S4 1,009.25 1,020.50 1,074.75
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,290.25 1,251.50 1,124.50
R3 1,229.50 1,190.75 1,107.75
R2 1,168.75 1,168.75 1,102.25
R1 1,130.00 1,130.00 1,096.50 1,119.00
PP 1,108.00 1,108.00 1,108.00 1,102.50
S1 1,069.25 1,069.25 1,085.50 1,058.25
S2 1,047.25 1,047.25 1,079.75
S3 986.50 1,008.50 1,074.25
S4 925.75 947.75 1,057.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,147.25 1,086.25 61.00 5.6% 24.00 2.2% 8% False True 2,234,777
10 1,148.00 1,086.25 61.75 5.7% 18.00 1.7% 8% False True 1,997,382
20 1,148.00 1,086.25 61.75 5.7% 14.25 1.3% 8% False True 1,405,031
40 1,148.00 1,062.25 85.75 7.9% 14.75 1.3% 34% False False 1,042,887
60 1,148.00 1,021.00 127.00 11.6% 16.00 1.5% 55% False False 696,953
80 1,148.00 1,007.25 140.75 12.9% 16.25 1.5% 60% False False 523,265
100 1,148.00 984.25 163.75 15.0% 16.00 1.5% 65% False False 418,675
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 3.68
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1,241.00
2.618 1,193.00
1.618 1,163.50
1.000 1,145.25
0.618 1,134.00
HIGH 1,115.75
0.618 1,104.50
0.500 1,101.00
0.382 1,097.50
LOW 1,086.25
0.618 1,068.00
1.000 1,056.75
1.618 1,038.50
2.618 1,009.00
4.250 961.00
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 1,101.00 1,116.50
PP 1,097.75 1,108.00
S1 1,094.25 1,099.50

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

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