E-mini S&P 500 Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 1,084.50 1,082.00 -2.50 -0.2% 1,116.75
High 1,093.50 1,089.50 -4.00 -0.4% 1,122.00
Low 1,078.75 1,063.75 -15.00 -1.4% 1,065.50
Close 1,081.75 1,066.25 -15.50 -1.4% 1,071.25
Range 14.75 25.75 11.00 74.6% 56.50
ATR 19.31 19.77 0.46 2.4% 0.00
Volume 3,448 5,367 1,919 55.7% 15,747
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,150.50 1,134.00 1,080.50
R3 1,124.75 1,108.25 1,073.25
R2 1,099.00 1,099.00 1,071.00
R1 1,082.50 1,082.50 1,068.50 1,078.00
PP 1,073.25 1,073.25 1,073.25 1,070.75
S1 1,056.75 1,056.75 1,064.00 1,052.00
S2 1,047.50 1,047.50 1,061.50
S3 1,021.75 1,031.00 1,059.25
S4 996.00 1,005.25 1,052.00
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1,255.75 1,220.00 1,102.25
R3 1,199.25 1,163.50 1,086.75
R2 1,142.75 1,142.75 1,081.50
R1 1,107.00 1,107.00 1,076.50 1,096.50
PP 1,086.25 1,086.25 1,086.25 1,081.00
S1 1,050.50 1,050.50 1,066.00 1,040.00
S2 1,029.75 1,029.75 1,061.00
S3 973.25 994.00 1,055.75
S4 916.75 937.50 1,040.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,093.50 1,061.50 32.00 3.0% 19.00 1.8% 15% False False 2,821
10 1,122.00 1,061.50 60.50 5.7% 19.50 1.8% 8% False False 3,031
20 1,122.50 1,061.50 61.00 5.7% 17.75 1.7% 8% False False 2,817
40 1,122.50 998.75 123.75 11.6% 20.75 1.9% 55% False False 2,799
60 1,125.00 998.75 126.25 11.8% 21.75 2.0% 53% False False 1,950
80 1,198.50 998.75 199.75 18.7% 24.00 2.2% 34% False False 1,494
100 1,208.00 998.75 209.25 19.6% 21.50 2.0% 32% False False 1,212
120 1,208.00 998.75 209.25 19.6% 19.25 1.8% 32% False False 1,025
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 3.85
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,199.00
2.618 1,157.00
1.618 1,131.25
1.000 1,115.25
0.618 1,105.50
HIGH 1,089.50
0.618 1,079.75
0.500 1,076.50
0.382 1,073.50
LOW 1,063.75
0.618 1,047.75
1.000 1,038.00
1.618 1,022.00
2.618 996.25
4.250 954.25
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 1,076.50 1,078.50
PP 1,073.25 1,074.50
S1 1,069.75 1,070.50

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

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