E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	1,113.75	1,079.50	-34.25	-3.1%	1,098.75
High	1,113.75	1,082.50	-31.25	-2.8%	1,122.50
Low	1,080.00	1,065.50	-14.50	-1.3%	1,097.50
Close	1,080.00	1,074.25	-5.75	-0.5%	1,114.75
Range	33.75	17.00	-16.75	-49.6%	25.00
ATR	20.22	19.99	-0.23	-1.1%	0.00
Volume	3,824	5,782	1,958	51.2%	19,553

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,125.00	1,116.75	1,083.50
R3	1,108.00	1,099.75	1,079.00
R2	1,091.00	1,091.00	1,077.25
R1	1,082.75	1,082.75	1,075.75	1,078.50
PP	1,074.00	1,074.00	1,074.00	1,072.00
S1	1,065.75	1,065.75	1,072.75	1,061.50
S2	1,057.00	1,057.00	1,071.25
S3	1,040.00	1,048.75	1,069.50
S4	1,023.00	1,031.75	1,065.00

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,186.50	1,175.75	1,128.50
R3	1,161.50	1,150.75	1,121.50
R2	1,136.50	1,136.50	1,119.25
R1	1,125.75	1,125.75	1,117.00	1,131.00
PP	1,111.50	1,111.50	1,111.50	1,114.25
S1	1,100.75	1,100.75	1,112.50	1,106.00
S2	1,086.50	1,086.50	1,110.25
S3	1,061.50	1,075.75	1,108.00
S4	1,036.50	1,050.75	1,101.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,122.00	1,065.50	56.50	5.3%	19.75	1.8%	15%	False	True	3,241
10	1,122.50	1,065.50	57.00	5.3%	17.50	1.6%	15%	False	True	3,363
20	1,122.50	1,046.50	76.00	7.1%	19.75	1.8%	37%	False	False	3,438
40	1,125.00	998.75	126.25	11.8%	20.50	1.9%	60%	False	False	2,515
60	1,125.00	998.75	126.25	11.8%	22.75	2.1%	60%	False	False	1,729
80	1,208.00	998.75	209.25	19.5%	24.00	2.2%	36%	False	False	1,330
100	1,208.00	998.75	209.25	19.5%	21.00	2.0%	36%	False	False	1,072
120	1,208.00	998.75	209.25	19.5%	18.50	1.7%	36%	False	False	908

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	2.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,154.75
2.618	1,127.00
1.618	1,110.00
1.000	1,099.50
0.618	1,093.00
HIGH	1,082.50
0.618	1,076.00
0.500	1,074.00
0.382	1,072.00
LOW	1,065.50
0.618	1,055.00
1.000	1,048.50
1.618	1,038.00
2.618	1,021.00
4.250	993.25

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	1,074.25	1,093.00
PP	1,074.00	1,086.75
S1	1,074.00	1,080.50

Download as Excel Spreadsheet

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

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