E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 1,062.25 1,066.50 4.25 0.4% 1,010.25
High 1,070.50 1,072.50 2.00 0.2% 1,070.50
Low 1,059.00 1,061.00 2.00 0.2% 998.75
Close 1,068.00 1,072.00 4.00 0.4% 1,068.00
Range 11.50 11.50 0.00 0.0% 71.75
ATR 23.74 22.86 -0.87 -3.7% 0.00
Volume 1,305 1,193 -112 -8.6% 6,919
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,103.00 1,099.00 1,078.25
R3 1,091.50 1,087.50 1,075.25
R2 1,080.00 1,080.00 1,074.00
R1 1,076.00 1,076.00 1,073.00 1,078.00
PP 1,068.50 1,068.50 1,068.50 1,069.50
S1 1,064.50 1,064.50 1,071.00 1,066.50
S2 1,057.00 1,057.00 1,070.00
S3 1,045.50 1,053.00 1,068.75
S4 1,034.00 1,041.50 1,065.75
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,261.00 1,236.25 1,107.50
R3 1,189.25 1,164.50 1,087.75
R2 1,117.50 1,117.50 1,081.25
R1 1,092.75 1,092.75 1,074.50 1,105.00
PP 1,045.75 1,045.75 1,045.75 1,052.00
S1 1,021.00 1,021.00 1,061.50 1,033.50
S2 974.00 974.00 1,054.75
S3 902.25 949.25 1,048.25
S4 830.50 877.50 1,028.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,072.50 998.75 73.75 6.9% 23.00 2.2% 99% True False 1,622
10 1,075.00 998.75 76.25 7.1% 23.75 2.2% 96% False False 1,970
20 1,125.00 998.75 126.25 11.8% 21.25 2.0% 58% False False 1,346
40 1,149.75 998.75 151.00 14.1% 25.25 2.4% 49% False False 715
60 1,208.00 998.75 209.25 19.5% 25.00 2.3% 35% False False 527
80 1,208.00 998.75 209.25 19.5% 21.00 2.0% 35% False False 399
100 1,208.00 998.75 209.25 19.5% 17.75 1.7% 35% False False 337
120 1,208.00 998.75 209.25 19.5% 16.50 1.5% 35% False False 282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.48
Fibonacci Retracements and Extensions
4.250 1,121.50
2.618 1,102.50
1.618 1,091.00
1.000 1,084.00
0.618 1,079.50
HIGH 1,072.50
0.618 1,068.00
0.500 1,066.75
0.382 1,065.50
LOW 1,061.00
0.618 1,054.00
1.000 1,049.50
1.618 1,042.50
2.618 1,031.00
4.250 1,012.00
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 1,070.25 1,068.25
PP 1,068.50 1,064.75
S1 1,066.75 1,061.00

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

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