E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	1,010.25	1,019.50	9.25	0.9%	1,071.75
High	1,033.50	1,055.00	21.50	2.1%	1,075.00
Low	998.75	1,011.75	13.00	1.3%	1,001.75
Close	1,019.50	1,054.75	35.25	3.5%	1,009.75
Range	34.75	43.25	8.50	24.5%	73.25
ATR	24.12	25.48	1.37	5.7%	0.00
Volume	1,198	2,084	886	74.0%	11,594

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,170.25	1,155.75	1,078.50
R3	1,127.00	1,112.50	1,066.75
R2	1,083.75	1,083.75	1,062.75
R1	1,069.25	1,069.25	1,058.75	1,076.50
PP	1,040.50	1,040.50	1,040.50	1,044.00
S1	1,026.00	1,026.00	1,050.75	1,033.25
S2	997.25	997.25	1,046.75
S3	954.00	982.75	1,042.75
S4	910.75	939.50	1,031.00

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,248.50	1,202.50	1,050.00
R3	1,175.25	1,129.25	1,030.00
R2	1,102.00	1,102.00	1,023.25
R1	1,056.00	1,056.00	1,016.50	1,042.50
PP	1,028.75	1,028.75	1,028.75	1,022.00
S1	982.75	982.75	1,003.00	969.00
S2	955.50	955.50	996.25
S3	882.25	909.50	989.50
S4	809.00	836.25	969.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,055.00	998.75	56.25	5.3%	28.50	2.7%	100%	True	False	2,545
10	1,093.50	998.75	94.75	9.0%	25.75	2.4%	59%	False	False	1,895
20	1,125.00	998.75	126.25	12.0%	23.25	2.2%	44%	False	False	1,113
40	1,164.75	998.75	166.00	15.7%	26.25	2.5%	34%	False	False	605
60	1,208.00	998.75	209.25	19.8%	25.00	2.4%	27%	False	False	449
80	1,208.00	998.75	209.25	19.8%	21.00	2.0%	27%	False	False	348
100	1,208.00	998.75	209.25	19.8%	17.50	1.7%	27%	False	False	289
120	1,208.00	998.75	209.25	19.8%	16.25	1.5%	27%	False	False	242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.85
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,238.75
2.618	1,168.25
1.618	1,125.00
1.000	1,098.25
0.618	1,081.75
HIGH	1,055.00
0.618	1,038.50
0.500	1,033.50
0.382	1,028.25
LOW	1,011.75
0.618	985.00
1.000	968.50
1.618	941.75
2.618	898.50
4.250	828.00

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	1,047.50	1,045.50
PP	1,040.50	1,036.25
S1	1,033.50	1,027.00

Download as Excel Spreadsheet

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

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