E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 1,086.00 1,097.00 11.00 1.0% 1,094.00
High 1,101.50 1,100.25 -1.25 -0.1% 1,103.50
Low 1,082.00 1,090.50 8.50 0.8% 1,066.50
Close 1,097.25 1,096.50 -0.75 -0.1% 1,070.50
Range 19.50 9.75 -9.75 -50.0% 37.00
ATR 18.08 17.48 -0.59 -3.3% 0.00
Volume 1,896,011 2,104,398 208,387 11.0% 13,760,692
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 1,125.00 1,120.50 1,101.75
R3 1,115.25 1,110.75 1,099.25
R2 1,105.50 1,105.50 1,098.25
R1 1,101.00 1,101.00 1,097.50 1,098.50
PP 1,095.75 1,095.75 1,095.75 1,094.50
S1 1,091.25 1,091.25 1,095.50 1,088.50
S2 1,086.00 1,086.00 1,094.75
S3 1,076.25 1,081.50 1,093.75
S4 1,066.50 1,071.75 1,091.25
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% 20.75 1.9% 81% False False 2,551,035
10 1,139.25 1,066.50 72.75 6.6% 21.25 1.9% 41% False False 2,665,984
20 1,148.00 1,066.50 81.50 7.4% 17.75 1.6% 37% False False 2,172,076
40 1,148.00 1,066.50 81.50 7.4% 14.75 1.4% 37% False False 1,561,426
60 1,148.00 1,049.00 99.00 9.0% 15.50 1.4% 48% False False 1,043,341
80 1,148.00 1,021.00 127.00 11.6% 16.50 1.5% 59% False False 783,485
100 1,148.00 1,007.25 140.75 12.8% 16.25 1.5% 63% False False 626,965
120 1,148.00 970.00 178.00 16.2% 15.50 1.4% 71% False False 522,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.03
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,141.75
2.618 1,125.75
1.618 1,116.00
1.000 1,110.00
0.618 1,106.25
HIGH 1,100.25
0.618 1,096.50
0.500 1,095.50
0.382 1,094.25
LOW 1,090.50
0.618 1,084.50
1.000 1,080.75
1.618 1,074.75
2.618 1,065.00
4.250 1,049.00
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 1,096.00 1,092.50
PP 1,095.75 1,088.75
S1 1,095.50 1,084.75

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

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