E-mini S&P 500 Future September 2010

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	1,120.75	1,126.25	5.50	0.5%	1,103.75
High	1,126.50	1,129.00	2.50	0.2%	1,112.00
Low	1,114.00	1,118.00	4.00	0.4%	1,086.25
Close	1,125.75	1,127.75	2.00	0.2%	1,109.75
Range	12.50	11.00	-1.50	-12.0%	25.75
ATR	17.98	17.48	-0.50	-2.8%	0.00
Volume	536,325	375,122	-161,203	-30.1%	6,521,069

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,158.00	1,153.75	1,133.75
R3	1,147.00	1,142.75	1,130.75
R2	1,136.00	1,136.00	1,129.75
R1	1,131.75	1,131.75	1,128.75	1,134.00
PP	1,125.00	1,125.00	1,125.00	1,126.00
S1	1,120.75	1,120.75	1,126.75	1,123.00
S2	1,114.00	1,114.00	1,125.75
S3	1,103.00	1,109.75	1,124.75
S4	1,092.00	1,098.75	1,121.75

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	1,129.00	1,100.50	28.50	2.5%	11.50	1.0%	96%	True	False	665,907
10	1,129.00	1,076.50	52.50	4.7%	14.00	1.2%	98%	True	False	1,257,379
20	1,129.00	1,037.00	92.00	8.2%	18.00	1.6%	99%	True	False	1,709,566
40	1,129.00	1,037.00	92.00	8.2%	18.25	1.6%	99%	True	False	1,785,329
60	1,129.00	1,002.75	126.25	11.2%	20.00	1.8%	99%	True	False	1,944,227
80	1,129.50	1,002.75	126.75	11.2%	21.50	1.9%	99%	False	False	1,698,054
100	1,205.00	1,002.75	202.25	17.9%	24.00	2.1%	62%	False	False	1,359,531
120	1,211.50	1,002.75	208.75	18.5%	22.00	1.9%	60%	False	False	1,133,219

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.70
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,175.75
2.618	1,157.75
1.618	1,146.75
1.000	1,140.00
0.618	1,135.75
HIGH	1,129.00
0.618	1,124.75
0.500	1,123.50
0.382	1,122.25
LOW	1,118.00
0.618	1,111.25
1.000	1,107.00
1.618	1,100.25
2.618	1,089.25
4.250	1,071.25

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	1,126.25	1,125.75
PP	1,125.00	1,123.50
S1	1,123.50	1,121.50

Download as Excel Spreadsheet

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

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