E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	1,019.50	1,054.50	35.00	3.4%	1,071.75
High	1,055.00	1,063.75	8.75	0.8%	1,075.00
Low	1,011.75	1,049.50	37.75	3.7%	1,001.75
Close	1,054.75	1,062.50	7.75	0.7%	1,009.75
Range	43.25	14.25	-29.00	-67.1%	73.25
ATR	25.48	24.68	-0.80	-3.1%	0.00
Volume	2,084	2,332	248	11.9%	11,594

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,101.25	1,096.25	1,070.25
R3	1,087.00	1,082.00	1,066.50
R2	1,072.75	1,072.75	1,065.00
R1	1,067.75	1,067.75	1,063.75	1,070.25
PP	1,058.50	1,058.50	1,058.50	1,060.00
S1	1,053.50	1,053.50	1,061.25	1,056.00
S2	1,044.25	1,044.25	1,060.00
S3	1,030.00	1,039.25	1,058.50
S4	1,015.75	1,025.00	1,054.75

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	1,063.75	998.75	65.00	6.1%	27.25	2.6%	98%	True	False	1,956
10	1,086.50	998.75	87.75	8.3%	25.25	2.4%	73%	False	False	2,012
20	1,125.00	998.75	126.25	11.9%	22.75	2.1%	50%	False	False	1,227
40	1,164.75	998.75	166.00	15.6%	25.75	2.4%	38%	False	False	659
60	1,208.00	998.75	209.25	19.7%	25.00	2.4%	30%	False	False	488
80	1,208.00	998.75	209.25	19.7%	21.00	2.0%	30%	False	False	372
100	1,208.00	998.75	209.25	19.7%	17.50	1.7%	30%	False	False	312
120	1,208.00	998.75	209.25	19.7%	16.25	1.5%	30%	False	False	262

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.78
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,124.25
2.618	1,101.00
1.618	1,086.75
1.000	1,078.00
0.618	1,072.50
HIGH	1,063.75
0.618	1,058.25
0.500	1,056.50
0.382	1,055.00
LOW	1,049.50
0.618	1,040.75
1.000	1,035.25
1.618	1,026.50
2.618	1,012.25
4.250	989.00

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	1,060.50	1,052.00
PP	1,058.50	1,041.75
S1	1,056.50	1,031.25

Download as Excel Spreadsheet

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

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