E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 1,148.25 1,135.00 -13.25 -1.2% 1,118.00
High 1,149.75 1,135.00 -14.75 -1.3% 1,164.75
Low 1,115.75 1,104.50 -11.25 -1.0% 1,113.75
Close 1,126.75 1,126.00 -0.75 -0.1% 1,126.75
Range 34.00 30.50 -3.50 -10.3% 51.00
ATR 24.84 25.24 0.40 1.6% 0.00
Volume 38 34 -4 -10.5% 902
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 1,213.25 1,200.25 1,142.75
R3 1,182.75 1,169.75 1,134.50
R2 1,152.25 1,152.25 1,131.50
R1 1,139.25 1,139.25 1,128.75 1,130.50
PP 1,121.75 1,121.75 1,121.75 1,117.50
S1 1,108.75 1,108.75 1,123.25 1,100.00
S2 1,091.25 1,091.25 1,120.50
S3 1,060.75 1,078.25 1,117.50
S4 1,030.25 1,047.75 1,109.25
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1,288.00 1,258.50 1,154.75
R3 1,237.00 1,207.50 1,140.75
R2 1,186.00 1,186.00 1,136.00
R1 1,156.50 1,156.50 1,131.50 1,171.25
PP 1,135.00 1,135.00 1,135.00 1,142.50
S1 1,105.50 1,105.50 1,122.00 1,120.25
S2 1,084.00 1,084.00 1,117.50
S3 1,033.00 1,054.50 1,112.75
S4 982.00 1,003.50 1,098.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,164.75 1,104.50 60.25 5.4% 27.75 2.5% 36% False True 98
10 1,190.25 1,084.25 106.00 9.4% 34.25 3.0% 39% False False 144
20 1,208.00 1,084.25 123.75 11.0% 26.00 2.3% 34% False False 134
40 1,208.00 1,084.25 123.75 11.0% 18.00 1.6% 34% False False 85
60 1,208.00 1,078.50 129.50 11.5% 13.75 1.2% 37% False False 87
80 1,208.00 1,034.75 173.25 15.4% 12.25 1.1% 53% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,264.50
2.618 1,214.75
1.618 1,184.25
1.000 1,165.50
0.618 1,153.75
HIGH 1,135.00
0.618 1,123.25
0.500 1,119.75
0.382 1,116.25
LOW 1,104.50
0.618 1,085.75
1.000 1,074.00
1.618 1,055.25
2.618 1,024.75
4.250 975.00
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 1,124.00 1,134.50
PP 1,121.75 1,131.75
S1 1,119.75 1,129.00

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

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