E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 1,087.00 1,070.75 -16.25 -1.5% 1,077.50
High 1,095.00 1,076.00 -19.00 -1.7% 1,098.50
Low 1,068.50 1,061.75 -6.75 -0.6% 1,061.75
Close 1,071.25 1,070.25 -1.00 -0.1% 1,070.25
Range 26.50 14.25 -12.25 -46.2% 36.75
ATR 20.26 19.83 -0.43 -2.1% 0.00
Volume 2,435,373 1,806,478 -628,895 -25.8% 9,439,919
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,112.00 1,105.50 1,078.00
R3 1,097.75 1,091.25 1,074.25
R2 1,083.50 1,083.50 1,072.75
R1 1,077.00 1,077.00 1,071.50 1,073.00
PP 1,069.25 1,069.25 1,069.25 1,067.50
S1 1,062.75 1,062.75 1,069.00 1,059.00
S2 1,055.00 1,055.00 1,067.75
S3 1,040.75 1,048.50 1,066.25
S4 1,026.50 1,034.25 1,062.50
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,187.00 1,165.50 1,090.50
R3 1,150.25 1,128.75 1,080.25
R2 1,113.50 1,113.50 1,077.00
R1 1,092.00 1,092.00 1,073.50 1,084.50
PP 1,076.75 1,076.75 1,076.75 1,073.00
S1 1,055.25 1,055.25 1,067.00 1,047.50
S2 1,040.00 1,040.00 1,063.50
S3 1,003.25 1,018.50 1,060.25
S4 966.50 981.75 1,050.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,098.50 1,061.75 36.75 3.4% 19.00 1.8% 23% False True 1,887,983
10 1,126.75 1,061.75 65.00 6.1% 19.00 1.8% 13% False True 1,876,759
20 1,127.75 1,061.75 66.00 6.2% 18.00 1.7% 13% False True 1,842,193
40 1,127.75 1,002.75 125.00 11.7% 21.00 2.0% 54% False False 2,054,549
60 1,129.50 1,002.75 126.75 11.8% 22.25 2.1% 53% False False 1,764,260
80 1,203.25 1,002.75 200.50 18.7% 25.25 2.4% 34% False False 1,325,004
100 1,211.50 1,002.75 208.75 19.5% 23.00 2.1% 32% False False 1,060,345
120 1,211.50 1,002.75 208.75 19.5% 20.75 1.9% 32% False False 883,719
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.93
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,136.50
2.618 1,113.25
1.618 1,099.00
1.000 1,090.25
0.618 1,084.75
HIGH 1,076.00
0.618 1,070.50
0.500 1,069.00
0.382 1,067.25
LOW 1,061.75
0.618 1,053.00
1.000 1,047.50
1.618 1,038.75
2.618 1,024.50
4.250 1,001.25
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 1,069.75 1,080.00
PP 1,069.25 1,076.75
S1 1,069.00 1,073.50

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

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