E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 1,058.00 1,057.00 -1.00 -0.1% 1,066.50
High 1,066.25 1,076.00 9.75 0.9% 1,094.25
Low 1,052.50 1,046.50 -6.00 -0.6% 1,054.75
Close 1,059.25 1,075.50 16.25 1.5% 1,058.50
Range 13.75 29.50 15.75 114.5% 39.50
ATR 22.53 23.03 0.50 2.2% 0.00
Volume 3,571 7,643 4,072 114.0% 10,140
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,154.50 1,144.50 1,091.75
R3 1,125.00 1,115.00 1,083.50
R2 1,095.50 1,095.50 1,081.00
R1 1,085.50 1,085.50 1,078.25 1,090.50
PP 1,066.00 1,066.00 1,066.00 1,068.50
S1 1,056.00 1,056.00 1,072.75 1,061.00
S2 1,036.50 1,036.50 1,070.00
S3 1,007.00 1,026.50 1,067.50
S4 977.50 997.00 1,059.25
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1,187.75 1,162.50 1,080.25
R3 1,148.25 1,123.00 1,069.25
R2 1,108.75 1,108.75 1,065.75
R1 1,083.50 1,083.50 1,062.00 1,076.50
PP 1,069.25 1,069.25 1,069.25 1,065.50
S1 1,044.00 1,044.00 1,055.00 1,037.00
S2 1,029.75 1,029.75 1,051.25
S3 990.25 1,004.50 1,047.75
S4 950.75 965.00 1,036.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,094.25 1,046.50 47.75 4.4% 23.25 2.2% 61% False True 3,782
10 1,094.25 1,011.75 82.50 7.7% 22.00 2.0% 77% False False 2,707
20 1,112.50 998.75 113.75 10.6% 23.00 2.1% 67% False False 2,233
40 1,125.00 998.75 126.25 11.7% 23.75 2.2% 61% False False 1,198
60 1,208.00 998.75 209.25 19.5% 25.75 2.4% 37% False False 848
80 1,208.00 998.75 209.25 19.5% 22.00 2.0% 37% False False 651
100 1,208.00 998.75 209.25 19.5% 19.00 1.8% 37% False False 538
120 1,208.00 998.75 209.25 19.5% 16.75 1.6% 37% False False 450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,201.50
2.618 1,153.25
1.618 1,123.75
1.000 1,105.50
0.618 1,094.25
HIGH 1,076.00
0.618 1,064.75
0.500 1,061.25
0.382 1,057.75
LOW 1,046.50
0.618 1,028.25
1.000 1,017.00
1.618 998.75
2.618 969.25
4.250 921.00
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 1,070.75 1,073.00
PP 1,066.00 1,070.75
S1 1,061.25 1,068.50

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

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