E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	1,058.50	1,040.00	-18.50	-1.7%	1,065.00
High	1,067.75	1,049.00	-18.75	-1.8%	1,075.25
Low	1,040.00	1,032.75	-7.25	-0.7%	1,032.50
Close	1,040.00	1,043.25	3.25	0.3%	1,058.75
Range	27.75	16.25	-11.50	-41.4%	42.75
ATR	20.37	20.08	-0.29	-1.4%	0.00
Volume	14,147	11,631	-2,516	-17.8%	41,993

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,090.50	1,083.00	1,052.25
R3	1,074.25	1,066.75	1,047.75
R2	1,058.00	1,058.00	1,046.25
R1	1,050.50	1,050.50	1,044.75	1,054.25
PP	1,041.75	1,041.75	1,041.75	1,043.50
S1	1,034.25	1,034.25	1,041.75	1,038.00
S2	1,025.50	1,025.50	1,040.25
S3	1,009.25	1,018.00	1,038.75
S4	993.00	1,001.75	1,034.25

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,183.75	1,164.00	1,082.25
R3	1,141.00	1,121.25	1,070.50
R2	1,098.25	1,098.25	1,066.50
R1	1,078.50	1,078.50	1,062.75	1,067.00
PP	1,055.50	1,055.50	1,055.50	1,049.75
S1	1,035.75	1,035.75	1,054.75	1,024.25
S2	1,012.75	1,012.75	1,051.00
S3	970.00	993.00	1,047.00
S4	927.25	950.25	1,035.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,067.75	1,032.50	35.25	3.4%	21.75	2.1%	30%	False	False	10,992
10	1,093.50	1,032.50	61.00	5.8%	20.00	1.9%	18%	False	False	8,509
20	1,122.50	1,032.50	90.00	8.6%	19.00	1.8%	12%	False	False	5,719
40	1,122.50	1,011.75	110.75	10.6%	19.75	1.9%	28%	False	False	4,314
60	1,125.00	998.75	126.25	12.1%	20.50	2.0%	35%	False	False	3,215
80	1,164.75	998.75	166.00	15.9%	23.00	2.2%	27%	False	False	2,439
100	1,208.00	998.75	209.25	20.1%	22.50	2.2%	21%	False	False	1,974
120	1,208.00	998.75	209.25	20.1%	20.25	1.9%	21%	False	False	1,652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	6.08
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,118.00
2.618	1,091.50
1.618	1,075.25
1.000	1,065.25
0.618	1,059.00
HIGH	1,049.00
0.618	1,042.75
0.500	1,041.00
0.382	1,039.00
LOW	1,032.75
0.618	1,022.75
1.000	1,016.50
1.618	1,006.50
2.618	990.25
4.250	963.75

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	1,042.50	1,050.00
PP	1,041.75	1,047.75
S1	1,041.00	1,045.50

Download as Excel Spreadsheet

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

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