E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 1,077.50 1,077.25 -0.25 0.0% 1,120.00
High 1,081.50 1,098.50 17.00 1.6% 1,126.75
Low 1,066.25 1,074.50 8.25 0.8% 1,070.50
Close 1,077.00 1,089.00 12.00 1.1% 1,076.00
Range 15.25 24.00 8.75 57.4% 56.25
ATR 19.88 20.17 0.29 1.5% 0.00
Volume 1,609,731 1,779,783 170,052 10.6% 9,327,671
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,159.25 1,148.25 1,102.25
R3 1,135.25 1,124.25 1,095.50
R2 1,111.25 1,111.25 1,093.50
R1 1,100.25 1,100.25 1,091.25 1,105.75
PP 1,087.25 1,087.25 1,087.25 1,090.00
S1 1,076.25 1,076.25 1,086.75 1,081.75
S2 1,063.25 1,063.25 1,084.50
S3 1,039.25 1,052.25 1,082.50
S4 1,015.25 1,028.25 1,075.75
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,259.75 1,224.25 1,107.00
R3 1,203.50 1,168.00 1,091.50
R2 1,147.25 1,147.25 1,086.25
R1 1,111.75 1,111.75 1,081.25 1,101.50
PP 1,091.00 1,091.00 1,091.00 1,086.00
S1 1,055.50 1,055.50 1,070.75 1,045.00
S2 1,034.75 1,034.75 1,065.75
S3 978.50 999.25 1,060.50
S4 922.25 943.00 1,045.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,119.75 1,066.25 53.50 4.9% 21.50 2.0% 43% False False 1,937,626
10 1,127.75 1,066.25 61.50 5.6% 18.50 1.7% 37% False False 1,781,752
20 1,127.75 1,061.00 66.75 6.1% 19.25 1.8% 42% False False 1,884,456
40 1,127.75 1,002.75 125.00 11.5% 21.25 2.0% 69% False False 2,070,396
60 1,129.50 1,002.75 126.75 11.6% 22.75 2.1% 68% False False 1,664,212
80 1,211.50 1,002.75 208.75 19.2% 25.25 2.3% 41% False False 1,249,426
100 1,211.50 1,002.75 208.75 19.2% 22.50 2.1% 41% False False 999,887
120 1,211.50 1,002.75 208.75 19.2% 20.50 1.9% 41% False False 833,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,200.50
2.618 1,161.25
1.618 1,137.25
1.000 1,122.50
0.618 1,113.25
HIGH 1,098.50
0.618 1,089.25
0.500 1,086.50
0.382 1,083.75
LOW 1,074.50
0.618 1,059.75
1.000 1,050.50
1.618 1,035.75
2.618 1,011.75
4.250 972.50
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 1,088.25 1,086.75
PP 1,087.25 1,084.50
S1 1,086.50 1,082.50

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

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