E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 1,070.00 1,086.00 16.00 1.5% 1,094.00
High 1,086.50 1,101.50 15.00 1.4% 1,103.50
Low 1,068.00 1,082.00 14.00 1.3% 1,066.50
Close 1,086.25 1,097.25 11.00 1.0% 1,070.50
Range 18.50 19.50 1.00 5.4% 37.00
ATR 17.97 18.08 0.11 0.6% 0.00
Volume 3,068,079 1,896,011 -1,172,068 -38.2% 13,760,692
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,152.00 1,144.25 1,108.00
R3 1,132.50 1,124.75 1,102.50
R2 1,113.00 1,113.00 1,100.75
R1 1,105.25 1,105.25 1,099.00 1,109.00
PP 1,093.50 1,093.50 1,093.50 1,095.50
S1 1,085.75 1,085.75 1,095.50 1,089.50
S2 1,074.00 1,074.00 1,093.75
S3 1,054.50 1,066.25 1,092.00
S4 1,035.00 1,046.75 1,086.50
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1,191.25 1,167.75 1,090.75
R3 1,154.25 1,130.75 1,080.75
R2 1,117.25 1,117.25 1,077.25
R1 1,093.75 1,093.75 1,074.00 1,087.00
PP 1,080.25 1,080.25 1,080.25 1,076.75
S1 1,056.75 1,056.75 1,067.00 1,050.00
S2 1,043.25 1,043.25 1,063.75
S3 1,006.25 1,019.75 1,060.25
S4 969.25 982.75 1,050.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,103.50 1,066.50 37.00 3.4% 22.25 2.0% 83% False False 2,620,008
10 1,146.50 1,066.50 80.00 7.3% 22.25 2.0% 38% False False 2,648,344
20 1,148.00 1,066.50 81.50 7.4% 17.75 1.6% 38% False False 2,131,418
40 1,148.00 1,066.50 81.50 7.4% 15.25 1.4% 38% False False 1,509,648
60 1,148.00 1,034.50 113.50 10.3% 15.75 1.4% 55% False False 1,008,352
80 1,148.00 1,021.00 127.00 11.6% 16.50 1.5% 60% False False 757,193
100 1,148.00 1,007.25 140.75 12.8% 16.25 1.5% 64% False False 605,921
120 1,148.00 970.00 178.00 16.2% 15.75 1.4% 71% False False 504,936
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,184.50
2.618 1,152.50
1.618 1,133.00
1.000 1,121.00
0.618 1,113.50
HIGH 1,101.50
0.618 1,094.00
0.500 1,091.75
0.382 1,089.50
LOW 1,082.00
0.618 1,070.00
1.000 1,062.50
1.618 1,050.50
2.618 1,031.00
4.250 999.00
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 1,095.50 1,092.75
PP 1,093.50 1,088.50
S1 1,091.75 1,084.00

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

View Archives - Comment on this page... - Back to Index of Symbols