E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 1,099.25 1,103.00 3.75 0.3% 1,103.75
High 1,112.00 1,110.50 -1.50 -0.1% 1,112.00
Low 1,096.75 1,100.50 3.75 0.3% 1,086.25
Close 1,102.50 1,109.75 7.25 0.7% 1,109.75
Range 15.25 10.00 -5.25 -34.4% 25.75
ATR 19.92 19.21 -0.71 -3.6% 0.00
Volume 1,612,227 890,439 -721,788 -44.8% 6,521,069
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,137.00 1,133.25 1,115.25
R3 1,127.00 1,123.25 1,112.50
R2 1,117.00 1,117.00 1,111.50
R1 1,113.25 1,113.25 1,110.75 1,115.00
PP 1,107.00 1,107.00 1,107.00 1,107.75
S1 1,103.25 1,103.25 1,108.75 1,105.00
S2 1,097.00 1,097.00 1,108.00
S3 1,087.00 1,093.25 1,107.00
S4 1,077.00 1,083.25 1,104.25
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1,180.00 1,170.50 1,124.00
R3 1,154.25 1,144.75 1,116.75
R2 1,128.50 1,128.50 1,114.50
R1 1,119.00 1,119.00 1,112.00 1,123.75
PP 1,102.75 1,102.75 1,102.75 1,105.00
S1 1,093.25 1,093.25 1,107.50 1,098.00
S2 1,077.00 1,077.00 1,105.00
S3 1,051.25 1,067.50 1,102.75
S4 1,025.50 1,041.75 1,095.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,112.00 1,086.25 25.75 2.3% 15.50 1.4% 91% False False 1,706,588
10 1,112.00 1,037.25 74.75 6.7% 19.50 1.8% 97% False False 1,903,425
20 1,112.00 1,037.00 75.00 6.8% 19.25 1.7% 97% False False 1,921,484
40 1,127.75 1,037.00 90.75 8.2% 19.75 1.8% 80% False False 1,948,276
60 1,129.50 1,002.75 126.75 11.4% 20.50 1.9% 84% False False 2,054,092
80 1,129.50 1,002.75 126.75 11.4% 22.50 2.0% 84% False False 1,667,899
100 1,211.50 1,002.75 208.75 18.8% 24.00 2.2% 51% False False 1,335,242
120 1,211.50 1,002.75 208.75 18.8% 21.75 2.0% 51% False False 1,112,952
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,153.00
2.618 1,136.75
1.618 1,126.75
1.000 1,120.50
0.618 1,116.75
HIGH 1,110.50
0.618 1,106.75
0.500 1,105.50
0.382 1,104.25
LOW 1,100.50
0.618 1,094.25
1.000 1,090.50
1.618 1,084.25
2.618 1,074.25
4.250 1,058.00
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 1,108.25 1,106.25
PP 1,107.00 1,102.75
S1 1,105.50 1,099.00

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

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