E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 1,070.75 1,070.00 -0.75 -0.1% 1,077.50
High 1,076.00 1,080.25 4.25 0.4% 1,098.50
Low 1,061.75 1,064.25 2.50 0.2% 1,061.75
Close 1,070.25 1,065.50 -4.75 -0.4% 1,070.25
Range 14.25 16.00 1.75 12.3% 36.75
ATR 19.83 19.56 -0.27 -1.4% 0.00
Volume 1,806,478 1,552,340 -254,138 -14.1% 9,439,919
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,118.00 1,107.75 1,074.25
R3 1,102.00 1,091.75 1,070.00
R2 1,086.00 1,086.00 1,068.50
R1 1,075.75 1,075.75 1,067.00 1,073.00
PP 1,070.00 1,070.00 1,070.00 1,068.50
S1 1,059.75 1,059.75 1,064.00 1,057.00
S2 1,054.00 1,054.00 1,062.50
S3 1,038.00 1,043.75 1,061.00
S4 1,022.00 1,027.75 1,056.75
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% 10% False False 1,876,505
10 1,125.75 1,061.75 64.00 6.0% 19.75 1.8% 6% False False 1,932,102
20 1,127.75 1,061.75 66.00 6.2% 18.00 1.7% 6% False False 1,815,256
40 1,127.75 1,002.75 125.00 11.7% 21.00 2.0% 50% False False 2,029,561
60 1,129.50 1,002.75 126.75 11.9% 21.75 2.0% 50% False False 1,789,754
80 1,203.25 1,002.75 200.50 18.8% 25.25 2.4% 31% False False 1,344,362
100 1,211.50 1,002.75 208.75 19.6% 23.00 2.2% 30% False False 1,075,863
120 1,211.50 1,002.75 208.75 19.6% 21.00 2.0% 30% False False 896,654
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 True
Bear Hook False
Bull Hook False
Stretch 4.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,148.25
2.618 1,122.25
1.618 1,106.25
1.000 1,096.25
0.618 1,090.25
HIGH 1,080.25
0.618 1,074.25
0.500 1,072.25
0.382 1,070.25
LOW 1,064.25
0.618 1,054.25
1.000 1,048.25
1.618 1,038.25
2.618 1,022.25
4.250 996.25
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 1,072.25 1,078.50
PP 1,070.00 1,074.00
S1 1,067.75 1,069.75

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

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