E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 1,150.75 1,151.00 0.25 0.0% 1,136.25
High 1,159.50 1,151.00 -8.50 -0.7% 1,159.50
Low 1,146.75 1,141.25 -5.50 -0.5% 1,131.50
Close 1,151.25 1,150.25 -1.00 -0.1% 1,151.25
Range 12.75 9.75 -3.00 -23.5% 28.00
ATR 14.21 13.91 -0.30 -2.1% 0.00
Volume 1,642,010 826,747 -815,263 -49.7% 8,562,937
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,176.75 1,173.25 1,155.50
R3 1,167.00 1,163.50 1,153.00
R2 1,157.25 1,157.25 1,152.00
R1 1,153.75 1,153.75 1,151.25 1,150.50
PP 1,147.50 1,147.50 1,147.50 1,146.00
S1 1,144.00 1,144.00 1,149.25 1,141.00
S2 1,137.75 1,137.75 1,148.50
S3 1,128.00 1,134.25 1,147.50
S4 1,118.25 1,124.50 1,145.00
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1,231.50 1,219.25 1,166.75
R3 1,203.50 1,191.25 1,159.00
R2 1,175.50 1,175.50 1,156.50
R1 1,163.25 1,163.25 1,153.75 1,169.50
PP 1,147.50 1,147.50 1,147.50 1,150.50
S1 1,135.25 1,135.25 1,148.75 1,141.50
S2 1,119.50 1,119.50 1,146.00
S3 1,091.50 1,107.25 1,143.50
S4 1,063.50 1,079.25 1,135.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,159.50 1,131.50 28.00 2.4% 11.75 1.0% 67% False False 1,504,122
10 1,159.50 1,112.75 46.75 4.1% 11.00 1.0% 80% False False 1,558,165
20 1,159.50 1,073.50 86.00 7.5% 13.00 1.1% 89% False False 1,787,867
40 1,159.50 1,040.75 118.75 10.3% 17.25 1.5% 92% False False 2,161,833
60 1,159.50 1,040.75 118.75 10.3% 15.25 1.3% 92% False False 1,863,042
80 1,159.50 1,040.75 118.75 10.3% 15.50 1.3% 92% False False 1,463,047
100 1,159.50 1,021.00 138.50 12.0% 16.25 1.4% 93% False False 1,171,365
120 1,159.50 1,007.25 152.25 13.2% 16.25 1.4% 94% False False 976,376
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 2.78
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,192.50
2.618 1,176.50
1.618 1,166.75
1.000 1,160.75
0.618 1,157.00
HIGH 1,151.00
0.618 1,147.25
0.500 1,146.00
0.382 1,145.00
LOW 1,141.25
0.618 1,135.25
1.000 1,131.50
1.618 1,125.50
2.618 1,115.75
4.250 1,099.75
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 1,149.00 1,149.75
PP 1,147.50 1,149.50
S1 1,146.00 1,149.00

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

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